| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-1996 |
22-Feb-1996 |
Change |
Change % |
Previous Week |
| Open |
5,462.10 |
5,562.60 |
100.50 |
1.8% |
5,541.60 |
| High |
5,548.10 |
5,638.40 |
90.30 |
1.6% |
5,644.90 |
| Low |
5,440.80 |
5,511.60 |
70.80 |
1.3% |
5,470.50 |
| Close |
5,516.00 |
5,608.50 |
92.50 |
1.7% |
5,503.30 |
| Range |
107.30 |
126.80 |
19.50 |
18.2% |
174.40 |
| ATR |
109.33 |
110.58 |
1.25 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,966.57 |
5,914.33 |
5,678.24 |
|
| R3 |
5,839.77 |
5,787.53 |
5,643.37 |
|
| R2 |
5,712.97 |
5,712.97 |
5,631.75 |
|
| R1 |
5,660.73 |
5,660.73 |
5,620.12 |
5,686.85 |
| PP |
5,586.17 |
5,586.17 |
5,586.17 |
5,599.23 |
| S1 |
5,533.93 |
5,533.93 |
5,596.88 |
5,560.05 |
| S2 |
5,459.37 |
5,459.37 |
5,585.25 |
|
| S3 |
5,332.57 |
5,407.13 |
5,573.63 |
|
| S4 |
5,205.77 |
5,280.33 |
5,538.76 |
|
|
| 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 |
5,638.40 |
5,393.50 |
244.90 |
4.4% |
111.56 |
2.0% |
88% |
True |
False |
|
| 10 |
5,644.90 |
5,393.50 |
251.40 |
4.5% |
113.14 |
2.0% |
86% |
False |
False |
|
| 20 |
5,644.90 |
5,173.80 |
471.10 |
8.4% |
110.74 |
2.0% |
92% |
False |
False |
|
| 40 |
5,644.90 |
5,000.10 |
644.80 |
11.5% |
109.93 |
2.0% |
94% |
False |
False |
|
| 60 |
5,644.90 |
5,000.10 |
644.80 |
11.5% |
106.08 |
1.9% |
94% |
False |
False |
|
| 80 |
5,644.90 |
4,741.75 |
903.15 |
16.1% |
94.08 |
1.7% |
96% |
False |
False |
|
| 100 |
5,644.90 |
4,660.47 |
984.43 |
17.6% |
83.82 |
1.5% |
96% |
False |
False |
|
| 120 |
5,644.90 |
4,607.03 |
1,037.87 |
18.5% |
76.03 |
1.4% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,177.30 |
|
2.618 |
5,970.36 |
|
1.618 |
5,843.56 |
|
1.000 |
5,765.20 |
|
0.618 |
5,716.76 |
|
HIGH |
5,638.40 |
|
0.618 |
5,589.96 |
|
0.500 |
5,575.00 |
|
0.382 |
5,560.04 |
|
LOW |
5,511.60 |
|
0.618 |
5,433.24 |
|
1.000 |
5,384.80 |
|
1.618 |
5,306.44 |
|
2.618 |
5,179.64 |
|
4.250 |
4,972.70 |
|
|