| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-1991 |
05-Jul-1991 |
Change |
Change % |
Previous Week |
| Open |
2,972.70 |
2,934.70 |
-38.00 |
-1.3% |
2,925.50 |
| High |
2,972.70 |
2,950.10 |
-22.60 |
-0.8% |
2,987.00 |
| Low |
2,925.30 |
2,923.50 |
-1.80 |
-0.1% |
2,911.70 |
| Close |
2,934.70 |
2,932.50 |
-2.20 |
-0.1% |
2,932.50 |
| Range |
47.40 |
26.60 |
-20.80 |
-43.9% |
75.30 |
| ATR |
47.48 |
45.98 |
-1.49 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.17 |
3,000.43 |
2,947.13 |
|
| R3 |
2,988.57 |
2,973.83 |
2,939.82 |
|
| R2 |
2,961.97 |
2,961.97 |
2,937.38 |
|
| R1 |
2,947.23 |
2,947.23 |
2,934.94 |
2,941.30 |
| PP |
2,935.37 |
2,935.37 |
2,935.37 |
2,932.40 |
| S1 |
2,920.63 |
2,920.63 |
2,930.06 |
2,914.70 |
| S2 |
2,908.77 |
2,908.77 |
2,927.62 |
|
| S3 |
2,882.17 |
2,894.03 |
2,925.19 |
|
| S4 |
2,855.57 |
2,867.43 |
2,917.87 |
|
|
| Weekly Pivots for week ending 05-Jul-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.63 |
3,126.37 |
2,973.92 |
|
| R3 |
3,094.33 |
3,051.07 |
2,953.21 |
|
| R2 |
3,019.03 |
3,019.03 |
2,946.31 |
|
| R1 |
2,975.77 |
2,975.77 |
2,939.40 |
2,997.40 |
| PP |
2,943.73 |
2,943.73 |
2,943.73 |
2,954.55 |
| S1 |
2,900.47 |
2,900.47 |
2,925.60 |
2,922.10 |
| S2 |
2,868.43 |
2,868.43 |
2,918.70 |
|
| S3 |
2,793.13 |
2,825.17 |
2,911.79 |
|
| S4 |
2,717.83 |
2,749.87 |
2,891.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,987.00 |
2,883.70 |
103.30 |
3.5% |
46.42 |
1.6% |
47% |
False |
False |
|
| 10 |
2,987.00 |
2,883.70 |
103.30 |
3.5% |
40.97 |
1.4% |
47% |
False |
False |
|
| 20 |
3,021.70 |
2,883.70 |
138.00 |
4.7% |
42.66 |
1.5% |
35% |
False |
False |
|
| 40 |
3,057.50 |
2,834.50 |
223.00 |
7.6% |
48.69 |
1.7% |
44% |
False |
False |
|
| 60 |
3,057.50 |
2,834.50 |
223.00 |
7.6% |
51.63 |
1.8% |
44% |
False |
False |
|
| 80 |
3,057.50 |
2,829.20 |
228.30 |
7.8% |
53.99 |
1.8% |
45% |
False |
False |
|
| 100 |
3,057.50 |
2,829.20 |
228.30 |
7.8% |
56.46 |
1.9% |
45% |
False |
False |
|
| 120 |
3,057.50 |
2,470.00 |
587.50 |
20.0% |
57.40 |
2.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.15 |
|
2.618 |
3,019.74 |
|
1.618 |
2,993.14 |
|
1.000 |
2,976.70 |
|
0.618 |
2,966.54 |
|
HIGH |
2,950.10 |
|
0.618 |
2,939.94 |
|
0.500 |
2,936.80 |
|
0.382 |
2,933.66 |
|
LOW |
2,923.50 |
|
0.618 |
2,907.06 |
|
1.000 |
2,896.90 |
|
1.618 |
2,880.46 |
|
2.618 |
2,853.86 |
|
4.250 |
2,810.45 |
|
|