| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-1995 |
28-Dec-1995 |
Change |
Change % |
Previous Week |
| Open |
5,125.40 |
5,099.10 |
-26.30 |
-0.5% |
5,119.30 |
| High |
5,146.70 |
5,132.60 |
-14.10 |
-0.3% |
5,173.50 |
| Low |
5,077.70 |
5,062.20 |
-15.50 |
-0.3% |
5,016.70 |
| Close |
5,105.90 |
5,095.80 |
-10.10 |
-0.2% |
5,098.00 |
| Range |
69.00 |
70.40 |
1.40 |
2.0% |
156.80 |
| ATR |
90.37 |
88.94 |
-1.43 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,308.07 |
5,272.33 |
5,134.52 |
|
| R3 |
5,237.67 |
5,201.93 |
5,115.16 |
|
| R2 |
5,167.27 |
5,167.27 |
5,108.71 |
|
| R1 |
5,131.53 |
5,131.53 |
5,102.25 |
5,114.20 |
| PP |
5,096.87 |
5,096.87 |
5,096.87 |
5,088.20 |
| S1 |
5,061.13 |
5,061.13 |
5,089.35 |
5,043.80 |
| S2 |
5,026.47 |
5,026.47 |
5,082.89 |
|
| S3 |
4,956.07 |
4,990.73 |
5,076.44 |
|
| S4 |
4,885.67 |
4,920.33 |
5,057.08 |
|
|
| Weekly Pivots for week ending 22-Dec-1995 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,566.47 |
5,489.03 |
5,184.24 |
|
| R3 |
5,409.67 |
5,332.23 |
5,141.12 |
|
| R2 |
5,252.87 |
5,252.87 |
5,126.75 |
|
| R1 |
5,175.43 |
5,175.43 |
5,112.37 |
5,135.75 |
| PP |
5,096.07 |
5,096.07 |
5,096.07 |
5,076.23 |
| S1 |
5,018.63 |
5,018.63 |
5,083.63 |
4,978.95 |
| S2 |
4,939.27 |
4,939.27 |
5,069.25 |
|
| S3 |
4,782.47 |
4,861.83 |
5,054.88 |
|
| S4 |
4,625.67 |
4,705.03 |
5,011.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,149.30 |
5,031.50 |
117.80 |
2.3% |
80.70 |
1.6% |
55% |
False |
False |
|
| 10 |
5,266.70 |
5,016.70 |
250.00 |
4.9% |
97.82 |
1.9% |
32% |
False |
False |
|
| 20 |
5,266.70 |
5,016.70 |
250.00 |
4.9% |
96.42 |
1.9% |
32% |
False |
False |
|
| 40 |
5,266.70 |
4,744.64 |
522.06 |
10.2% |
79.98 |
1.6% |
67% |
False |
False |
|
| 60 |
5,266.70 |
4,660.47 |
606.23 |
11.9% |
67.22 |
1.3% |
72% |
False |
False |
|
| 80 |
5,266.70 |
4,660.47 |
606.23 |
11.9% |
59.88 |
1.2% |
72% |
False |
False |
|
| 100 |
5,266.70 |
4,570.76 |
695.94 |
13.7% |
54.82 |
1.1% |
75% |
False |
False |
|
| 120 |
5,266.70 |
4,552.09 |
714.61 |
14.0% |
53.91 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,431.80 |
|
2.618 |
5,316.91 |
|
1.618 |
5,246.51 |
|
1.000 |
5,203.00 |
|
0.618 |
5,176.11 |
|
HIGH |
5,132.60 |
|
0.618 |
5,105.71 |
|
0.500 |
5,097.40 |
|
0.382 |
5,089.09 |
|
LOW |
5,062.20 |
|
0.618 |
5,018.69 |
|
1.000 |
4,991.80 |
|
1.618 |
4,948.29 |
|
2.618 |
4,877.89 |
|
4.250 |
4,763.00 |
|
|