| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-1997 |
12-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
1,102.95 |
1,105.06 |
2.11 |
0.2% |
1,111.15 |
| High |
1,107.60 |
1,108.60 |
1.00 |
0.1% |
1,128.99 |
| Low |
1,082.83 |
1,093.61 |
10.78 |
1.0% |
1,082.83 |
| Close |
1,105.06 |
1,106.07 |
1.01 |
0.1% |
1,106.07 |
| Range |
24.77 |
14.99 |
-9.78 |
-39.5% |
46.16 |
| ATR |
20.73 |
20.32 |
-0.41 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.73 |
1,141.89 |
1,114.31 |
|
| R3 |
1,132.74 |
1,126.90 |
1,110.19 |
|
| R2 |
1,117.75 |
1,117.75 |
1,108.82 |
|
| R1 |
1,111.91 |
1,111.91 |
1,107.44 |
1,114.83 |
| PP |
1,102.76 |
1,102.76 |
1,102.76 |
1,104.22 |
| S1 |
1,096.92 |
1,096.92 |
1,104.70 |
1,099.84 |
| S2 |
1,087.77 |
1,087.77 |
1,103.32 |
|
| S3 |
1,072.78 |
1,081.93 |
1,101.95 |
|
| S4 |
1,057.79 |
1,066.94 |
1,097.83 |
|
|
| Weekly Pivots for week ending 12-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.44 |
1,221.42 |
1,131.46 |
|
| R3 |
1,198.28 |
1,175.26 |
1,118.76 |
|
| R2 |
1,152.12 |
1,152.12 |
1,114.53 |
|
| R1 |
1,129.10 |
1,129.10 |
1,110.30 |
1,117.53 |
| PP |
1,105.96 |
1,105.96 |
1,105.96 |
1,100.18 |
| S1 |
1,082.94 |
1,082.94 |
1,101.84 |
1,071.37 |
| S2 |
1,059.80 |
1,059.80 |
1,097.61 |
|
| S3 |
1,013.64 |
1,036.78 |
1,093.38 |
|
| S4 |
967.48 |
990.62 |
1,080.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,128.99 |
1,082.83 |
46.16 |
4.2% |
17.76 |
1.6% |
50% |
False |
False |
|
| 10 |
1,128.99 |
1,068.38 |
60.61 |
5.5% |
17.18 |
1.6% |
62% |
False |
False |
|
| 20 |
1,145.27 |
1,060.88 |
84.39 |
7.6% |
21.57 |
1.9% |
54% |
False |
False |
|
| 40 |
1,151.82 |
1,051.03 |
100.79 |
9.1% |
21.76 |
2.0% |
55% |
False |
False |
|
| 60 |
1,151.82 |
947.78 |
204.04 |
18.4% |
20.69 |
1.9% |
78% |
False |
False |
|
| 80 |
1,151.82 |
917.34 |
234.48 |
21.2% |
20.24 |
1.8% |
80% |
False |
False |
|
| 100 |
1,151.82 |
812.25 |
339.57 |
30.7% |
20.36 |
1.8% |
87% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
33.7% |
20.70 |
1.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,172.31 |
|
2.618 |
1,147.84 |
|
1.618 |
1,132.85 |
|
1.000 |
1,123.59 |
|
0.618 |
1,117.86 |
|
HIGH |
1,108.60 |
|
0.618 |
1,102.87 |
|
0.500 |
1,101.11 |
|
0.382 |
1,099.34 |
|
LOW |
1,093.61 |
|
0.618 |
1,084.35 |
|
1.000 |
1,078.62 |
|
1.618 |
1,069.36 |
|
2.618 |
1,054.37 |
|
4.250 |
1,029.90 |
|
|