| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-1995 |
03-Aug-1995 |
Change |
Change % |
Previous Week |
| Open |
4,700.36 |
4,690.15 |
-10.21 |
-0.2% |
4,664.80 |
| High |
4,754.60 |
4,701.42 |
-53.18 |
-1.1% |
4,741.57 |
| Low |
4,682.40 |
4,649.65 |
-32.75 |
-0.7% |
4,620.40 |
| Close |
4,690.15 |
4,701.42 |
11.27 |
0.2% |
4,715.51 |
| Range |
72.20 |
51.77 |
-20.43 |
-28.3% |
121.17 |
| ATR |
49.95 |
50.08 |
0.13 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,839.47 |
4,822.22 |
4,729.89 |
|
| R3 |
4,787.70 |
4,770.45 |
4,715.66 |
|
| R2 |
4,735.93 |
4,735.93 |
4,710.91 |
|
| R1 |
4,718.68 |
4,718.68 |
4,706.17 |
4,727.31 |
| PP |
4,684.16 |
4,684.16 |
4,684.16 |
4,688.48 |
| S1 |
4,666.91 |
4,666.91 |
4,696.67 |
4,675.54 |
| S2 |
4,632.39 |
4,632.39 |
4,691.93 |
|
| S3 |
4,580.62 |
4,615.14 |
4,687.18 |
|
| S4 |
4,528.85 |
4,563.37 |
4,672.95 |
|
|
| Weekly Pivots for week ending 28-Jul-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,056.00 |
5,006.93 |
4,782.15 |
|
| R3 |
4,934.83 |
4,885.76 |
4,748.83 |
|
| R2 |
4,813.66 |
4,813.66 |
4,737.72 |
|
| R1 |
4,764.59 |
4,764.59 |
4,726.62 |
4,789.13 |
| PP |
4,692.49 |
4,692.49 |
4,692.49 |
4,704.76 |
| S1 |
4,643.42 |
4,643.42 |
4,704.40 |
4,667.96 |
| S2 |
4,571.32 |
4,571.32 |
4,693.30 |
|
| S3 |
4,450.15 |
4,522.25 |
4,682.19 |
|
| S4 |
4,328.98 |
4,401.08 |
4,648.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,754.60 |
4,649.65 |
104.95 |
2.2% |
47.47 |
1.0% |
49% |
False |
True |
|
| 10 |
4,754.60 |
4,611.96 |
142.64 |
3.0% |
50.26 |
1.1% |
63% |
False |
False |
|
| 20 |
4,754.60 |
4,552.09 |
202.51 |
4.3% |
52.47 |
1.1% |
74% |
False |
False |
|
| 40 |
4,754.60 |
4,407.04 |
347.56 |
7.4% |
45.95 |
1.0% |
85% |
False |
False |
|
| 60 |
4,754.60 |
4,311.59 |
443.01 |
9.4% |
45.70 |
1.0% |
88% |
False |
False |
|
| 80 |
4,754.60 |
4,157.00 |
597.60 |
12.7% |
43.73 |
0.9% |
91% |
False |
False |
|
| 100 |
4,754.60 |
4,021.77 |
732.83 |
15.6% |
41.77 |
0.9% |
93% |
False |
False |
|
| 120 |
4,754.60 |
3,935.03 |
819.57 |
17.4% |
40.05 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,921.44 |
|
2.618 |
4,836.95 |
|
1.618 |
4,785.18 |
|
1.000 |
4,753.19 |
|
0.618 |
4,733.41 |
|
HIGH |
4,701.42 |
|
0.618 |
4,681.64 |
|
0.500 |
4,675.54 |
|
0.382 |
4,669.43 |
|
LOW |
4,649.65 |
|
0.618 |
4,617.66 |
|
1.000 |
4,597.88 |
|
1.618 |
4,565.89 |
|
2.618 |
4,514.12 |
|
4.250 |
4,429.63 |
|
|