| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-1997 |
04-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
1,102.74 |
1,100.44 |
-2.30 |
-0.2% |
1,110.91 |
| High |
1,114.51 |
1,110.05 |
-4.46 |
-0.4% |
1,121.81 |
| Low |
1,099.31 |
1,098.73 |
-0.58 |
-0.1% |
1,064.57 |
| Close |
1,100.44 |
1,105.82 |
5.38 |
0.5% |
1,074.17 |
| Range |
15.20 |
11.32 |
-3.88 |
-25.5% |
57.24 |
| ATR |
22.65 |
21.84 |
-0.81 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,138.83 |
1,133.64 |
1,112.05 |
|
| R3 |
1,127.51 |
1,122.32 |
1,108.93 |
|
| R2 |
1,116.19 |
1,116.19 |
1,107.90 |
|
| R1 |
1,111.00 |
1,111.00 |
1,106.86 |
1,113.60 |
| PP |
1,104.87 |
1,104.87 |
1,104.87 |
1,106.16 |
| S1 |
1,099.68 |
1,099.68 |
1,104.78 |
1,102.28 |
| S2 |
1,093.55 |
1,093.55 |
1,103.74 |
|
| S3 |
1,082.23 |
1,088.36 |
1,102.71 |
|
| S4 |
1,070.91 |
1,077.04 |
1,099.59 |
|
|
| 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% |
19.05 |
1.7% |
83% |
False |
False |
|
| 10 |
1,145.07 |
1,064.57 |
80.50 |
7.3% |
21.17 |
1.9% |
51% |
False |
False |
|
| 20 |
1,151.82 |
1,060.88 |
90.94 |
8.2% |
23.74 |
2.1% |
49% |
False |
False |
|
| 40 |
1,151.82 |
995.87 |
155.95 |
14.1% |
22.87 |
2.1% |
71% |
False |
False |
|
| 60 |
1,151.82 |
931.43 |
220.39 |
19.9% |
20.84 |
1.9% |
79% |
False |
False |
|
| 80 |
1,151.82 |
900.24 |
251.58 |
22.8% |
20.44 |
1.8% |
82% |
False |
False |
|
| 100 |
1,151.82 |
787.63 |
364.19 |
32.9% |
20.58 |
1.9% |
87% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
33.7% |
20.97 |
1.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.16 |
|
2.618 |
1,139.69 |
|
1.618 |
1,128.37 |
|
1.000 |
1,121.37 |
|
0.618 |
1,117.05 |
|
HIGH |
1,110.05 |
|
0.618 |
1,105.73 |
|
0.500 |
1,104.39 |
|
0.382 |
1,103.05 |
|
LOW |
1,098.73 |
|
0.618 |
1,091.73 |
|
1.000 |
1,087.41 |
|
1.618 |
1,080.41 |
|
2.618 |
1,069.09 |
|
4.250 |
1,050.62 |
|
|