| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1997 |
20-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
1,121.18 |
1,121.18 |
0.00 |
0.0% |
1,115.02 |
| High |
1,121.18 |
1,145.27 |
24.09 |
2.1% |
1,116.97 |
| Low |
1,089.55 |
1,116.80 |
27.25 |
2.5% |
1,076.64 |
| Close |
1,121.18 |
1,145.07 |
23.89 |
2.1% |
1,076.67 |
| Range |
31.63 |
28.47 |
-3.16 |
-10.0% |
40.33 |
| ATR |
23.15 |
23.53 |
0.38 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,221.12 |
1,211.57 |
1,160.73 |
|
| R3 |
1,192.65 |
1,183.10 |
1,152.90 |
|
| R2 |
1,164.18 |
1,164.18 |
1,150.29 |
|
| R1 |
1,154.63 |
1,154.63 |
1,147.68 |
1,159.41 |
| PP |
1,135.71 |
1,135.71 |
1,135.71 |
1,138.10 |
| S1 |
1,126.16 |
1,126.16 |
1,142.46 |
1,130.94 |
| S2 |
1,107.24 |
1,107.24 |
1,139.85 |
|
| S3 |
1,078.77 |
1,097.69 |
1,137.24 |
|
| S4 |
1,050.30 |
1,069.22 |
1,129.41 |
|
|
| 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 |
1,145.27 |
1,060.88 |
84.39 |
7.4% |
26.00 |
2.3% |
100% |
True |
False |
|
| 10 |
1,151.82 |
1,060.88 |
90.94 |
7.9% |
26.31 |
2.3% |
93% |
False |
False |
|
| 20 |
1,151.82 |
1,060.88 |
90.94 |
7.9% |
22.15 |
1.9% |
93% |
False |
False |
|
| 40 |
1,151.82 |
947.78 |
204.04 |
17.8% |
21.55 |
1.9% |
97% |
False |
False |
|
| 60 |
1,151.82 |
917.34 |
234.48 |
20.5% |
20.49 |
1.8% |
97% |
False |
False |
|
| 80 |
1,151.82 |
829.39 |
322.43 |
28.2% |
20.51 |
1.8% |
98% |
False |
False |
|
| 100 |
1,151.82 |
779.17 |
372.65 |
32.5% |
20.69 |
1.8% |
98% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
32.5% |
20.49 |
1.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,266.27 |
|
2.618 |
1,219.80 |
|
1.618 |
1,191.33 |
|
1.000 |
1,173.74 |
|
0.618 |
1,162.86 |
|
HIGH |
1,145.27 |
|
0.618 |
1,134.39 |
|
0.500 |
1,131.04 |
|
0.382 |
1,127.68 |
|
LOW |
1,116.80 |
|
0.618 |
1,099.21 |
|
1.000 |
1,088.33 |
|
1.618 |
1,070.74 |
|
2.618 |
1,042.27 |
|
4.250 |
995.80 |
|
|