Day Change Summary |
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Previous |
Current |
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18-Sep-1996 |
19-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,888.83 |
5,877.36 |
-11.47 |
-0.2% |
5,659.86 |
High |
5,919.90 |
5,908.80 |
-11.10 |
-0.2% |
5,871.44 |
Low |
5,838.15 |
5,818.17 |
-19.98 |
-0.3% |
5,662.08 |
Close |
5,877.36 |
5,867.74 |
-9.62 |
-0.2% |
5,838.52 |
Range |
81.75 |
90.63 |
8.88 |
10.9% |
209.36 |
ATR |
90.75 |
90.74 |
-0.01 |
0.0% |
0.00 |
Volume |
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|
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Daily Pivots for day following 19-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,136.79 |
6,092.90 |
5,917.59 |
|
R3 |
6,046.16 |
6,002.27 |
5,892.66 |
|
R2 |
5,955.53 |
5,955.53 |
5,884.36 |
|
R1 |
5,911.64 |
5,911.64 |
5,876.05 |
5,888.27 |
PP |
5,864.90 |
5,864.90 |
5,864.90 |
5,853.22 |
S1 |
5,821.01 |
5,821.01 |
5,859.43 |
5,797.64 |
S2 |
5,774.27 |
5,774.27 |
5,851.12 |
|
S3 |
5,683.64 |
5,730.38 |
5,842.82 |
|
S4 |
5,593.01 |
5,639.75 |
5,817.89 |
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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 |
5,786.73 |
142.78 |
2.4% |
90.63 |
1.5% |
57% |
False |
False |
|
10 |
5,929.51 |
5,585.51 |
344.00 |
5.9% |
90.11 |
1.5% |
82% |
False |
False |
|
20 |
5,929.51 |
5,550.37 |
379.14 |
6.5% |
87.61 |
1.5% |
84% |
False |
False |
|
40 |
5,929.51 |
5,355.80 |
573.71 |
9.8% |
89.00 |
1.5% |
89% |
False |
False |
|
60 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
100.73 |
1.7% |
92% |
False |
False |
|
80 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
99.03 |
1.7% |
92% |
False |
False |
|
100 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
100.97 |
1.7% |
92% |
False |
False |
|
120 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
102.63 |
1.7% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,293.98 |
2.618 |
6,146.07 |
1.618 |
6,055.44 |
1.000 |
5,999.43 |
0.618 |
5,964.81 |
HIGH |
5,908.80 |
0.618 |
5,874.18 |
0.500 |
5,863.49 |
0.382 |
5,852.79 |
LOW |
5,818.17 |
0.618 |
5,762.16 |
1.000 |
5,727.54 |
1.618 |
5,671.53 |
2.618 |
5,580.90 |
4.250 |
5,432.99 |
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