| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-1997 |
15-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
1,099.10 |
1,103.54 |
4.44 |
0.4% |
1,115.02 |
| High |
1,106.52 |
1,103.54 |
-2.98 |
-0.3% |
1,116.97 |
| Low |
1,092.25 |
1,076.64 |
-15.61 |
-1.4% |
1,076.64 |
| Close |
1,103.54 |
1,076.67 |
-26.87 |
-2.4% |
1,076.67 |
| Range |
14.27 |
26.90 |
12.63 |
88.5% |
40.33 |
| ATR |
21.64 |
22.02 |
0.38 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.32 |
1,148.39 |
1,091.47 |
|
| R3 |
1,139.42 |
1,121.49 |
1,084.07 |
|
| R2 |
1,112.52 |
1,112.52 |
1,081.60 |
|
| R1 |
1,094.59 |
1,094.59 |
1,079.14 |
1,090.11 |
| PP |
1,085.62 |
1,085.62 |
1,085.62 |
1,083.37 |
| S1 |
1,067.69 |
1,067.69 |
1,074.20 |
1,063.21 |
| S2 |
1,058.72 |
1,058.72 |
1,071.74 |
|
| S3 |
1,031.82 |
1,040.79 |
1,069.27 |
|
| S4 |
1,004.92 |
1,013.89 |
1,061.88 |
|
|
| Weekly Pivots for week ending 15-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.08 |
1,184.21 |
1,098.85 |
|
| R3 |
1,170.75 |
1,143.88 |
1,087.76 |
|
| R2 |
1,130.42 |
1,130.42 |
1,084.06 |
|
| R1 |
1,103.55 |
1,103.55 |
1,080.37 |
1,096.82 |
| PP |
1,090.09 |
1,090.09 |
1,090.09 |
1,086.73 |
| S1 |
1,063.22 |
1,063.22 |
1,072.97 |
1,056.49 |
| S2 |
1,049.76 |
1,049.76 |
1,069.28 |
|
| S3 |
1,009.43 |
1,022.89 |
1,065.58 |
|
| S4 |
969.10 |
982.56 |
1,054.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,116.97 |
1,076.64 |
40.33 |
3.7% |
25.36 |
2.4% |
0% |
False |
True |
|
| 10 |
1,151.82 |
1,076.64 |
75.18 |
7.0% |
22.34 |
2.1% |
0% |
False |
True |
|
| 20 |
1,151.82 |
1,051.03 |
100.79 |
9.4% |
21.42 |
2.0% |
25% |
False |
False |
|
| 40 |
1,151.82 |
947.78 |
204.04 |
19.0% |
20.49 |
1.9% |
63% |
False |
False |
|
| 60 |
1,151.82 |
917.34 |
234.48 |
21.8% |
19.92 |
1.8% |
68% |
False |
False |
|
| 80 |
1,151.82 |
812.25 |
339.57 |
31.5% |
20.13 |
1.9% |
78% |
False |
False |
|
| 100 |
1,151.82 |
779.17 |
372.65 |
34.6% |
20.63 |
1.9% |
80% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
34.6% |
20.33 |
1.9% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,217.87 |
|
2.618 |
1,173.96 |
|
1.618 |
1,147.06 |
|
1.000 |
1,130.44 |
|
0.618 |
1,120.16 |
|
HIGH |
1,103.54 |
|
0.618 |
1,093.26 |
|
0.500 |
1,090.09 |
|
0.382 |
1,086.92 |
|
LOW |
1,076.64 |
|
0.618 |
1,060.02 |
|
1.000 |
1,049.74 |
|
1.618 |
1,033.12 |
|
2.618 |
1,006.22 |
|
4.250 |
962.32 |
|
|