| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1994 |
01-Jul-1994 |
Change |
Change % |
Previous Week |
| Open |
3,667.05 |
3,624.32 |
-42.73 |
-1.2% |
3,636.94 |
| High |
3,675.47 |
3,650.54 |
-24.93 |
-0.7% |
3,700.40 |
| Low |
3,623.02 |
3,623.02 |
0.00 |
0.0% |
3,610.40 |
| Close |
3,624.96 |
3,646.65 |
21.69 |
0.6% |
3,646.65 |
| Range |
52.45 |
27.52 |
-24.93 |
-47.5% |
90.00 |
| ATR |
41.95 |
40.92 |
-1.03 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,722.63 |
3,712.16 |
3,661.79 |
|
| R3 |
3,695.11 |
3,684.64 |
3,654.22 |
|
| R2 |
3,667.59 |
3,667.59 |
3,651.70 |
|
| R1 |
3,657.12 |
3,657.12 |
3,649.17 |
3,662.36 |
| PP |
3,640.07 |
3,640.07 |
3,640.07 |
3,642.69 |
| S1 |
3,629.60 |
3,629.60 |
3,644.13 |
3,634.84 |
| S2 |
3,612.55 |
3,612.55 |
3,641.60 |
|
| S3 |
3,585.03 |
3,602.08 |
3,639.08 |
|
| S4 |
3,557.51 |
3,574.56 |
3,631.51 |
|
|
| Weekly Pivots for week ending 01-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,922.48 |
3,874.57 |
3,696.15 |
|
| R3 |
3,832.48 |
3,784.57 |
3,671.40 |
|
| R2 |
3,742.48 |
3,742.48 |
3,663.15 |
|
| R1 |
3,694.57 |
3,694.57 |
3,654.90 |
3,718.53 |
| PP |
3,652.48 |
3,652.48 |
3,652.48 |
3,664.46 |
| S1 |
3,604.57 |
3,604.57 |
3,638.40 |
3,628.53 |
| S2 |
3,562.48 |
3,562.48 |
3,630.15 |
|
| S3 |
3,472.48 |
3,514.57 |
3,621.90 |
|
| S4 |
3,382.48 |
3,424.57 |
3,597.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,700.40 |
3,610.40 |
90.00 |
2.5% |
49.92 |
1.4% |
40% |
False |
False |
|
| 10 |
3,776.78 |
3,610.40 |
166.38 |
4.6% |
49.34 |
1.4% |
22% |
False |
False |
|
| 20 |
3,823.39 |
3,610.40 |
212.99 |
5.8% |
39.09 |
1.1% |
17% |
False |
False |
|
| 40 |
3,823.39 |
3,610.40 |
212.99 |
5.8% |
37.36 |
1.0% |
17% |
False |
False |
|
| 60 |
3,823.39 |
3,570.45 |
252.94 |
6.9% |
38.26 |
1.0% |
30% |
False |
False |
|
| 80 |
3,895.94 |
3,520.80 |
375.14 |
10.3% |
40.95 |
1.1% |
34% |
False |
False |
|
| 100 |
3,957.81 |
3,520.80 |
437.01 |
12.0% |
39.85 |
1.1% |
29% |
False |
False |
|
| 120 |
3,985.67 |
3,520.80 |
464.87 |
12.7% |
38.34 |
1.1% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,767.50 |
|
2.618 |
3,722.59 |
|
1.618 |
3,695.07 |
|
1.000 |
3,678.06 |
|
0.618 |
3,667.55 |
|
HIGH |
3,650.54 |
|
0.618 |
3,640.03 |
|
0.500 |
3,636.78 |
|
0.382 |
3,633.53 |
|
LOW |
3,623.02 |
|
0.618 |
3,606.01 |
|
1.000 |
3,595.50 |
|
1.618 |
3,578.49 |
|
2.618 |
3,550.97 |
|
4.250 |
3,506.06 |
|
|