| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-1995 |
11-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
4,669.72 |
4,700.72 |
31.00 |
0.7% |
4,646.48 |
| High |
4,701.07 |
4,723.61 |
22.54 |
0.5% |
4,701.07 |
| Low |
4,664.44 |
4,699.31 |
34.87 |
0.7% |
4,645.78 |
| Close |
4,700.72 |
4,704.94 |
4.22 |
0.1% |
4,700.72 |
| Range |
36.63 |
24.30 |
-12.33 |
-33.7% |
55.29 |
| ATR |
34.76 |
34.01 |
-0.75 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,782.19 |
4,767.86 |
4,718.31 |
|
| R3 |
4,757.89 |
4,743.56 |
4,711.62 |
|
| R2 |
4,733.59 |
4,733.59 |
4,709.40 |
|
| R1 |
4,719.26 |
4,719.26 |
4,707.17 |
4,726.43 |
| PP |
4,709.29 |
4,709.29 |
4,709.29 |
4,712.87 |
| S1 |
4,694.96 |
4,694.96 |
4,702.71 |
4,702.13 |
| S2 |
4,684.99 |
4,684.99 |
4,700.49 |
|
| S3 |
4,660.69 |
4,670.66 |
4,698.26 |
|
| S4 |
4,636.39 |
4,646.36 |
4,691.58 |
|
|
| Weekly Pivots for week ending 08-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,848.39 |
4,829.85 |
4,731.13 |
|
| R3 |
4,793.10 |
4,774.56 |
4,715.92 |
|
| R2 |
4,737.81 |
4,737.81 |
4,710.86 |
|
| R1 |
4,719.27 |
4,719.27 |
4,705.79 |
4,728.54 |
| PP |
4,682.52 |
4,682.52 |
4,682.52 |
4,687.16 |
| S1 |
4,663.98 |
4,663.98 |
4,695.65 |
4,673.25 |
| S2 |
4,627.23 |
4,627.23 |
4,690.58 |
|
| S3 |
4,571.94 |
4,608.69 |
4,685.52 |
|
| S4 |
4,516.65 |
4,553.40 |
4,670.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,723.61 |
4,645.78 |
77.83 |
1.7% |
28.60 |
0.6% |
76% |
True |
False |
|
| 10 |
4,723.61 |
4,570.76 |
152.85 |
3.2% |
29.97 |
0.6% |
88% |
True |
False |
|
| 20 |
4,723.61 |
4,570.76 |
152.85 |
3.2% |
31.89 |
0.7% |
88% |
True |
False |
|
| 40 |
4,754.60 |
4,552.09 |
202.51 |
4.3% |
40.71 |
0.9% |
75% |
False |
False |
|
| 60 |
4,754.60 |
4,496.27 |
258.33 |
5.5% |
40.87 |
0.9% |
81% |
False |
False |
|
| 80 |
4,754.60 |
4,311.59 |
443.01 |
9.4% |
42.66 |
0.9% |
89% |
False |
False |
|
| 100 |
4,754.60 |
4,203.69 |
550.91 |
11.7% |
41.33 |
0.9% |
91% |
False |
False |
|
| 120 |
4,754.60 |
4,060.85 |
693.75 |
14.7% |
40.03 |
0.9% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,826.89 |
|
2.618 |
4,787.23 |
|
1.618 |
4,762.93 |
|
1.000 |
4,747.91 |
|
0.618 |
4,738.63 |
|
HIGH |
4,723.61 |
|
0.618 |
4,714.33 |
|
0.500 |
4,711.46 |
|
0.382 |
4,708.59 |
|
LOW |
4,699.31 |
|
0.618 |
4,684.29 |
|
1.000 |
4,675.01 |
|
1.618 |
4,659.99 |
|
2.618 |
4,635.69 |
|
4.250 |
4,596.04 |
|
|