Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1996 |
11-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,733.84 |
5,727.18 |
-6.66 |
-0.1% |
5,616.21 |
High |
5,767.87 |
5,777.49 |
9.62 |
0.2% |
5,696.48 |
Low |
5,681.68 |
5,696.85 |
15.17 |
0.3% |
5,550.37 |
Close |
5,727.18 |
5,754.92 |
27.74 |
0.5% |
5,659.86 |
Range |
86.19 |
80.64 |
-5.55 |
-6.4% |
146.11 |
ATR |
91.52 |
90.74 |
-0.78 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,985.01 |
5,950.60 |
5,799.27 |
|
R3 |
5,904.37 |
5,869.96 |
5,777.10 |
|
R2 |
5,823.73 |
5,823.73 |
5,769.70 |
|
R1 |
5,789.32 |
5,789.32 |
5,762.31 |
5,806.53 |
PP |
5,743.09 |
5,743.09 |
5,743.09 |
5,751.69 |
S1 |
5,708.68 |
5,708.68 |
5,747.53 |
5,725.89 |
S2 |
5,662.45 |
5,662.45 |
5,740.14 |
|
S3 |
5,581.81 |
5,628.04 |
5,732.74 |
|
S4 |
5,501.17 |
5,547.40 |
5,710.57 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,777.49 |
5,585.51 |
191.98 |
3.3% |
89.89 |
1.6% |
88% |
True |
False |
|
10 |
5,777.49 |
5,550.37 |
227.12 |
3.9% |
89.92 |
1.6% |
90% |
True |
False |
|
20 |
5,777.49 |
5,550.37 |
227.12 |
3.9% |
83.84 |
1.5% |
90% |
True |
False |
|
40 |
5,777.49 |
5,244.83 |
532.66 |
9.3% |
95.21 |
1.7% |
96% |
True |
False |
|
60 |
5,777.49 |
5,170.11 |
607.38 |
10.6% |
100.75 |
1.8% |
96% |
True |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.5% |
100.84 |
1.8% |
88% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.5% |
101.65 |
1.8% |
88% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.5% |
103.69 |
1.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,120.21 |
2.618 |
5,988.61 |
1.618 |
5,907.97 |
1.000 |
5,858.13 |
0.618 |
5,827.33 |
HIGH |
5,777.49 |
0.618 |
5,746.69 |
0.500 |
5,737.17 |
0.382 |
5,727.65 |
LOW |
5,696.85 |
0.618 |
5,647.01 |
1.000 |
5,616.21 |
1.618 |
5,566.37 |
2.618 |
5,485.73 |
4.250 |
5,354.13 |
|
|