Day Change Summary |
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Previous |
Current |
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04-Jan-1996 |
05-Jan-1996 |
Change |
Change % |
Previous Week |
Open |
5,210.30 |
5,156.50 |
-53.80 |
-1.0% |
5,156.90 |
High |
5,259.50 |
5,217.50 |
-42.00 |
-0.8% |
5,259.50 |
Low |
5,114.20 |
5,107.00 |
-7.20 |
-0.1% |
5,087.10 |
Close |
5,173.80 |
5,181.40 |
7.60 |
0.1% |
5,181.40 |
Range |
145.30 |
110.50 |
-34.80 |
-24.0% |
172.40 |
ATR |
95.86 |
96.91 |
1.05 |
1.1% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jan-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,500.13 |
5,451.27 |
5,242.18 |
|
R3 |
5,389.63 |
5,340.77 |
5,211.79 |
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R2 |
5,279.13 |
5,279.13 |
5,201.66 |
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R1 |
5,230.27 |
5,230.27 |
5,191.53 |
5,254.70 |
PP |
5,168.63 |
5,168.63 |
5,168.63 |
5,180.85 |
S1 |
5,119.77 |
5,119.77 |
5,171.27 |
5,144.20 |
S2 |
5,058.13 |
5,058.13 |
5,161.14 |
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S3 |
4,947.63 |
5,009.27 |
5,151.01 |
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S4 |
4,837.13 |
4,898.77 |
5,120.63 |
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Weekly Pivots for week ending 05-Jan-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,693.20 |
5,609.70 |
5,276.22 |
|
R3 |
5,520.80 |
5,437.30 |
5,228.81 |
|
R2 |
5,348.40 |
5,348.40 |
5,213.01 |
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R1 |
5,264.90 |
5,264.90 |
5,197.20 |
5,306.65 |
PP |
5,176.00 |
5,176.00 |
5,176.00 |
5,196.88 |
S1 |
5,092.50 |
5,092.50 |
5,165.60 |
5,134.25 |
S2 |
5,003.60 |
5,003.60 |
5,149.79 |
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S3 |
4,831.20 |
4,920.10 |
5,133.99 |
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S4 |
4,658.80 |
4,747.70 |
5,086.58 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,259.50 |
5,063.60 |
195.90 |
3.8% |
113.48 |
2.2% |
60% |
False |
False |
|
10 |
5,259.50 |
5,031.50 |
228.00 |
4.4% |
97.09 |
1.9% |
66% |
False |
False |
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20 |
5,266.70 |
5,016.70 |
250.00 |
4.8% |
100.82 |
1.9% |
66% |
False |
False |
|
40 |
5,266.70 |
4,795.58 |
471.12 |
9.1% |
89.65 |
1.7% |
82% |
False |
False |
|
60 |
5,266.70 |
4,667.69 |
599.01 |
11.6% |
73.13 |
1.4% |
86% |
False |
False |
|
80 |
5,266.70 |
4,660.47 |
606.23 |
11.7% |
65.06 |
1.3% |
86% |
False |
False |
|
100 |
5,266.70 |
4,570.76 |
695.94 |
13.4% |
58.41 |
1.1% |
88% |
False |
False |
|
120 |
5,266.70 |
4,552.09 |
714.61 |
13.8% |
56.95 |
1.1% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
5,687.13 |
2.618 |
5,506.79 |
1.618 |
5,396.29 |
1.000 |
5,328.00 |
0.618 |
5,285.79 |
HIGH |
5,217.50 |
0.618 |
5,175.29 |
0.500 |
5,162.25 |
0.382 |
5,149.21 |
LOW |
5,107.00 |
0.618 |
5,038.71 |
1.000 |
4,996.50 |
1.618 |
4,928.21 |
2.618 |
4,817.71 |
4.250 |
4,637.38 |
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