| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-1995 |
05-Jan-1995 |
Change |
Change % |
Previous Week |
| Open |
3,838.48 |
3,857.65 |
19.17 |
0.5% |
3,833.43 |
| High |
3,857.65 |
3,860.68 |
3.03 |
0.1% |
3,866.40 |
| Low |
3,831.07 |
3,843.52 |
12.45 |
0.3% |
3,826.36 |
| Close |
3,857.65 |
3,850.92 |
-6.73 |
-0.2% |
3,834.44 |
| Range |
26.58 |
17.16 |
-9.42 |
-35.4% |
40.04 |
| ATR |
32.72 |
31.61 |
-1.11 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,903.19 |
3,894.21 |
3,860.36 |
|
| R3 |
3,886.03 |
3,877.05 |
3,855.64 |
|
| R2 |
3,868.87 |
3,868.87 |
3,854.07 |
|
| R1 |
3,859.89 |
3,859.89 |
3,852.49 |
3,855.80 |
| PP |
3,851.71 |
3,851.71 |
3,851.71 |
3,849.66 |
| S1 |
3,842.73 |
3,842.73 |
3,849.35 |
3,838.64 |
| S2 |
3,834.55 |
3,834.55 |
3,847.77 |
|
| S3 |
3,817.39 |
3,825.57 |
3,846.20 |
|
| S4 |
3,800.23 |
3,808.41 |
3,841.48 |
|
|
| Weekly Pivots for week ending 30-Dec-1994 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,962.52 |
3,938.52 |
3,856.46 |
|
| R3 |
3,922.48 |
3,898.48 |
3,845.45 |
|
| R2 |
3,882.44 |
3,882.44 |
3,841.78 |
|
| R1 |
3,858.44 |
3,858.44 |
3,838.11 |
3,870.44 |
| PP |
3,842.40 |
3,842.40 |
3,842.40 |
3,848.40 |
| S1 |
3,818.40 |
3,818.40 |
3,830.77 |
3,830.40 |
| S2 |
3,802.36 |
3,802.36 |
3,827.10 |
|
| S3 |
3,762.32 |
3,778.36 |
3,823.43 |
|
| S4 |
3,722.28 |
3,738.32 |
3,812.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,860.68 |
3,827.71 |
32.97 |
0.9% |
18.91 |
0.5% |
70% |
True |
False |
|
| 10 |
3,866.40 |
3,767.15 |
99.25 |
2.6% |
27.66 |
0.7% |
84% |
False |
False |
|
| 20 |
3,866.40 |
3,655.11 |
211.29 |
5.5% |
31.37 |
0.8% |
93% |
False |
False |
|
| 40 |
3,868.76 |
3,638.97 |
229.79 |
6.0% |
37.50 |
1.0% |
92% |
False |
False |
|
| 60 |
3,949.50 |
3,638.97 |
310.53 |
8.1% |
37.87 |
1.0% |
68% |
False |
False |
|
| 80 |
3,954.89 |
3,638.97 |
315.92 |
8.2% |
37.74 |
1.0% |
67% |
False |
False |
|
| 100 |
3,954.89 |
3,638.97 |
315.92 |
8.2% |
36.78 |
1.0% |
67% |
False |
False |
|
| 120 |
3,954.89 |
3,638.97 |
315.92 |
8.2% |
34.52 |
0.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,933.61 |
|
2.618 |
3,905.60 |
|
1.618 |
3,888.44 |
|
1.000 |
3,877.84 |
|
0.618 |
3,871.28 |
|
HIGH |
3,860.68 |
|
0.618 |
3,854.12 |
|
0.500 |
3,852.10 |
|
0.382 |
3,850.08 |
|
LOW |
3,843.52 |
|
0.618 |
3,832.92 |
|
1.000 |
3,826.36 |
|
1.618 |
3,815.76 |
|
2.618 |
3,798.60 |
|
4.250 |
3,770.59 |
|
|