| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1997 |
12-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
1,115.02 |
1,101.18 |
-13.84 |
-1.2% |
1,108.94 |
| High |
1,116.40 |
1,116.97 |
0.57 |
0.1% |
1,151.82 |
| Low |
1,083.90 |
1,090.63 |
6.73 |
0.6% |
1,104.48 |
| Close |
1,101.18 |
1,090.78 |
-10.40 |
-0.9% |
1,115.02 |
| Range |
32.50 |
26.34 |
-6.16 |
-19.0% |
47.34 |
| ATR |
21.51 |
21.86 |
0.34 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.48 |
1,160.97 |
1,105.27 |
|
| R3 |
1,152.14 |
1,134.63 |
1,098.02 |
|
| R2 |
1,125.80 |
1,125.80 |
1,095.61 |
|
| R1 |
1,108.29 |
1,108.29 |
1,093.19 |
1,103.88 |
| PP |
1,099.46 |
1,099.46 |
1,099.46 |
1,097.25 |
| S1 |
1,081.95 |
1,081.95 |
1,088.37 |
1,077.54 |
| S2 |
1,073.12 |
1,073.12 |
1,085.95 |
|
| S3 |
1,046.78 |
1,055.61 |
1,083.54 |
|
| S4 |
1,020.44 |
1,029.27 |
1,076.29 |
|
|
| Weekly Pivots for week ending 08-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.79 |
1,237.75 |
1,141.06 |
|
| R3 |
1,218.45 |
1,190.41 |
1,128.04 |
|
| R2 |
1,171.11 |
1,171.11 |
1,123.70 |
|
| R1 |
1,143.07 |
1,143.07 |
1,119.36 |
1,157.09 |
| PP |
1,123.77 |
1,123.77 |
1,123.77 |
1,130.79 |
| S1 |
1,095.73 |
1,095.73 |
1,110.68 |
1,109.75 |
| S2 |
1,076.43 |
1,076.43 |
1,106.34 |
|
| S3 |
1,029.09 |
1,048.39 |
1,102.00 |
|
| S4 |
981.75 |
1,001.05 |
1,088.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,151.82 |
1,083.90 |
67.92 |
6.2% |
25.43 |
2.3% |
10% |
False |
False |
|
| 10 |
1,151.82 |
1,083.76 |
68.06 |
6.2% |
20.93 |
1.9% |
10% |
False |
False |
|
| 20 |
1,151.82 |
1,051.03 |
100.79 |
9.2% |
23.32 |
2.1% |
39% |
False |
False |
|
| 40 |
1,151.82 |
947.78 |
204.04 |
18.7% |
20.22 |
1.9% |
70% |
False |
False |
|
| 60 |
1,151.82 |
908.72 |
243.10 |
22.3% |
19.92 |
1.8% |
75% |
False |
False |
|
| 80 |
1,151.82 |
793.13 |
358.69 |
32.9% |
20.11 |
1.8% |
83% |
False |
False |
|
| 100 |
1,151.82 |
779.17 |
372.65 |
34.2% |
20.58 |
1.9% |
84% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
34.2% |
20.29 |
1.9% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.92 |
|
2.618 |
1,185.93 |
|
1.618 |
1,159.59 |
|
1.000 |
1,143.31 |
|
0.618 |
1,133.25 |
|
HIGH |
1,116.97 |
|
0.618 |
1,106.91 |
|
0.500 |
1,103.80 |
|
0.382 |
1,100.69 |
|
LOW |
1,090.63 |
|
0.618 |
1,074.35 |
|
1.000 |
1,064.29 |
|
1.618 |
1,048.01 |
|
2.618 |
1,021.67 |
|
4.250 |
978.69 |
|
|