| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1994 |
27-Jan-1994 |
Change |
Change % |
Previous Week |
| Open |
3,894.50 |
3,908.00 |
13.50 |
0.3% |
3,867.20 |
| High |
3,911.10 |
3,929.67 |
18.57 |
0.5% |
3,914.48 |
| Low |
3,887.18 |
3,901.25 |
14.07 |
0.4% |
3,856.79 |
| Close |
3,908.00 |
3,926.30 |
18.30 |
0.5% |
3,914.48 |
| Range |
23.92 |
28.42 |
4.50 |
18.8% |
57.69 |
| ATR |
25.55 |
25.76 |
0.20 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.33 |
3,993.74 |
3,941.93 |
|
| R3 |
3,975.91 |
3,965.32 |
3,934.12 |
|
| R2 |
3,947.49 |
3,947.49 |
3,931.51 |
|
| R1 |
3,936.90 |
3,936.90 |
3,928.91 |
3,942.20 |
| PP |
3,919.07 |
3,919.07 |
3,919.07 |
3,921.72 |
| S1 |
3,908.48 |
3,908.48 |
3,923.69 |
3,913.78 |
| S2 |
3,890.65 |
3,890.65 |
3,921.09 |
|
| S3 |
3,862.23 |
3,880.06 |
3,918.48 |
|
| S4 |
3,833.81 |
3,851.64 |
3,910.67 |
|
|
| Weekly Pivots for week ending 21-Jan-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,068.32 |
4,049.09 |
3,946.21 |
|
| R3 |
4,010.63 |
3,991.40 |
3,930.34 |
|
| R2 |
3,952.94 |
3,952.94 |
3,925.06 |
|
| R1 |
3,933.71 |
3,933.71 |
3,919.77 |
3,943.33 |
| PP |
3,895.25 |
3,895.25 |
3,895.25 |
3,900.06 |
| S1 |
3,876.02 |
3,876.02 |
3,909.19 |
3,885.64 |
| S2 |
3,837.56 |
3,837.56 |
3,903.90 |
|
| S3 |
3,779.87 |
3,818.33 |
3,898.62 |
|
| S4 |
3,722.18 |
3,760.64 |
3,882.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,934.46 |
3,884.93 |
49.53 |
1.3% |
29.44 |
0.7% |
84% |
False |
False |
|
| 10 |
3,934.46 |
3,841.59 |
92.87 |
2.4% |
25.50 |
0.6% |
91% |
False |
False |
|
| 20 |
3,934.46 |
3,743.10 |
191.36 |
4.9% |
25.33 |
0.6% |
96% |
False |
False |
|
| 40 |
3,934.46 |
3,690.93 |
243.53 |
6.2% |
23.43 |
0.6% |
97% |
False |
False |
|
| 60 |
3,934.46 |
3,600.67 |
333.79 |
8.5% |
26.08 |
0.7% |
98% |
False |
False |
|
| 80 |
3,934.46 |
3,557.92 |
376.54 |
9.6% |
25.72 |
0.7% |
98% |
False |
False |
|
| 100 |
3,934.46 |
3,528.85 |
405.61 |
10.3% |
26.02 |
0.7% |
98% |
False |
False |
|
| 120 |
3,934.46 |
3,528.85 |
405.61 |
10.3% |
25.36 |
0.6% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,050.46 |
|
2.618 |
4,004.07 |
|
1.618 |
3,975.65 |
|
1.000 |
3,958.09 |
|
0.618 |
3,947.23 |
|
HIGH |
3,929.67 |
|
0.618 |
3,918.81 |
|
0.500 |
3,915.46 |
|
0.382 |
3,912.11 |
|
LOW |
3,901.25 |
|
0.618 |
3,883.69 |
|
1.000 |
3,872.83 |
|
1.618 |
3,855.27 |
|
2.618 |
3,826.85 |
|
4.250 |
3,780.47 |
|
|