| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-1996 |
16-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
5,592.20 |
5,520.70 |
-71.50 |
-1.3% |
5,541.60 |
| High |
5,623.30 |
5,563.30 |
-60.00 |
-1.1% |
5,644.90 |
| Low |
5,514.90 |
5,470.50 |
-44.40 |
-0.8% |
5,470.50 |
| Close |
5,551.40 |
5,503.30 |
-48.10 |
-0.9% |
5,503.30 |
| Range |
108.40 |
92.80 |
-15.60 |
-14.4% |
174.40 |
| ATR |
109.70 |
108.49 |
-1.21 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,790.77 |
5,739.83 |
5,554.34 |
|
| R3 |
5,697.97 |
5,647.03 |
5,528.82 |
|
| R2 |
5,605.17 |
5,605.17 |
5,520.31 |
|
| R1 |
5,554.23 |
5,554.23 |
5,511.81 |
5,533.30 |
| PP |
5,512.37 |
5,512.37 |
5,512.37 |
5,501.90 |
| S1 |
5,461.43 |
5,461.43 |
5,494.79 |
5,440.50 |
| S2 |
5,419.57 |
5,419.57 |
5,486.29 |
|
| S3 |
5,326.77 |
5,368.63 |
5,477.78 |
|
| S4 |
5,233.97 |
5,275.83 |
5,452.26 |
|
|
| Weekly Pivots for week ending 16-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,062.77 |
5,957.43 |
5,599.22 |
|
| R3 |
5,888.37 |
5,783.03 |
5,551.26 |
|
| R2 |
5,713.97 |
5,713.97 |
5,535.27 |
|
| R1 |
5,608.63 |
5,608.63 |
5,519.29 |
5,574.10 |
| PP |
5,539.57 |
5,539.57 |
5,539.57 |
5,522.30 |
| S1 |
5,434.23 |
5,434.23 |
5,487.31 |
5,399.70 |
| S2 |
5,365.17 |
5,365.17 |
5,471.33 |
|
| S3 |
5,190.77 |
5,259.83 |
5,455.34 |
|
| S4 |
5,016.37 |
5,085.43 |
5,407.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,644.90 |
5,470.50 |
174.40 |
3.2% |
105.40 |
1.9% |
19% |
False |
True |
|
| 10 |
5,644.90 |
5,319.40 |
325.50 |
5.9% |
109.79 |
2.0% |
56% |
False |
False |
|
| 20 |
5,644.90 |
5,133.00 |
511.90 |
9.3% |
110.04 |
2.0% |
72% |
False |
False |
|
| 40 |
5,644.90 |
5,000.10 |
644.80 |
11.7% |
107.61 |
2.0% |
78% |
False |
False |
|
| 60 |
5,644.90 |
4,982.70 |
662.20 |
12.0% |
104.10 |
1.9% |
79% |
False |
False |
|
| 80 |
5,644.90 |
4,667.69 |
977.21 |
17.8% |
92.36 |
1.7% |
86% |
False |
False |
|
| 100 |
5,644.90 |
4,660.47 |
984.43 |
17.9% |
81.40 |
1.5% |
86% |
False |
False |
|
| 120 |
5,644.90 |
4,570.76 |
1,074.14 |
19.5% |
73.67 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,957.70 |
|
2.618 |
5,806.25 |
|
1.618 |
5,713.45 |
|
1.000 |
5,656.10 |
|
0.618 |
5,620.65 |
|
HIGH |
5,563.30 |
|
0.618 |
5,527.85 |
|
0.500 |
5,516.90 |
|
0.382 |
5,505.95 |
|
LOW |
5,470.50 |
|
0.618 |
5,413.15 |
|
1.000 |
5,377.70 |
|
1.618 |
5,320.35 |
|
2.618 |
5,227.55 |
|
4.250 |
5,076.10 |
|
|