| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-1996 |
02-May-1996 |
Change |
Change % |
Previous Week |
| Open |
5,569.08 |
5,575.22 |
6.14 |
0.1% |
5,535.48 |
| High |
5,619.29 |
5,578.11 |
-41.18 |
-0.7% |
5,621.82 |
| Low |
5,523.56 |
5,455.27 |
-68.29 |
-1.2% |
5,489.60 |
| Close |
5,575.22 |
5,498.27 |
-76.95 |
-1.4% |
5,567.99 |
| Range |
95.73 |
122.84 |
27.11 |
28.3% |
132.22 |
| ATR |
109.65 |
110.59 |
0.94 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,879.07 |
5,811.51 |
5,565.83 |
|
| R3 |
5,756.23 |
5,688.67 |
5,532.05 |
|
| R2 |
5,633.39 |
5,633.39 |
5,520.79 |
|
| R1 |
5,565.83 |
5,565.83 |
5,509.53 |
5,538.19 |
| PP |
5,510.55 |
5,510.55 |
5,510.55 |
5,496.73 |
| S1 |
5,442.99 |
5,442.99 |
5,487.01 |
5,415.35 |
| S2 |
5,387.71 |
5,387.71 |
5,475.75 |
|
| S3 |
5,264.87 |
5,320.15 |
5,464.49 |
|
| S4 |
5,142.03 |
5,197.31 |
5,430.71 |
|
|
| Weekly Pivots for week ending 26-Apr-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,956.46 |
5,894.45 |
5,640.71 |
|
| R3 |
5,824.24 |
5,762.23 |
5,604.35 |
|
| R2 |
5,692.02 |
5,692.02 |
5,592.23 |
|
| R1 |
5,630.01 |
5,630.01 |
5,580.11 |
5,661.02 |
| PP |
5,559.80 |
5,559.80 |
5,559.80 |
5,575.31 |
| S1 |
5,497.79 |
5,497.79 |
5,555.87 |
5,528.80 |
| S2 |
5,427.58 |
5,427.58 |
5,543.75 |
|
| S3 |
5,295.36 |
5,365.57 |
5,531.63 |
|
| S4 |
5,163.14 |
5,233.35 |
5,495.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,619.29 |
5,455.27 |
164.02 |
3.0% |
99.86 |
1.8% |
26% |
False |
True |
|
| 10 |
5,621.82 |
5,455.27 |
166.55 |
3.0% |
98.84 |
1.8% |
26% |
False |
True |
|
| 20 |
5,737.07 |
5,382.66 |
354.41 |
6.4% |
110.53 |
2.0% |
33% |
False |
False |
|
| 40 |
5,755.86 |
5,382.66 |
373.20 |
6.8% |
116.98 |
2.1% |
31% |
False |
False |
|
| 60 |
5,755.86 |
5,382.66 |
373.20 |
6.8% |
117.42 |
2.1% |
31% |
False |
False |
|
| 80 |
5,755.86 |
5,000.10 |
755.76 |
13.7% |
116.34 |
2.1% |
66% |
False |
False |
|
| 100 |
5,755.86 |
5,000.10 |
755.76 |
13.7% |
113.52 |
2.1% |
66% |
False |
False |
|
| 120 |
5,755.86 |
4,835.70 |
920.16 |
16.7% |
108.34 |
2.0% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,100.18 |
|
2.618 |
5,899.71 |
|
1.618 |
5,776.87 |
|
1.000 |
5,700.95 |
|
0.618 |
5,654.03 |
|
HIGH |
5,578.11 |
|
0.618 |
5,531.19 |
|
0.500 |
5,516.69 |
|
0.382 |
5,502.19 |
|
LOW |
5,455.27 |
|
0.618 |
5,379.35 |
|
1.000 |
5,332.43 |
|
1.618 |
5,256.51 |
|
2.618 |
5,133.67 |
|
4.250 |
4,933.20 |
|
|