| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-1996 |
21-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
5,465.80 |
5,462.10 |
-3.70 |
-0.1% |
5,541.60 |
| High |
5,516.00 |
5,548.10 |
32.10 |
0.6% |
5,644.90 |
| Low |
5,393.50 |
5,440.80 |
47.30 |
0.9% |
5,470.50 |
| Close |
5,458.50 |
5,516.00 |
57.50 |
1.1% |
5,503.30 |
| Range |
122.50 |
107.30 |
-15.20 |
-12.4% |
174.40 |
| ATR |
109.49 |
109.33 |
-0.16 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,823.53 |
5,777.07 |
5,575.02 |
|
| R3 |
5,716.23 |
5,669.77 |
5,545.51 |
|
| R2 |
5,608.93 |
5,608.93 |
5,535.67 |
|
| R1 |
5,562.47 |
5,562.47 |
5,525.84 |
5,585.70 |
| PP |
5,501.63 |
5,501.63 |
5,501.63 |
5,513.25 |
| S1 |
5,455.17 |
5,455.17 |
5,506.16 |
5,478.40 |
| S2 |
5,394.33 |
5,394.33 |
5,496.33 |
|
| S3 |
5,287.03 |
5,347.87 |
5,486.49 |
|
| S4 |
5,179.73 |
5,240.57 |
5,456.99 |
|
|
| 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 |
5,633.00 |
5,393.50 |
239.50 |
4.3% |
105.92 |
1.9% |
51% |
False |
False |
|
| 10 |
5,644.90 |
5,393.50 |
251.40 |
4.6% |
110.11 |
2.0% |
49% |
False |
False |
|
| 20 |
5,644.90 |
5,173.80 |
471.10 |
8.5% |
110.42 |
2.0% |
73% |
False |
False |
|
| 40 |
5,644.90 |
5,000.10 |
644.80 |
11.7% |
108.68 |
2.0% |
80% |
False |
False |
|
| 60 |
5,644.90 |
5,000.10 |
644.80 |
11.7% |
105.31 |
1.9% |
80% |
False |
False |
|
| 80 |
5,644.90 |
4,676.00 |
968.90 |
17.6% |
93.31 |
1.7% |
87% |
False |
False |
|
| 100 |
5,644.90 |
4,660.47 |
984.43 |
17.8% |
82.90 |
1.5% |
87% |
False |
False |
|
| 120 |
5,644.90 |
4,600.34 |
1,044.56 |
18.9% |
75.10 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,004.13 |
|
2.618 |
5,829.01 |
|
1.618 |
5,721.71 |
|
1.000 |
5,655.40 |
|
0.618 |
5,614.41 |
|
HIGH |
5,548.10 |
|
0.618 |
5,507.11 |
|
0.500 |
5,494.45 |
|
0.382 |
5,481.79 |
|
LOW |
5,440.80 |
|
0.618 |
5,374.49 |
|
1.000 |
5,333.50 |
|
1.618 |
5,267.19 |
|
2.618 |
5,159.89 |
|
4.250 |
4,984.78 |
|
|