Day Change Summary |
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Previous |
Current |
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17-Sep-1996 |
18-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,889.20 |
5,888.83 |
-0.37 |
0.0% |
5,659.86 |
High |
5,929.51 |
5,919.90 |
-9.61 |
-0.2% |
5,871.44 |
Low |
5,830.38 |
5,838.15 |
7.77 |
0.1% |
5,662.08 |
Close |
5,888.83 |
5,877.36 |
-11.47 |
-0.2% |
5,838.52 |
Range |
99.13 |
81.75 |
-17.38 |
-17.5% |
209.36 |
ATR |
91.44 |
90.75 |
-0.69 |
-0.8% |
0.00 |
Volume |
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|
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Daily Pivots for day following 18-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,123.72 |
6,082.29 |
5,922.32 |
|
R3 |
6,041.97 |
6,000.54 |
5,899.84 |
|
R2 |
5,960.22 |
5,960.22 |
5,892.35 |
|
R1 |
5,918.79 |
5,918.79 |
5,884.85 |
5,898.63 |
PP |
5,878.47 |
5,878.47 |
5,878.47 |
5,868.39 |
S1 |
5,837.04 |
5,837.04 |
5,869.87 |
5,816.88 |
S2 |
5,796.72 |
5,796.72 |
5,862.37 |
|
S3 |
5,714.97 |
5,755.29 |
5,854.88 |
|
S4 |
5,633.22 |
5,673.54 |
5,832.40 |
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Weekly Pivots for week ending 13-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,418.76 |
6,338.00 |
5,953.67 |
|
R3 |
6,209.40 |
6,128.64 |
5,896.09 |
|
R2 |
6,000.04 |
6,000.04 |
5,876.90 |
|
R1 |
5,919.28 |
5,919.28 |
5,857.71 |
5,959.66 |
PP |
5,790.68 |
5,790.68 |
5,790.68 |
5,810.87 |
S1 |
5,709.92 |
5,709.92 |
5,819.33 |
5,750.30 |
S2 |
5,581.32 |
5,581.32 |
5,800.14 |
|
S3 |
5,371.96 |
5,500.56 |
5,780.95 |
|
S4 |
5,162.60 |
5,291.20 |
5,723.37 |
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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 |
5,929.51 |
5,739.76 |
189.75 |
3.2% |
87.67 |
1.5% |
73% |
False |
False |
|
10 |
5,929.51 |
5,585.51 |
344.00 |
5.9% |
88.78 |
1.5% |
85% |
False |
False |
|
20 |
5,929.51 |
5,550.37 |
379.14 |
6.5% |
87.39 |
1.5% |
86% |
False |
False |
|
40 |
5,929.51 |
5,244.83 |
684.68 |
11.6% |
90.70 |
1.5% |
92% |
False |
False |
|
60 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
100.74 |
1.7% |
93% |
False |
False |
|
80 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
99.38 |
1.7% |
93% |
False |
False |
|
100 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
101.03 |
1.7% |
93% |
False |
False |
|
120 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
102.98 |
1.8% |
93% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,267.34 |
2.618 |
6,133.92 |
1.618 |
6,052.17 |
1.000 |
6,001.65 |
0.618 |
5,970.42 |
HIGH |
5,919.90 |
0.618 |
5,888.67 |
0.500 |
5,879.03 |
0.382 |
5,869.38 |
LOW |
5,838.15 |
0.618 |
5,787.63 |
1.000 |
5,756.40 |
1.618 |
5,705.88 |
2.618 |
5,624.13 |
4.250 |
5,490.71 |
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