Day Change Summary |
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Previous |
Current |
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23-Sep-1996 |
24-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,888.46 |
5,894.74 |
6.28 |
0.1% |
5,838.52 |
High |
5,913.24 |
5,938.76 |
25.52 |
0.4% |
5,929.51 |
Low |
5,820.39 |
5,831.86 |
11.47 |
0.2% |
5,818.17 |
Close |
5,894.74 |
5,874.03 |
-20.71 |
-0.4% |
5,888.46 |
Range |
92.85 |
106.90 |
14.05 |
15.1% |
111.34 |
ATR |
90.51 |
91.68 |
1.17 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 24-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,202.25 |
6,145.04 |
5,932.83 |
|
R3 |
6,095.35 |
6,038.14 |
5,903.43 |
|
R2 |
5,988.45 |
5,988.45 |
5,893.63 |
|
R1 |
5,931.24 |
5,931.24 |
5,883.83 |
5,906.40 |
PP |
5,881.55 |
5,881.55 |
5,881.55 |
5,869.13 |
S1 |
5,824.34 |
5,824.34 |
5,864.23 |
5,799.50 |
S2 |
5,774.65 |
5,774.65 |
5,854.43 |
|
S3 |
5,667.75 |
5,717.44 |
5,844.63 |
|
S4 |
5,560.85 |
5,610.54 |
5,815.24 |
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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 |
5,938.76 |
5,818.17 |
120.59 |
2.1% |
91.44 |
1.6% |
46% |
True |
False |
|
10 |
5,938.76 |
5,696.85 |
241.91 |
4.1% |
89.44 |
1.5% |
73% |
True |
False |
|
20 |
5,938.76 |
5,550.37 |
388.39 |
6.6% |
88.89 |
1.5% |
83% |
True |
False |
|
40 |
5,938.76 |
5,403.52 |
535.24 |
9.1% |
88.58 |
1.5% |
88% |
True |
False |
|
60 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
100.72 |
1.7% |
92% |
True |
False |
|
80 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
98.61 |
1.7% |
92% |
True |
False |
|
100 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
100.80 |
1.7% |
92% |
True |
False |
|
120 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
102.42 |
1.7% |
92% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,393.09 |
2.618 |
6,218.62 |
1.618 |
6,111.72 |
1.000 |
6,045.66 |
0.618 |
6,004.82 |
HIGH |
5,938.76 |
0.618 |
5,897.92 |
0.500 |
5,885.31 |
0.382 |
5,872.70 |
LOW |
5,831.86 |
0.618 |
5,765.80 |
1.000 |
5,724.96 |
1.618 |
5,658.90 |
2.618 |
5,552.00 |
4.250 |
5,377.54 |
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