| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1997 |
19-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
1,108.63 |
1,118.68 |
10.05 |
0.9% |
1,106.07 |
| High |
1,122.07 |
1,118.68 |
-3.39 |
-0.3% |
1,122.40 |
| Low |
1,106.67 |
1,108.13 |
1.46 |
0.1% |
1,080.23 |
| Close |
1,109.29 |
1,118.68 |
9.39 |
0.8% |
1,118.68 |
| Range |
15.40 |
10.55 |
-4.85 |
-31.5% |
42.17 |
| ATR |
21.09 |
20.34 |
-0.75 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.81 |
1,143.30 |
1,124.48 |
|
| R3 |
1,136.26 |
1,132.75 |
1,121.58 |
|
| R2 |
1,125.71 |
1,125.71 |
1,120.61 |
|
| R1 |
1,122.20 |
1,122.20 |
1,119.65 |
1,123.96 |
| PP |
1,115.16 |
1,115.16 |
1,115.16 |
1,116.04 |
| S1 |
1,111.65 |
1,111.65 |
1,117.71 |
1,113.41 |
| S2 |
1,104.61 |
1,104.61 |
1,116.75 |
|
| S3 |
1,094.06 |
1,101.10 |
1,115.78 |
|
| S4 |
1,083.51 |
1,090.55 |
1,112.88 |
|
|
| Weekly Pivots for week ending 19-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.61 |
1,218.32 |
1,141.87 |
|
| R3 |
1,191.44 |
1,176.15 |
1,130.28 |
|
| R2 |
1,149.27 |
1,149.27 |
1,126.41 |
|
| R1 |
1,133.98 |
1,133.98 |
1,122.55 |
1,141.63 |
| PP |
1,107.10 |
1,107.10 |
1,107.10 |
1,110.93 |
| S1 |
1,091.81 |
1,091.81 |
1,114.81 |
1,099.46 |
| S2 |
1,064.93 |
1,064.93 |
1,110.95 |
|
| S3 |
1,022.76 |
1,049.64 |
1,107.08 |
|
| S4 |
980.59 |
1,007.47 |
1,095.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,122.40 |
1,080.23 |
42.17 |
3.8% |
21.26 |
1.9% |
91% |
False |
False |
|
| 10 |
1,128.99 |
1,080.23 |
48.76 |
4.4% |
19.51 |
1.7% |
79% |
False |
False |
|
| 20 |
1,128.99 |
1,064.57 |
64.42 |
5.8% |
19.67 |
1.8% |
84% |
False |
False |
|
| 40 |
1,151.82 |
1,060.88 |
90.94 |
8.1% |
21.09 |
1.9% |
64% |
False |
False |
|
| 60 |
1,151.82 |
947.78 |
204.04 |
18.2% |
21.02 |
1.9% |
84% |
False |
False |
|
| 80 |
1,151.82 |
917.34 |
234.48 |
21.0% |
20.48 |
1.8% |
86% |
False |
False |
|
| 100 |
1,151.82 |
850.95 |
300.87 |
26.9% |
20.36 |
1.8% |
89% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
33.3% |
20.44 |
1.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.52 |
|
2.618 |
1,146.30 |
|
1.618 |
1,135.75 |
|
1.000 |
1,129.23 |
|
0.618 |
1,125.20 |
|
HIGH |
1,118.68 |
|
0.618 |
1,114.65 |
|
0.500 |
1,113.41 |
|
0.382 |
1,112.16 |
|
LOW |
1,108.13 |
|
0.618 |
1,101.61 |
|
1.000 |
1,097.58 |
|
1.618 |
1,091.06 |
|
2.618 |
1,080.51 |
|
4.250 |
1,063.29 |
|
|