| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-1994 |
20-Jul-1994 |
Change |
Change % |
Previous Week |
| Open |
3,755.43 |
3,748.31 |
-7.12 |
-0.2% |
3,709.14 |
| High |
3,762.23 |
3,753.49 |
-8.74 |
-0.2% |
3,753.81 |
| Low |
3,748.31 |
3,720.47 |
-27.84 |
-0.7% |
3,672.23 |
| Close |
3,748.31 |
3,727.27 |
-21.04 |
-0.6% |
3,753.81 |
| Range |
13.92 |
33.02 |
19.10 |
137.2% |
81.58 |
| ATR |
34.30 |
34.21 |
-0.09 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,832.80 |
3,813.06 |
3,745.43 |
|
| R3 |
3,799.78 |
3,780.04 |
3,736.35 |
|
| R2 |
3,766.76 |
3,766.76 |
3,733.32 |
|
| R1 |
3,747.02 |
3,747.02 |
3,730.30 |
3,740.38 |
| PP |
3,733.74 |
3,733.74 |
3,733.74 |
3,730.43 |
| S1 |
3,714.00 |
3,714.00 |
3,724.24 |
3,707.36 |
| S2 |
3,700.72 |
3,700.72 |
3,721.22 |
|
| S3 |
3,667.70 |
3,680.98 |
3,718.19 |
|
| S4 |
3,634.68 |
3,647.96 |
3,709.11 |
|
|
| Weekly Pivots for week ending 15-Jul-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,971.36 |
3,944.16 |
3,798.68 |
|
| R3 |
3,889.78 |
3,862.58 |
3,776.24 |
|
| R2 |
3,808.20 |
3,808.20 |
3,768.77 |
|
| R1 |
3,781.00 |
3,781.00 |
3,761.29 |
3,794.60 |
| PP |
3,726.62 |
3,726.62 |
3,726.62 |
3,733.42 |
| S1 |
3,699.42 |
3,699.42 |
3,746.33 |
3,713.02 |
| S2 |
3,645.04 |
3,645.04 |
3,738.85 |
|
| S3 |
3,563.46 |
3,617.84 |
3,731.38 |
|
| S4 |
3,481.88 |
3,536.26 |
3,708.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,762.23 |
3,703.31 |
58.92 |
1.6% |
27.39 |
0.7% |
41% |
False |
False |
|
| 10 |
3,762.23 |
3,668.99 |
93.24 |
2.5% |
29.46 |
0.8% |
63% |
False |
False |
|
| 20 |
3,762.23 |
3,610.40 |
151.83 |
4.1% |
37.79 |
1.0% |
77% |
False |
False |
|
| 40 |
3,823.39 |
3,610.40 |
212.99 |
5.7% |
34.42 |
0.9% |
55% |
False |
False |
|
| 60 |
3,823.39 |
3,610.40 |
212.99 |
5.7% |
35.69 |
1.0% |
55% |
False |
False |
|
| 80 |
3,826.85 |
3,520.80 |
306.05 |
8.2% |
40.40 |
1.1% |
67% |
False |
False |
|
| 100 |
3,895.94 |
3,520.80 |
375.14 |
10.1% |
39.20 |
1.1% |
55% |
False |
False |
|
| 120 |
3,985.67 |
3,520.80 |
464.87 |
12.5% |
38.90 |
1.0% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,893.83 |
|
2.618 |
3,839.94 |
|
1.618 |
3,806.92 |
|
1.000 |
3,786.51 |
|
0.618 |
3,773.90 |
|
HIGH |
3,753.49 |
|
0.618 |
3,740.88 |
|
0.500 |
3,736.98 |
|
0.382 |
3,733.08 |
|
LOW |
3,720.47 |
|
0.618 |
3,700.06 |
|
1.000 |
3,687.45 |
|
1.618 |
3,667.04 |
|
2.618 |
3,634.02 |
|
4.250 |
3,580.14 |
|
|