Day Change Summary |
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Previous |
Current |
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19-Sep-1996 |
20-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,877.36 |
5,867.74 |
-9.62 |
-0.2% |
5,838.52 |
High |
5,908.80 |
5,925.82 |
17.02 |
0.3% |
5,929.51 |
Low |
5,818.17 |
5,840.74 |
22.57 |
0.4% |
5,818.17 |
Close |
5,867.74 |
5,888.46 |
20.72 |
0.4% |
5,888.46 |
Range |
90.63 |
85.08 |
-5.55 |
-6.1% |
111.34 |
ATR |
90.74 |
90.33 |
-0.40 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 20-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,140.25 |
6,099.43 |
5,935.25 |
|
R3 |
6,055.17 |
6,014.35 |
5,911.86 |
|
R2 |
5,970.09 |
5,970.09 |
5,904.06 |
|
R1 |
5,929.27 |
5,929.27 |
5,896.26 |
5,949.68 |
PP |
5,885.01 |
5,885.01 |
5,885.01 |
5,895.21 |
S1 |
5,844.19 |
5,844.19 |
5,880.66 |
5,864.60 |
S2 |
5,799.93 |
5,799.93 |
5,872.86 |
|
S3 |
5,714.85 |
5,759.11 |
5,865.06 |
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S4 |
5,629.77 |
5,674.03 |
5,841.67 |
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Weekly Pivots for week ending 20-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,212.73 |
6,161.94 |
5,949.70 |
|
R3 |
6,101.39 |
6,050.60 |
5,919.08 |
|
R2 |
5,990.05 |
5,990.05 |
5,908.87 |
|
R1 |
5,939.26 |
5,939.26 |
5,898.67 |
5,964.66 |
PP |
5,878.71 |
5,878.71 |
5,878.71 |
5,891.41 |
S1 |
5,827.92 |
5,827.92 |
5,878.25 |
5,853.32 |
S2 |
5,767.37 |
5,767.37 |
5,868.05 |
|
S3 |
5,656.03 |
5,716.58 |
5,857.84 |
|
S4 |
5,544.69 |
5,605.24 |
5,827.22 |
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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 |
5,818.17 |
111.34 |
1.9% |
90.70 |
1.5% |
63% |
False |
False |
|
10 |
5,929.51 |
5,662.08 |
267.43 |
4.5% |
87.52 |
1.5% |
85% |
False |
False |
|
20 |
5,929.51 |
5,550.37 |
379.14 |
6.4% |
86.89 |
1.5% |
89% |
False |
False |
|
40 |
5,929.51 |
5,397.97 |
531.54 |
9.0% |
88.29 |
1.5% |
92% |
False |
False |
|
60 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
100.69 |
1.7% |
95% |
False |
False |
|
80 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
98.71 |
1.7% |
95% |
False |
False |
|
100 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
100.99 |
1.7% |
95% |
False |
False |
|
120 |
5,929.51 |
5,170.11 |
759.40 |
12.9% |
102.45 |
1.7% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,287.41 |
2.618 |
6,148.56 |
1.618 |
6,063.48 |
1.000 |
6,010.90 |
0.618 |
5,978.40 |
HIGH |
5,925.82 |
0.618 |
5,893.32 |
0.500 |
5,883.28 |
0.382 |
5,873.24 |
LOW |
5,840.74 |
0.618 |
5,788.16 |
1.000 |
5,755.66 |
1.618 |
5,703.08 |
2.618 |
5,618.00 |
4.250 |
5,479.15 |
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