Day Change Summary |
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Previous |
Current |
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26-Sep-1996 |
27-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,877.36 |
5,868.85 |
-8.51 |
-0.1% |
5,888.46 |
High |
5,928.04 |
5,903.99 |
-24.05 |
-0.4% |
5,938.76 |
Low |
5,828.90 |
5,819.65 |
-9.25 |
-0.2% |
5,819.65 |
Close |
5,868.85 |
5,872.92 |
4.07 |
0.1% |
5,872.92 |
Range |
99.14 |
84.34 |
-14.80 |
-14.9% |
119.11 |
ATR |
92.86 |
92.25 |
-0.61 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 27-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,118.54 |
6,080.07 |
5,919.31 |
|
R3 |
6,034.20 |
5,995.73 |
5,896.11 |
|
R2 |
5,949.86 |
5,949.86 |
5,888.38 |
|
R1 |
5,911.39 |
5,911.39 |
5,880.65 |
5,930.63 |
PP |
5,865.52 |
5,865.52 |
5,865.52 |
5,875.14 |
S1 |
5,827.05 |
5,827.05 |
5,865.19 |
5,846.29 |
S2 |
5,781.18 |
5,781.18 |
5,857.46 |
|
S3 |
5,696.84 |
5,742.71 |
5,849.73 |
|
S4 |
5,612.50 |
5,658.37 |
5,826.53 |
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Weekly Pivots for week ending 27-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,234.44 |
6,172.79 |
5,938.43 |
|
R3 |
6,115.33 |
6,053.68 |
5,905.68 |
|
R2 |
5,996.22 |
5,996.22 |
5,894.76 |
|
R1 |
5,934.57 |
5,934.57 |
5,883.84 |
5,905.84 |
PP |
5,877.11 |
5,877.11 |
5,877.11 |
5,862.75 |
S1 |
5,815.46 |
5,815.46 |
5,862.00 |
5,786.73 |
S2 |
5,758.00 |
5,758.00 |
5,851.08 |
|
S3 |
5,638.89 |
5,696.35 |
5,840.16 |
|
S4 |
5,519.78 |
5,577.24 |
5,807.41 |
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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 |
5,819.65 |
119.11 |
2.0% |
96.92 |
1.7% |
45% |
False |
True |
|
10 |
5,938.76 |
5,818.17 |
120.59 |
2.1% |
93.81 |
1.6% |
45% |
False |
False |
|
20 |
5,938.76 |
5,550.37 |
388.39 |
6.6% |
91.37 |
1.6% |
83% |
False |
False |
|
40 |
5,938.76 |
5,550.37 |
388.39 |
6.6% |
87.73 |
1.5% |
83% |
False |
False |
|
60 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
100.35 |
1.7% |
91% |
False |
False |
|
80 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
99.12 |
1.7% |
91% |
False |
False |
|
100 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
100.23 |
1.7% |
91% |
False |
False |
|
120 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
102.09 |
1.7% |
91% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,262.44 |
2.618 |
6,124.79 |
1.618 |
6,040.45 |
1.000 |
5,988.33 |
0.618 |
5,956.11 |
HIGH |
5,903.99 |
0.618 |
5,871.77 |
0.500 |
5,861.82 |
0.382 |
5,851.87 |
LOW |
5,819.65 |
0.618 |
5,767.53 |
1.000 |
5,735.31 |
1.618 |
5,683.19 |
2.618 |
5,598.85 |
4.250 |
5,461.21 |
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