| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-1996 |
20-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
5,520.70 |
5,465.80 |
-54.90 |
-1.0% |
5,541.60 |
| High |
5,563.30 |
5,516.00 |
-47.30 |
-0.9% |
5,644.90 |
| Low |
5,470.50 |
5,393.50 |
-77.00 |
-1.4% |
5,470.50 |
| Close |
5,503.30 |
5,458.50 |
-44.80 |
-0.8% |
5,503.30 |
| Range |
92.80 |
122.50 |
29.70 |
32.0% |
174.40 |
| ATR |
108.49 |
109.49 |
1.00 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,823.50 |
5,763.50 |
5,525.88 |
|
| R3 |
5,701.00 |
5,641.00 |
5,492.19 |
|
| R2 |
5,578.50 |
5,578.50 |
5,480.96 |
|
| R1 |
5,518.50 |
5,518.50 |
5,469.73 |
5,487.25 |
| PP |
5,456.00 |
5,456.00 |
5,456.00 |
5,440.38 |
| S1 |
5,396.00 |
5,396.00 |
5,447.27 |
5,364.75 |
| S2 |
5,333.50 |
5,333.50 |
5,436.04 |
|
| S3 |
5,211.00 |
5,273.50 |
5,424.81 |
|
| S4 |
5,088.50 |
5,151.00 |
5,391.13 |
|
|
| 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 |
5,393.50 |
251.40 |
4.6% |
107.42 |
2.0% |
26% |
False |
True |
|
| 10 |
5,644.90 |
5,371.80 |
273.10 |
5.0% |
110.58 |
2.0% |
32% |
False |
False |
|
| 20 |
5,644.90 |
5,141.30 |
503.60 |
9.2% |
110.08 |
2.0% |
63% |
False |
False |
|
| 40 |
5,644.90 |
5,000.10 |
644.80 |
11.8% |
108.07 |
2.0% |
71% |
False |
False |
|
| 60 |
5,644.90 |
5,000.10 |
644.80 |
11.8% |
104.25 |
1.9% |
71% |
False |
False |
|
| 80 |
5,644.90 |
4,667.69 |
977.21 |
17.9% |
93.07 |
1.7% |
81% |
False |
False |
|
| 100 |
5,644.90 |
4,660.47 |
984.43 |
18.0% |
82.12 |
1.5% |
81% |
False |
False |
|
| 120 |
5,644.90 |
4,600.34 |
1,044.56 |
19.1% |
74.37 |
1.4% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,036.63 |
|
2.618 |
5,836.71 |
|
1.618 |
5,714.21 |
|
1.000 |
5,638.50 |
|
0.618 |
5,591.71 |
|
HIGH |
5,516.00 |
|
0.618 |
5,469.21 |
|
0.500 |
5,454.75 |
|
0.382 |
5,440.30 |
|
LOW |
5,393.50 |
|
0.618 |
5,317.80 |
|
1.000 |
5,271.00 |
|
1.618 |
5,195.30 |
|
2.618 |
5,072.80 |
|
4.250 |
4,872.88 |
|
|