| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-1995 |
27-Sep-1995 |
Change |
Change % |
Previous Week |
| Open |
4,770.29 |
4,763.07 |
-7.22 |
-0.2% |
4,797.57 |
| High |
4,798.11 |
4,763.07 |
-35.04 |
-0.7% |
4,797.57 |
| Low |
4,755.12 |
4,712.49 |
-42.63 |
-0.9% |
4,728.75 |
| Close |
4,765.60 |
4,762.35 |
-3.25 |
-0.1% |
4,764.15 |
| Range |
42.99 |
50.58 |
7.59 |
17.7% |
68.82 |
| ATR |
37.37 |
38.49 |
1.12 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,897.71 |
4,880.61 |
4,790.17 |
|
| R3 |
4,847.13 |
4,830.03 |
4,776.26 |
|
| R2 |
4,796.55 |
4,796.55 |
4,771.62 |
|
| R1 |
4,779.45 |
4,779.45 |
4,766.99 |
4,762.71 |
| PP |
4,745.97 |
4,745.97 |
4,745.97 |
4,737.60 |
| S1 |
4,728.87 |
4,728.87 |
4,757.71 |
4,712.13 |
| S2 |
4,695.39 |
4,695.39 |
4,753.08 |
|
| S3 |
4,644.81 |
4,678.29 |
4,748.44 |
|
| S4 |
4,594.23 |
4,627.71 |
4,734.53 |
|
|
| Weekly Pivots for week ending 22-Sep-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,969.95 |
4,935.87 |
4,802.00 |
|
| R3 |
4,901.13 |
4,867.05 |
4,783.08 |
|
| R2 |
4,832.31 |
4,832.31 |
4,776.77 |
|
| R1 |
4,798.23 |
4,798.23 |
4,770.46 |
4,780.86 |
| PP |
4,763.49 |
4,763.49 |
4,763.49 |
4,754.81 |
| S1 |
4,729.41 |
4,729.41 |
4,757.84 |
4,712.04 |
| S2 |
4,694.67 |
4,694.67 |
4,751.53 |
|
| S3 |
4,625.85 |
4,660.59 |
4,745.22 |
|
| S4 |
4,557.03 |
4,591.77 |
4,726.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,798.11 |
4,712.49 |
85.62 |
1.8% |
42.77 |
0.9% |
58% |
False |
True |
|
| 10 |
4,815.18 |
4,712.49 |
102.69 |
2.2% |
41.13 |
0.9% |
49% |
False |
True |
|
| 20 |
4,815.18 |
4,600.34 |
214.84 |
4.5% |
35.60 |
0.7% |
75% |
False |
False |
|
| 40 |
4,815.18 |
4,570.76 |
244.42 |
5.1% |
36.60 |
0.8% |
78% |
False |
False |
|
| 60 |
4,815.18 |
4,552.09 |
263.09 |
5.5% |
42.10 |
0.9% |
80% |
False |
False |
|
| 80 |
4,815.18 |
4,407.04 |
408.14 |
8.6% |
40.46 |
0.8% |
87% |
False |
False |
|
| 100 |
4,815.18 |
4,311.59 |
503.59 |
10.6% |
41.71 |
0.9% |
90% |
False |
False |
|
| 120 |
4,815.18 |
4,157.00 |
658.18 |
13.8% |
40.86 |
0.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,978.04 |
|
2.618 |
4,895.49 |
|
1.618 |
4,844.91 |
|
1.000 |
4,813.65 |
|
0.618 |
4,794.33 |
|
HIGH |
4,763.07 |
|
0.618 |
4,743.75 |
|
0.500 |
4,737.78 |
|
0.382 |
4,731.81 |
|
LOW |
4,712.49 |
|
0.618 |
4,681.23 |
|
1.000 |
4,661.91 |
|
1.618 |
4,630.65 |
|
2.618 |
4,580.07 |
|
4.250 |
4,497.53 |
|
|