| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1997 |
24-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
1,123.65 |
1,135.04 |
11.39 |
1.0% |
1,106.07 |
| High |
1,135.56 |
1,139.70 |
4.14 |
0.4% |
1,122.40 |
| Low |
1,122.84 |
1,113.60 |
-9.24 |
-0.8% |
1,080.23 |
| Close |
1,135.04 |
1,115.88 |
-19.16 |
-1.7% |
1,118.68 |
| Range |
12.72 |
26.10 |
13.38 |
105.2% |
42.17 |
| ATR |
19.54 |
20.01 |
0.47 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.36 |
1,184.72 |
1,130.24 |
|
| R3 |
1,175.26 |
1,158.62 |
1,123.06 |
|
| R2 |
1,149.16 |
1,149.16 |
1,120.67 |
|
| R1 |
1,132.52 |
1,132.52 |
1,118.27 |
1,127.79 |
| PP |
1,123.06 |
1,123.06 |
1,123.06 |
1,120.70 |
| S1 |
1,106.42 |
1,106.42 |
1,113.49 |
1,101.69 |
| S2 |
1,096.96 |
1,096.96 |
1,111.10 |
|
| S3 |
1,070.86 |
1,080.32 |
1,108.70 |
|
| S4 |
1,044.76 |
1,054.22 |
1,101.53 |
|
|
| 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 |
1,139.70 |
1,106.67 |
33.03 |
3.0% |
16.26 |
1.5% |
28% |
True |
False |
|
| 10 |
1,139.70 |
1,080.23 |
59.47 |
5.3% |
20.14 |
1.8% |
60% |
True |
False |
|
| 20 |
1,139.70 |
1,064.57 |
75.13 |
6.7% |
19.03 |
1.7% |
68% |
True |
False |
|
| 40 |
1,151.82 |
1,060.88 |
90.94 |
8.1% |
21.08 |
1.9% |
60% |
False |
False |
|
| 60 |
1,151.82 |
947.78 |
204.04 |
18.3% |
21.23 |
1.9% |
82% |
False |
False |
|
| 80 |
1,151.82 |
917.34 |
234.48 |
21.0% |
20.47 |
1.8% |
85% |
False |
False |
|
| 100 |
1,151.82 |
900.24 |
251.58 |
22.5% |
20.23 |
1.8% |
86% |
False |
False |
|
| 120 |
1,151.82 |
785.08 |
366.74 |
32.9% |
20.31 |
1.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.63 |
|
2.618 |
1,208.03 |
|
1.618 |
1,181.93 |
|
1.000 |
1,165.80 |
|
0.618 |
1,155.83 |
|
HIGH |
1,139.70 |
|
0.618 |
1,129.73 |
|
0.500 |
1,126.65 |
|
0.382 |
1,123.57 |
|
LOW |
1,113.60 |
|
0.618 |
1,097.47 |
|
1.000 |
1,087.50 |
|
1.618 |
1,071.37 |
|
2.618 |
1,045.27 |
|
4.250 |
1,002.68 |
|
|