Day Change Summary |
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Previous |
Current |
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30-Sep-1996 |
01-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
5,872.92 |
5,882.17 |
9.25 |
0.2% |
5,888.46 |
High |
5,934.32 |
5,942.17 |
7.85 |
0.1% |
5,938.76 |
Low |
5,845.18 |
5,833.72 |
-11.46 |
-0.2% |
5,819.65 |
Close |
5,882.17 |
5,904.90 |
22.73 |
0.4% |
5,872.92 |
Range |
89.14 |
108.45 |
19.31 |
21.7% |
119.11 |
ATR |
92.03 |
93.20 |
1.17 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,218.95 |
6,170.37 |
5,964.55 |
|
R3 |
6,110.50 |
6,061.92 |
5,934.72 |
|
R2 |
6,002.05 |
6,002.05 |
5,924.78 |
|
R1 |
5,953.47 |
5,953.47 |
5,914.84 |
5,977.76 |
PP |
5,893.60 |
5,893.60 |
5,893.60 |
5,905.74 |
S1 |
5,845.02 |
5,845.02 |
5,894.96 |
5,869.31 |
S2 |
5,785.15 |
5,785.15 |
5,885.02 |
|
S3 |
5,676.70 |
5,736.57 |
5,875.08 |
|
S4 |
5,568.25 |
5,628.12 |
5,845.25 |
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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 |
5,942.17 |
5,819.65 |
122.52 |
2.1% |
96.48 |
1.6% |
70% |
True |
False |
|
10 |
5,942.17 |
5,818.17 |
124.00 |
2.1% |
93.96 |
1.6% |
70% |
True |
False |
|
20 |
5,942.17 |
5,585.51 |
356.66 |
6.0% |
90.94 |
1.5% |
90% |
True |
False |
|
40 |
5,942.17 |
5,550.37 |
391.80 |
6.6% |
88.12 |
1.5% |
90% |
True |
False |
|
60 |
5,942.17 |
5,170.11 |
772.06 |
13.1% |
100.49 |
1.7% |
95% |
True |
False |
|
80 |
5,942.17 |
5,170.11 |
772.06 |
13.1% |
98.34 |
1.7% |
95% |
True |
False |
|
100 |
5,942.17 |
5,170.11 |
772.06 |
13.1% |
99.47 |
1.7% |
95% |
True |
False |
|
120 |
5,942.17 |
5,170.11 |
772.06 |
13.1% |
101.18 |
1.7% |
95% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,403.08 |
2.618 |
6,226.09 |
1.618 |
6,117.64 |
1.000 |
6,050.62 |
0.618 |
6,009.19 |
HIGH |
5,942.17 |
0.618 |
5,900.74 |
0.500 |
5,887.95 |
0.382 |
5,875.15 |
LOW |
5,833.72 |
0.618 |
5,766.70 |
1.000 |
5,725.27 |
1.618 |
5,658.25 |
2.618 |
5,549.80 |
4.250 |
5,372.81 |
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