Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-1996 |
12-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,727.18 |
5,754.92 |
27.74 |
0.5% |
5,616.21 |
High |
5,777.49 |
5,815.59 |
38.10 |
0.7% |
5,696.48 |
Low |
5,696.85 |
5,739.76 |
42.91 |
0.8% |
5,550.37 |
Close |
5,754.92 |
5,771.94 |
17.02 |
0.3% |
5,659.86 |
Range |
80.64 |
75.83 |
-4.81 |
-6.0% |
146.11 |
ATR |
90.74 |
89.68 |
-1.07 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,003.25 |
5,963.43 |
5,813.65 |
|
R3 |
5,927.42 |
5,887.60 |
5,792.79 |
|
R2 |
5,851.59 |
5,851.59 |
5,785.84 |
|
R1 |
5,811.77 |
5,811.77 |
5,778.89 |
5,831.68 |
PP |
5,775.76 |
5,775.76 |
5,775.76 |
5,785.72 |
S1 |
5,735.94 |
5,735.94 |
5,764.99 |
5,755.85 |
S2 |
5,699.93 |
5,699.93 |
5,758.04 |
|
S3 |
5,624.10 |
5,660.11 |
5,751.09 |
|
S4 |
5,548.27 |
5,584.28 |
5,730.23 |
|
|
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 |
5,815.59 |
5,585.51 |
230.08 |
4.0% |
89.59 |
1.6% |
81% |
True |
False |
|
10 |
5,815.59 |
5,550.37 |
265.22 |
4.6% |
90.59 |
1.6% |
84% |
True |
False |
|
20 |
5,815.59 |
5,550.37 |
265.22 |
4.6% |
83.58 |
1.4% |
84% |
True |
False |
|
40 |
5,815.59 |
5,244.83 |
570.76 |
9.9% |
93.60 |
1.6% |
92% |
True |
False |
|
60 |
5,815.59 |
5,170.11 |
645.48 |
11.2% |
100.74 |
1.7% |
93% |
True |
False |
|
80 |
5,833.04 |
5,170.11 |
662.93 |
11.5% |
100.27 |
1.7% |
91% |
False |
False |
|
100 |
5,833.04 |
5,170.11 |
662.93 |
11.5% |
101.47 |
1.8% |
91% |
False |
False |
|
120 |
5,833.04 |
5,170.11 |
662.93 |
11.5% |
103.56 |
1.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,137.87 |
2.618 |
6,014.11 |
1.618 |
5,938.28 |
1.000 |
5,891.42 |
0.618 |
5,862.45 |
HIGH |
5,815.59 |
0.618 |
5,786.62 |
0.500 |
5,777.68 |
0.382 |
5,768.73 |
LOW |
5,739.76 |
0.618 |
5,692.90 |
1.000 |
5,663.93 |
1.618 |
5,617.07 |
2.618 |
5,541.24 |
4.250 |
5,417.48 |
|
|