| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-1995 |
20-Dec-1995 |
Change |
Change % |
Previous Week |
| Open |
5,078.80 |
5,109.90 |
31.10 |
0.6% |
5,156.90 |
| High |
5,146.00 |
5,173.50 |
27.50 |
0.5% |
5,266.70 |
| Low |
5,016.70 |
5,047.40 |
30.70 |
0.6% |
5,122.20 |
| Close |
5,109.90 |
5,059.30 |
-50.60 |
-1.0% |
5,176.70 |
| Range |
129.30 |
126.10 |
-3.20 |
-2.5% |
144.50 |
| ATR |
90.64 |
93.17 |
2.53 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,471.70 |
5,391.60 |
5,128.66 |
|
| R3 |
5,345.60 |
5,265.50 |
5,093.98 |
|
| R2 |
5,219.50 |
5,219.50 |
5,082.42 |
|
| R1 |
5,139.40 |
5,139.40 |
5,070.86 |
5,116.40 |
| PP |
5,093.40 |
5,093.40 |
5,093.40 |
5,081.90 |
| S1 |
5,013.30 |
5,013.30 |
5,047.74 |
4,990.30 |
| S2 |
4,967.30 |
4,967.30 |
5,036.18 |
|
| S3 |
4,841.20 |
4,887.20 |
5,024.62 |
|
| S4 |
4,715.10 |
4,761.10 |
4,989.95 |
|
|
| Weekly Pivots for week ending 15-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,622.03 |
5,543.87 |
5,256.18 |
|
| R3 |
5,477.53 |
5,399.37 |
5,216.44 |
|
| R2 |
5,333.03 |
5,333.03 |
5,203.19 |
|
| R1 |
5,254.87 |
5,254.87 |
5,189.95 |
5,293.95 |
| PP |
5,188.53 |
5,188.53 |
5,188.53 |
5,208.08 |
| S1 |
5,110.37 |
5,110.37 |
5,163.45 |
5,149.45 |
| S2 |
5,044.03 |
5,044.03 |
5,150.21 |
|
| S3 |
4,899.53 |
4,965.87 |
5,136.96 |
|
| S4 |
4,755.03 |
4,821.37 |
5,097.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,266.70 |
5,016.70 |
250.00 |
4.9% |
114.94 |
2.3% |
17% |
False |
False |
|
| 10 |
5,266.70 |
5,016.70 |
250.00 |
4.9% |
104.54 |
2.1% |
17% |
False |
False |
|
| 20 |
5,266.70 |
4,982.70 |
284.00 |
5.6% |
97.08 |
1.9% |
27% |
False |
False |
|
| 40 |
5,266.70 |
4,667.69 |
599.01 |
11.8% |
77.12 |
1.5% |
65% |
False |
False |
|
| 60 |
5,266.70 |
4,660.47 |
606.23 |
12.0% |
63.93 |
1.3% |
66% |
False |
False |
|
| 80 |
5,266.70 |
4,570.76 |
695.94 |
13.8% |
56.70 |
1.1% |
70% |
False |
False |
|
| 100 |
5,266.70 |
4,570.76 |
695.94 |
13.8% |
52.91 |
1.0% |
70% |
False |
False |
|
| 120 |
5,266.70 |
4,551.60 |
715.10 |
14.1% |
52.87 |
1.0% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,709.43 |
|
2.618 |
5,503.63 |
|
1.618 |
5,377.53 |
|
1.000 |
5,299.60 |
|
0.618 |
5,251.43 |
|
HIGH |
5,173.50 |
|
0.618 |
5,125.33 |
|
0.500 |
5,110.45 |
|
0.382 |
5,095.57 |
|
LOW |
5,047.40 |
|
0.618 |
4,969.47 |
|
1.000 |
4,921.30 |
|
1.618 |
4,843.37 |
|
2.618 |
4,717.27 |
|
4.250 |
4,511.48 |
|
|