| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-1991 |
05-Sep-1991 |
Change |
Change % |
Previous Week |
| Open |
3,017.70 |
3,008.50 |
-9.20 |
-0.3% |
3,039.80 |
| High |
3,022.80 |
3,031.98 |
9.18 |
0.3% |
3,068.60 |
| Low |
3,000.70 |
2,989.71 |
-10.99 |
-0.4% |
3,007.80 |
| Close |
3,008.50 |
3,008.50 |
0.00 |
0.0% |
3,043.60 |
| Range |
22.10 |
42.27 |
20.17 |
91.3% |
60.80 |
| ATR |
47.68 |
47.30 |
-0.39 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,136.87 |
3,114.96 |
3,031.75 |
|
| R3 |
3,094.60 |
3,072.69 |
3,020.12 |
|
| R2 |
3,052.33 |
3,052.33 |
3,016.25 |
|
| R1 |
3,030.42 |
3,030.42 |
3,012.37 |
3,029.64 |
| PP |
3,010.06 |
3,010.06 |
3,010.06 |
3,009.67 |
| S1 |
2,988.15 |
2,988.15 |
3,004.63 |
2,987.37 |
| S2 |
2,967.79 |
2,967.79 |
3,000.75 |
|
| S3 |
2,925.52 |
2,945.88 |
2,996.88 |
|
| S4 |
2,883.25 |
2,903.61 |
2,985.25 |
|
|
| Weekly Pivots for week ending 30-Aug-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222.40 |
3,193.80 |
3,077.04 |
|
| R3 |
3,161.60 |
3,133.00 |
3,060.32 |
|
| R2 |
3,100.80 |
3,100.80 |
3,054.75 |
|
| R1 |
3,072.20 |
3,072.20 |
3,049.17 |
3,086.50 |
| PP |
3,040.00 |
3,040.00 |
3,040.00 |
3,047.15 |
| S1 |
3,011.40 |
3,011.40 |
3,038.03 |
3,025.70 |
| S2 |
2,979.20 |
2,979.20 |
3,032.45 |
|
| S3 |
2,918.40 |
2,950.60 |
3,026.88 |
|
| S4 |
2,857.60 |
2,889.80 |
3,010.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,068.60 |
2,989.71 |
78.89 |
2.6% |
36.09 |
1.2% |
24% |
False |
True |
|
| 10 |
3,068.60 |
2,989.71 |
78.89 |
2.6% |
41.00 |
1.4% |
24% |
False |
True |
|
| 20 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
46.66 |
1.6% |
74% |
False |
False |
|
| 40 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
46.30 |
1.5% |
74% |
False |
False |
|
| 60 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
45.82 |
1.5% |
74% |
False |
False |
|
| 80 |
3,068.60 |
2,834.50 |
234.10 |
7.8% |
47.39 |
1.6% |
74% |
False |
False |
|
| 100 |
3,068.60 |
2,834.50 |
234.10 |
7.8% |
49.45 |
1.6% |
74% |
False |
False |
|
| 120 |
3,068.60 |
2,829.20 |
239.40 |
8.0% |
51.42 |
1.7% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,211.63 |
|
2.618 |
3,142.64 |
|
1.618 |
3,100.37 |
|
1.000 |
3,074.25 |
|
0.618 |
3,058.10 |
|
HIGH |
3,031.98 |
|
0.618 |
3,015.83 |
|
0.500 |
3,010.85 |
|
0.382 |
3,005.86 |
|
LOW |
2,989.71 |
|
0.618 |
2,963.59 |
|
1.000 |
2,947.44 |
|
1.618 |
2,921.32 |
|
2.618 |
2,879.05 |
|
4.250 |
2,810.06 |
|
|