| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1997 |
03-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
1,074.17 |
1,102.74 |
28.57 |
2.7% |
1,110.91 |
| High |
1,103.23 |
1,114.51 |
11.28 |
1.0% |
1,121.81 |
| Low |
1,074.17 |
1,099.31 |
25.14 |
2.3% |
1,064.57 |
| Close |
1,102.74 |
1,100.44 |
-2.30 |
-0.2% |
1,074.17 |
| Range |
29.06 |
15.20 |
-13.86 |
-47.7% |
57.24 |
| ATR |
23.23 |
22.65 |
-0.57 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,150.35 |
1,140.60 |
1,108.80 |
|
| R3 |
1,135.15 |
1,125.40 |
1,104.62 |
|
| R2 |
1,119.95 |
1,119.95 |
1,103.23 |
|
| R1 |
1,110.20 |
1,110.20 |
1,101.83 |
1,107.48 |
| PP |
1,104.75 |
1,104.75 |
1,104.75 |
1,103.39 |
| S1 |
1,095.00 |
1,095.00 |
1,099.05 |
1,092.28 |
| S2 |
1,089.55 |
1,089.55 |
1,097.65 |
|
| S3 |
1,074.35 |
1,079.80 |
1,096.26 |
|
| S4 |
1,059.15 |
1,064.60 |
1,092.08 |
|
|
| Weekly Pivots for week ending 29-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.57 |
1,223.61 |
1,105.65 |
|
| R3 |
1,201.33 |
1,166.37 |
1,089.91 |
|
| R2 |
1,144.09 |
1,144.09 |
1,084.66 |
|
| R1 |
1,109.13 |
1,109.13 |
1,079.42 |
1,097.99 |
| PP |
1,086.85 |
1,086.85 |
1,086.85 |
1,081.28 |
| S1 |
1,051.89 |
1,051.89 |
1,068.92 |
1,040.75 |
| S2 |
1,029.61 |
1,029.61 |
1,063.68 |
|
| S3 |
972.37 |
994.65 |
1,058.43 |
|
| S4 |
915.13 |
937.41 |
1,042.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,114.51 |
1,064.57 |
49.94 |
4.5% |
20.75 |
1.9% |
72% |
True |
False |
|
| 10 |
1,145.27 |
1,064.57 |
80.70 |
7.3% |
22.88 |
2.1% |
44% |
False |
False |
|
| 20 |
1,151.82 |
1,060.88 |
90.94 |
8.3% |
24.22 |
2.2% |
44% |
False |
False |
|
| 40 |
1,151.82 |
995.87 |
155.95 |
14.2% |
22.92 |
2.1% |
67% |
False |
False |
|
| 60 |
1,151.82 |
931.43 |
220.39 |
20.0% |
20.99 |
1.9% |
77% |
False |
False |
|
| 80 |
1,151.82 |
900.24 |
251.58 |
22.9% |
20.42 |
1.9% |
80% |
False |
False |
|
| 100 |
1,151.82 |
785.08 |
366.74 |
33.3% |
20.68 |
1.9% |
86% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
33.9% |
20.98 |
1.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,179.11 |
|
2.618 |
1,154.30 |
|
1.618 |
1,139.10 |
|
1.000 |
1,129.71 |
|
0.618 |
1,123.90 |
|
HIGH |
1,114.51 |
|
0.618 |
1,108.70 |
|
0.500 |
1,106.91 |
|
0.382 |
1,105.12 |
|
LOW |
1,099.31 |
|
0.618 |
1,089.92 |
|
1.000 |
1,084.11 |
|
1.618 |
1,074.72 |
|
2.618 |
1,059.52 |
|
4.250 |
1,034.71 |
|
|