Day Change Summary |
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Previous |
Current |
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05-Sep-1996 |
06-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,656.90 |
5,606.96 |
-49.94 |
-0.9% |
5,616.21 |
High |
5,669.84 |
5,696.48 |
26.64 |
0.5% |
5,696.48 |
Low |
5,592.53 |
5,585.51 |
-7.02 |
-0.1% |
5,550.37 |
Close |
5,606.96 |
5,659.86 |
52.90 |
0.9% |
5,659.86 |
Range |
77.31 |
110.97 |
33.66 |
43.5% |
146.11 |
ATR |
90.08 |
91.57 |
1.49 |
1.7% |
0.00 |
Volume |
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Daily Pivots for day following 06-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,980.19 |
5,931.00 |
5,720.89 |
|
R3 |
5,869.22 |
5,820.03 |
5,690.38 |
|
R2 |
5,758.25 |
5,758.25 |
5,680.20 |
|
R1 |
5,709.06 |
5,709.06 |
5,670.03 |
5,733.66 |
PP |
5,647.28 |
5,647.28 |
5,647.28 |
5,659.58 |
S1 |
5,598.09 |
5,598.09 |
5,649.69 |
5,622.69 |
S2 |
5,536.31 |
5,536.31 |
5,639.52 |
|
S3 |
5,425.34 |
5,487.12 |
5,629.34 |
|
S4 |
5,314.37 |
5,376.15 |
5,598.83 |
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Weekly Pivots for week ending 06-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,073.90 |
6,012.99 |
5,740.22 |
|
R3 |
5,927.79 |
5,866.88 |
5,700.04 |
|
R2 |
5,781.68 |
5,781.68 |
5,686.65 |
|
R1 |
5,720.77 |
5,720.77 |
5,673.25 |
5,751.23 |
PP |
5,635.57 |
5,635.57 |
5,635.57 |
5,650.80 |
S1 |
5,574.66 |
5,574.66 |
5,646.47 |
5,605.12 |
S2 |
5,489.46 |
5,489.46 |
5,633.07 |
|
S3 |
5,343.35 |
5,428.55 |
5,619.68 |
|
S4 |
5,197.24 |
5,282.44 |
5,579.50 |
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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 |
5,696.48 |
5,550.37 |
146.11 |
2.6% |
93.51 |
1.7% |
75% |
True |
False |
|
10 |
5,761.58 |
5,550.37 |
211.21 |
3.7% |
86.26 |
1.5% |
52% |
False |
False |
|
20 |
5,761.95 |
5,550.37 |
211.58 |
3.7% |
85.04 |
1.5% |
52% |
False |
False |
|
40 |
5,761.95 |
5,170.11 |
591.84 |
10.5% |
103.11 |
1.8% |
83% |
False |
False |
|
60 |
5,770.61 |
5,170.11 |
600.50 |
10.6% |
100.47 |
1.8% |
82% |
False |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
101.32 |
1.8% |
74% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
102.53 |
1.8% |
74% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
104.65 |
1.8% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,168.10 |
2.618 |
5,987.00 |
1.618 |
5,876.03 |
1.000 |
5,807.45 |
0.618 |
5,765.06 |
HIGH |
5,696.48 |
0.618 |
5,654.09 |
0.500 |
5,641.00 |
0.382 |
5,627.90 |
LOW |
5,585.51 |
0.618 |
5,516.93 |
1.000 |
5,474.54 |
1.618 |
5,405.96 |
2.618 |
5,294.99 |
4.250 |
5,113.89 |
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