Day Change Summary |
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Previous |
Current |
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03-Sep-1996 |
04-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,616.21 |
5,648.39 |
32.18 |
0.6% |
5,722.74 |
High |
5,667.99 |
5,682.05 |
14.06 |
0.2% |
5,747.89 |
Low |
5,550.37 |
5,608.81 |
58.44 |
1.1% |
5,571.45 |
Close |
5,648.39 |
5,656.90 |
8.51 |
0.2% |
5,616.21 |
Range |
117.62 |
73.24 |
-44.38 |
-37.7% |
176.44 |
ATR |
92.44 |
91.06 |
-1.37 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 04-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,868.97 |
5,836.18 |
5,697.18 |
|
R3 |
5,795.73 |
5,762.94 |
5,677.04 |
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R2 |
5,722.49 |
5,722.49 |
5,670.33 |
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R1 |
5,689.70 |
5,689.70 |
5,663.61 |
5,706.10 |
PP |
5,649.25 |
5,649.25 |
5,649.25 |
5,657.45 |
S1 |
5,616.46 |
5,616.46 |
5,650.19 |
5,632.86 |
S2 |
5,576.01 |
5,576.01 |
5,643.47 |
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S3 |
5,502.77 |
5,543.22 |
5,636.76 |
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S4 |
5,429.53 |
5,469.98 |
5,616.62 |
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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 |
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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 |
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S3 |
5,292.30 |
5,366.04 |
5,567.69 |
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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% |
89.96 |
1.6% |
54% |
False |
False |
|
10 |
5,761.95 |
5,550.37 |
211.58 |
3.7% |
86.00 |
1.5% |
50% |
False |
False |
|
20 |
5,761.95 |
5,550.37 |
211.58 |
3.7% |
84.65 |
1.5% |
50% |
False |
False |
|
40 |
5,761.95 |
5,170.11 |
591.84 |
10.5% |
105.04 |
1.9% |
82% |
False |
False |
|
60 |
5,770.61 |
5,170.11 |
600.50 |
10.6% |
100.63 |
1.8% |
81% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
101.50 |
1.8% |
73% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
102.63 |
1.8% |
73% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
105.06 |
1.9% |
73% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
5,993.32 |
2.618 |
5,873.79 |
1.618 |
5,800.55 |
1.000 |
5,755.29 |
0.618 |
5,727.31 |
HIGH |
5,682.05 |
0.618 |
5,654.07 |
0.500 |
5,645.43 |
0.382 |
5,636.79 |
LOW |
5,608.81 |
0.618 |
5,563.55 |
1.000 |
5,535.57 |
1.618 |
5,490.31 |
2.618 |
5,417.07 |
4.250 |
5,297.54 |
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