Day Change Summary |
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Previous |
Current |
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27-Sep-1996 |
30-Sep-1996 |
Change |
Change % |
Previous Week |
Open |
5,868.85 |
5,872.92 |
4.07 |
0.1% |
5,888.46 |
High |
5,903.99 |
5,934.32 |
30.33 |
0.5% |
5,938.76 |
Low |
5,819.65 |
5,845.18 |
25.53 |
0.4% |
5,819.65 |
Close |
5,872.92 |
5,882.17 |
9.25 |
0.2% |
5,872.92 |
Range |
84.34 |
89.14 |
4.80 |
5.7% |
119.11 |
ATR |
92.25 |
92.03 |
-0.22 |
-0.2% |
0.00 |
Volume |
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Daily Pivots for day following 30-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,154.64 |
6,107.55 |
5,931.20 |
|
R3 |
6,065.50 |
6,018.41 |
5,906.68 |
|
R2 |
5,976.36 |
5,976.36 |
5,898.51 |
|
R1 |
5,929.27 |
5,929.27 |
5,890.34 |
5,952.82 |
PP |
5,887.22 |
5,887.22 |
5,887.22 |
5,899.00 |
S1 |
5,840.13 |
5,840.13 |
5,874.00 |
5,863.68 |
S2 |
5,798.08 |
5,798.08 |
5,865.83 |
|
S3 |
5,708.94 |
5,750.99 |
5,857.66 |
|
S4 |
5,619.80 |
5,661.85 |
5,833.14 |
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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% |
96.17 |
1.6% |
52% |
False |
False |
|
10 |
5,938.76 |
5,818.17 |
120.59 |
2.1% |
93.03 |
1.6% |
53% |
False |
False |
|
20 |
5,938.76 |
5,550.37 |
388.39 |
6.6% |
91.40 |
1.6% |
85% |
False |
False |
|
40 |
5,938.76 |
5,550.37 |
388.39 |
6.6% |
87.41 |
1.5% |
85% |
False |
False |
|
60 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
100.39 |
1.7% |
93% |
False |
False |
|
80 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
98.85 |
1.7% |
93% |
False |
False |
|
100 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
99.54 |
1.7% |
93% |
False |
False |
|
120 |
5,938.76 |
5,170.11 |
768.65 |
13.1% |
101.58 |
1.7% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,313.17 |
2.618 |
6,167.69 |
1.618 |
6,078.55 |
1.000 |
6,023.46 |
0.618 |
5,989.41 |
HIGH |
5,934.32 |
0.618 |
5,900.27 |
0.500 |
5,889.75 |
0.382 |
5,879.23 |
LOW |
5,845.18 |
0.618 |
5,790.09 |
1.000 |
5,756.04 |
1.618 |
5,700.95 |
2.618 |
5,611.81 |
4.250 |
5,466.34 |
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