| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1997 |
06-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
1,124.08 |
1,136.41 |
12.33 |
1.1% |
1,085.39 |
| High |
1,139.20 |
1,149.94 |
10.74 |
0.9% |
1,113.99 |
| Low |
1,129.94 |
1,129.08 |
-0.86 |
-0.1% |
1,069.25 |
| Close |
1,136.41 |
1,141.82 |
5.41 |
0.5% |
1,108.94 |
| Range |
9.26 |
20.86 |
11.60 |
125.3% |
44.74 |
| ATR |
20.08 |
20.13 |
0.06 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.86 |
1,193.20 |
1,153.29 |
|
| R3 |
1,182.00 |
1,172.34 |
1,147.56 |
|
| R2 |
1,161.14 |
1,161.14 |
1,145.64 |
|
| R1 |
1,151.48 |
1,151.48 |
1,143.73 |
1,156.31 |
| PP |
1,140.28 |
1,140.28 |
1,140.28 |
1,142.70 |
| S1 |
1,130.62 |
1,130.62 |
1,139.91 |
1,135.45 |
| S2 |
1,119.42 |
1,119.42 |
1,138.00 |
|
| S3 |
1,098.56 |
1,109.76 |
1,136.08 |
|
| S4 |
1,077.70 |
1,088.90 |
1,130.35 |
|
|
| Weekly Pivots for week ending 01-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.61 |
1,215.02 |
1,133.55 |
|
| R3 |
1,186.87 |
1,170.28 |
1,121.24 |
|
| R2 |
1,142.13 |
1,142.13 |
1,117.14 |
|
| R1 |
1,125.54 |
1,125.54 |
1,113.04 |
1,133.84 |
| PP |
1,097.39 |
1,097.39 |
1,097.39 |
1,101.54 |
| S1 |
1,080.80 |
1,080.80 |
1,104.84 |
1,089.10 |
| S2 |
1,052.65 |
1,052.65 |
1,100.74 |
|
| S3 |
1,007.91 |
1,036.06 |
1,096.64 |
|
| S4 |
963.17 |
991.32 |
1,084.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,149.94 |
1,094.32 |
55.62 |
4.9% |
16.45 |
1.4% |
85% |
True |
False |
|
| 10 |
1,149.94 |
1,069.25 |
80.69 |
7.1% |
17.99 |
1.6% |
90% |
True |
False |
|
| 20 |
1,149.94 |
995.87 |
154.07 |
13.5% |
22.00 |
1.9% |
95% |
True |
False |
|
| 40 |
1,149.94 |
931.43 |
218.51 |
19.1% |
19.40 |
1.7% |
96% |
True |
False |
|
| 60 |
1,149.94 |
900.24 |
249.70 |
21.9% |
19.34 |
1.7% |
97% |
True |
False |
|
| 80 |
1,149.94 |
787.63 |
362.31 |
31.7% |
19.79 |
1.7% |
98% |
True |
False |
|
| 100 |
1,149.94 |
779.17 |
370.77 |
32.5% |
20.42 |
1.8% |
98% |
True |
False |
|
| 120 |
1,149.94 |
779.17 |
370.77 |
32.5% |
19.87 |
1.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.60 |
|
2.618 |
1,204.55 |
|
1.618 |
1,183.69 |
|
1.000 |
1,170.80 |
|
0.618 |
1,162.83 |
|
HIGH |
1,149.94 |
|
0.618 |
1,141.97 |
|
0.500 |
1,139.51 |
|
0.382 |
1,137.05 |
|
LOW |
1,129.08 |
|
0.618 |
1,116.19 |
|
1.000 |
1,108.22 |
|
1.618 |
1,095.33 |
|
2.618 |
1,074.47 |
|
4.250 |
1,040.43 |
|
|