| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-1991 |
12-Sep-1991 |
Change |
Change % |
Previous Week |
| Open |
2,982.56 |
2,987.03 |
4.47 |
0.1% |
3,043.60 |
| High |
3,004.70 |
3,019.90 |
15.20 |
0.5% |
3,061.10 |
| Low |
2,964.67 |
2,977.64 |
12.97 |
0.4% |
2,987.48 |
| Close |
2,987.03 |
3,007.83 |
20.80 |
0.7% |
3,011.63 |
| Range |
40.03 |
42.26 |
2.23 |
5.6% |
73.62 |
| ATR |
45.97 |
45.70 |
-0.26 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.57 |
3,110.46 |
3,031.07 |
|
| R3 |
3,086.31 |
3,068.20 |
3,019.45 |
|
| R2 |
3,044.05 |
3,044.05 |
3,015.58 |
|
| R1 |
3,025.94 |
3,025.94 |
3,011.70 |
3,035.00 |
| PP |
3,001.79 |
3,001.79 |
3,001.79 |
3,006.32 |
| S1 |
2,983.68 |
2,983.68 |
3,003.96 |
2,992.74 |
| S2 |
2,959.53 |
2,959.53 |
3,000.08 |
|
| S3 |
2,917.27 |
2,941.42 |
2,996.21 |
|
| S4 |
2,875.01 |
2,899.16 |
2,984.59 |
|
|
| Weekly Pivots for week ending 06-Sep-1991 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,240.93 |
3,199.90 |
3,052.12 |
|
| R3 |
3,167.31 |
3,126.28 |
3,031.88 |
|
| R2 |
3,093.69 |
3,093.69 |
3,025.13 |
|
| R1 |
3,052.66 |
3,052.66 |
3,018.38 |
3,036.37 |
| PP |
3,020.07 |
3,020.07 |
3,020.07 |
3,011.92 |
| S1 |
2,979.04 |
2,979.04 |
3,004.88 |
2,962.75 |
| S2 |
2,946.45 |
2,946.45 |
2,998.13 |
|
| S3 |
2,872.83 |
2,905.42 |
2,991.38 |
|
| S4 |
2,799.21 |
2,831.80 |
2,971.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,033.32 |
2,964.67 |
68.65 |
2.3% |
42.22 |
1.4% |
63% |
False |
False |
|
| 10 |
3,068.60 |
2,964.67 |
103.93 |
3.5% |
39.16 |
1.3% |
42% |
False |
False |
|
| 20 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
46.28 |
1.5% |
74% |
False |
False |
|
| 40 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
45.94 |
1.5% |
74% |
False |
False |
|
| 60 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
45.63 |
1.5% |
74% |
False |
False |
|
| 80 |
3,068.60 |
2,836.30 |
232.30 |
7.7% |
46.93 |
1.6% |
74% |
False |
False |
|
| 100 |
3,068.60 |
2,834.50 |
234.10 |
7.8% |
48.46 |
1.6% |
74% |
False |
False |
|
| 120 |
3,068.60 |
2,834.50 |
234.10 |
7.8% |
50.67 |
1.7% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,199.51 |
|
2.618 |
3,130.54 |
|
1.618 |
3,088.28 |
|
1.000 |
3,062.16 |
|
0.618 |
3,046.02 |
|
HIGH |
3,019.90 |
|
0.618 |
3,003.76 |
|
0.500 |
2,998.77 |
|
0.382 |
2,993.78 |
|
LOW |
2,977.64 |
|
0.618 |
2,951.52 |
|
1.000 |
2,935.38 |
|
1.618 |
2,909.26 |
|
2.618 |
2,867.00 |
|
4.250 |
2,798.04 |
|
|