Day Change Summary |
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Previous |
Current |
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30-Aug-1996 |
03-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,647.65 |
5,616.21 |
-31.44 |
-0.6% |
5,722.74 |
High |
5,659.86 |
5,667.99 |
8.13 |
0.1% |
5,747.89 |
Low |
5,571.45 |
5,550.37 |
-21.08 |
-0.4% |
5,571.45 |
Close |
5,616.21 |
5,648.39 |
32.18 |
0.6% |
5,616.21 |
Range |
88.41 |
117.62 |
29.21 |
33.0% |
176.44 |
ATR |
90.50 |
92.44 |
1.94 |
2.1% |
0.00 |
Volume |
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Daily Pivots for day following 03-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,975.11 |
5,929.37 |
5,713.08 |
|
R3 |
5,857.49 |
5,811.75 |
5,680.74 |
|
R2 |
5,739.87 |
5,739.87 |
5,669.95 |
|
R1 |
5,694.13 |
5,694.13 |
5,659.17 |
5,717.00 |
PP |
5,622.25 |
5,622.25 |
5,622.25 |
5,633.69 |
S1 |
5,576.51 |
5,576.51 |
5,637.61 |
5,599.38 |
S2 |
5,504.63 |
5,504.63 |
5,626.83 |
|
S3 |
5,387.01 |
5,458.89 |
5,616.04 |
|
S4 |
5,269.39 |
5,341.27 |
5,583.70 |
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Weekly Pivots for week ending 30-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,174.50 |
6,071.80 |
5,713.25 |
|
R3 |
5,998.06 |
5,895.36 |
5,664.73 |
|
R2 |
5,821.62 |
5,821.62 |
5,648.56 |
|
R1 |
5,718.92 |
5,718.92 |
5,632.38 |
5,682.05 |
PP |
5,645.18 |
5,645.18 |
5,645.18 |
5,626.75 |
S1 |
5,542.48 |
5,542.48 |
5,600.04 |
5,505.61 |
S2 |
5,468.74 |
5,468.74 |
5,583.86 |
|
S3 |
5,292.30 |
5,366.04 |
5,567.69 |
|
S4 |
5,115.86 |
5,189.60 |
5,519.17 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,747.89 |
5,550.37 |
197.52 |
3.5% |
88.26 |
1.6% |
50% |
False |
True |
|
10 |
5,761.95 |
5,550.37 |
211.58 |
3.7% |
86.41 |
1.5% |
46% |
False |
True |
|
20 |
5,761.95 |
5,550.37 |
211.58 |
3.7% |
85.30 |
1.5% |
46% |
False |
True |
|
40 |
5,761.95 |
5,170.11 |
591.84 |
10.5% |
105.27 |
1.9% |
81% |
False |
False |
|
60 |
5,770.61 |
5,170.11 |
600.50 |
10.6% |
100.80 |
1.8% |
80% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
101.60 |
1.8% |
72% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
103.22 |
1.8% |
72% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
105.50 |
1.9% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,167.88 |
2.618 |
5,975.92 |
1.618 |
5,858.30 |
1.000 |
5,785.61 |
0.618 |
5,740.68 |
HIGH |
5,667.99 |
0.618 |
5,623.06 |
0.500 |
5,609.18 |
0.382 |
5,595.30 |
LOW |
5,550.37 |
0.618 |
5,477.68 |
1.000 |
5,432.75 |
1.618 |
5,360.06 |
2.618 |
5,242.44 |
4.250 |
5,050.49 |
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