| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-1997 |
17-Jul-1997 |
Change |
Change % |
Previous Week |
| Open |
1,059.01 |
1,103.43 |
44.42 |
4.2% |
986.52 |
| High |
1,106.00 |
1,108.12 |
2.12 |
0.2% |
1,019.18 |
| Low |
1,059.00 |
1,086.93 |
27.93 |
2.6% |
986.52 |
| Close |
1,103.43 |
1,094.95 |
-8.48 |
-0.8% |
1,015.62 |
| Range |
47.00 |
21.19 |
-25.81 |
-54.9% |
32.66 |
| ATR |
19.90 |
19.99 |
0.09 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.24 |
1,148.78 |
1,106.60 |
|
| R3 |
1,139.05 |
1,127.59 |
1,100.78 |
|
| R2 |
1,117.86 |
1,117.86 |
1,098.83 |
|
| R1 |
1,106.40 |
1,106.40 |
1,096.89 |
1,101.54 |
| PP |
1,096.67 |
1,096.67 |
1,096.67 |
1,094.23 |
| S1 |
1,085.21 |
1,085.21 |
1,093.01 |
1,080.35 |
| S2 |
1,075.48 |
1,075.48 |
1,091.07 |
|
| S3 |
1,054.29 |
1,064.02 |
1,089.12 |
|
| S4 |
1,033.10 |
1,042.83 |
1,083.30 |
|
|
| Weekly Pivots for week ending 11-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,105.09 |
1,093.01 |
1,033.58 |
|
| R3 |
1,072.43 |
1,060.35 |
1,024.60 |
|
| R2 |
1,039.77 |
1,039.77 |
1,021.61 |
|
| R1 |
1,027.69 |
1,027.69 |
1,018.61 |
1,033.73 |
| PP |
1,007.11 |
1,007.11 |
1,007.11 |
1,010.13 |
| S1 |
995.03 |
995.03 |
1,012.63 |
1,001.07 |
| S2 |
974.45 |
974.45 |
1,009.63 |
|
| S3 |
941.79 |
962.37 |
1,006.64 |
|
| S4 |
909.13 |
929.71 |
997.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,108.12 |
1,002.93 |
105.19 |
9.6% |
26.11 |
2.4% |
87% |
True |
False |
|
| 10 |
1,108.12 |
975.93 |
132.19 |
12.1% |
20.48 |
1.9% |
90% |
True |
False |
|
| 20 |
1,108.12 |
947.78 |
160.34 |
14.6% |
18.53 |
1.7% |
92% |
True |
False |
|
| 40 |
1,108.12 |
917.34 |
190.78 |
17.4% |
18.71 |
1.7% |
93% |
True |
False |
|
| 60 |
1,108.12 |
812.25 |
295.87 |
27.0% |
19.43 |
1.8% |
96% |
True |
False |
|
| 80 |
1,108.12 |
779.17 |
328.95 |
30.0% |
20.17 |
1.8% |
96% |
True |
False |
|
| 100 |
1,108.12 |
779.17 |
328.95 |
30.0% |
19.91 |
1.8% |
96% |
True |
False |
|
| 120 |
1,108.12 |
779.17 |
328.95 |
30.0% |
19.95 |
1.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.18 |
|
2.618 |
1,163.60 |
|
1.618 |
1,142.41 |
|
1.000 |
1,129.31 |
|
0.618 |
1,121.22 |
|
HIGH |
1,108.12 |
|
0.618 |
1,100.03 |
|
0.500 |
1,097.53 |
|
0.382 |
1,095.02 |
|
LOW |
1,086.93 |
|
0.618 |
1,073.83 |
|
1.000 |
1,065.74 |
|
1.618 |
1,052.64 |
|
2.618 |
1,031.45 |
|
4.250 |
996.87 |
|
|