Day Change Summary |
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Previous |
Current |
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04-Sep-1996 |
05-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,648.39 |
5,656.90 |
8.51 |
0.2% |
5,722.74 |
High |
5,682.05 |
5,669.84 |
-12.21 |
-0.2% |
5,747.89 |
Low |
5,608.81 |
5,592.53 |
-16.28 |
-0.3% |
5,571.45 |
Close |
5,656.90 |
5,606.96 |
-49.94 |
-0.9% |
5,616.21 |
Range |
73.24 |
77.31 |
4.07 |
5.6% |
176.44 |
ATR |
91.06 |
90.08 |
-0.98 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 05-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,855.04 |
5,808.31 |
5,649.48 |
|
R3 |
5,777.73 |
5,731.00 |
5,628.22 |
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R2 |
5,700.42 |
5,700.42 |
5,621.13 |
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R1 |
5,653.69 |
5,653.69 |
5,614.05 |
5,638.40 |
PP |
5,623.11 |
5,623.11 |
5,623.11 |
5,615.47 |
S1 |
5,576.38 |
5,576.38 |
5,599.87 |
5,561.09 |
S2 |
5,545.80 |
5,545.80 |
5,592.79 |
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S3 |
5,468.49 |
5,499.07 |
5,585.70 |
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S4 |
5,391.18 |
5,421.76 |
5,564.44 |
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Weekly Pivots for week ending 30-Aug-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,174.50 |
6,071.80 |
5,713.25 |
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R3 |
5,998.06 |
5,895.36 |
5,664.73 |
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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 |
5,716.82 |
5,550.37 |
166.45 |
3.0% |
91.59 |
1.6% |
34% |
False |
False |
|
10 |
5,761.95 |
5,550.37 |
211.58 |
3.8% |
85.11 |
1.5% |
27% |
False |
False |
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20 |
5,761.95 |
5,550.37 |
211.58 |
3.8% |
83.74 |
1.5% |
27% |
False |
False |
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40 |
5,761.95 |
5,170.11 |
591.84 |
10.6% |
104.15 |
1.9% |
74% |
False |
False |
|
60 |
5,770.61 |
5,170.11 |
600.50 |
10.7% |
100.09 |
1.8% |
73% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
101.13 |
1.8% |
66% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
102.43 |
1.8% |
66% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.8% |
104.83 |
1.9% |
66% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
5,998.41 |
2.618 |
5,872.24 |
1.618 |
5,794.93 |
1.000 |
5,747.15 |
0.618 |
5,717.62 |
HIGH |
5,669.84 |
0.618 |
5,640.31 |
0.500 |
5,631.19 |
0.382 |
5,622.06 |
LOW |
5,592.53 |
0.618 |
5,544.75 |
1.000 |
5,515.22 |
1.618 |
5,467.44 |
2.618 |
5,390.13 |
4.250 |
5,263.96 |
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