| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-1996 |
09-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
5,485.60 |
5,560.40 |
74.80 |
1.4% |
5,361.70 |
| High |
5,559.70 |
5,603.80 |
44.10 |
0.8% |
5,603.80 |
| Low |
5,441.60 |
5,474.10 |
32.50 |
0.6% |
5,319.40 |
| Close |
5,539.50 |
5,541.60 |
2.10 |
0.0% |
5,541.60 |
| Range |
118.10 |
129.70 |
11.60 |
9.8% |
284.40 |
| ATR |
108.68 |
110.18 |
1.50 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,928.93 |
5,864.97 |
5,612.94 |
|
| R3 |
5,799.23 |
5,735.27 |
5,577.27 |
|
| R2 |
5,669.53 |
5,669.53 |
5,565.38 |
|
| R1 |
5,605.57 |
5,605.57 |
5,553.49 |
5,572.70 |
| PP |
5,539.83 |
5,539.83 |
5,539.83 |
5,523.40 |
| S1 |
5,475.87 |
5,475.87 |
5,529.71 |
5,443.00 |
| S2 |
5,410.13 |
5,410.13 |
5,517.82 |
|
| S3 |
5,280.43 |
5,346.17 |
5,505.93 |
|
| S4 |
5,150.73 |
5,216.47 |
5,470.27 |
|
|
| Weekly Pivots for week ending 09-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,341.47 |
6,225.93 |
5,698.02 |
|
| R3 |
6,057.07 |
5,941.53 |
5,619.81 |
|
| R2 |
5,772.67 |
5,772.67 |
5,593.74 |
|
| R1 |
5,657.13 |
5,657.13 |
5,567.67 |
5,714.90 |
| PP |
5,488.27 |
5,488.27 |
5,488.27 |
5,517.15 |
| S1 |
5,372.73 |
5,372.73 |
5,515.53 |
5,430.50 |
| S2 |
5,203.87 |
5,203.87 |
5,489.46 |
|
| S3 |
4,919.47 |
5,088.33 |
5,463.39 |
|
| S4 |
4,635.07 |
4,803.93 |
5,385.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,603.80 |
5,319.40 |
284.40 |
5.1% |
114.18 |
2.1% |
78% |
True |
False |
|
| 10 |
5,603.80 |
5,246.80 |
357.00 |
6.4% |
110.89 |
2.0% |
83% |
True |
False |
|
| 20 |
5,603.80 |
5,000.80 |
603.00 |
10.9% |
112.69 |
2.0% |
90% |
True |
False |
|
| 40 |
5,603.80 |
5,000.10 |
603.70 |
10.9% |
108.81 |
2.0% |
90% |
True |
False |
|
| 60 |
5,603.80 |
4,835.70 |
768.10 |
13.9% |
103.33 |
1.9% |
92% |
True |
False |
|
| 80 |
5,603.80 |
4,667.69 |
936.11 |
16.9% |
87.95 |
1.6% |
93% |
True |
False |
|
| 100 |
5,603.80 |
4,660.47 |
943.33 |
17.0% |
78.10 |
1.4% |
93% |
True |
False |
|
| 120 |
5,603.80 |
4,570.76 |
1,033.04 |
18.6% |
70.63 |
1.3% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,155.03 |
|
2.618 |
5,943.35 |
|
1.618 |
5,813.65 |
|
1.000 |
5,733.50 |
|
0.618 |
5,683.95 |
|
HIGH |
5,603.80 |
|
0.618 |
5,554.25 |
|
0.500 |
5,538.95 |
|
0.382 |
5,523.65 |
|
LOW |
5,474.10 |
|
0.618 |
5,393.95 |
|
1.000 |
5,344.40 |
|
1.618 |
5,264.25 |
|
2.618 |
5,134.55 |
|
4.250 |
4,922.88 |
|
|