| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-1996 |
07-Jun-1996 |
Change |
Change % |
Previous Week |
| Open |
5,697.48 |
5,667.19 |
-30.29 |
-0.5% |
5,643.18 |
| High |
5,750.67 |
5,708.93 |
-41.74 |
-0.7% |
5,750.67 |
| Low |
5,639.48 |
5,559.69 |
-79.79 |
-1.4% |
5,559.69 |
| Close |
5,667.19 |
5,697.11 |
29.92 |
0.5% |
5,697.11 |
| Range |
111.19 |
149.24 |
38.05 |
34.2% |
190.98 |
| ATR |
104.17 |
107.38 |
3.22 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,102.96 |
6,049.28 |
5,779.19 |
|
| R3 |
5,953.72 |
5,900.04 |
5,738.15 |
|
| R2 |
5,804.48 |
5,804.48 |
5,724.47 |
|
| R1 |
5,750.80 |
5,750.80 |
5,710.79 |
5,777.64 |
| PP |
5,655.24 |
5,655.24 |
5,655.24 |
5,668.67 |
| S1 |
5,601.56 |
5,601.56 |
5,683.43 |
5,628.40 |
| S2 |
5,506.00 |
5,506.00 |
5,669.75 |
|
| S3 |
5,356.76 |
5,452.32 |
5,656.07 |
|
| S4 |
5,207.52 |
5,303.08 |
5,615.03 |
|
|
| Weekly Pivots for week ending 07-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,242.10 |
6,160.58 |
5,802.15 |
|
| R3 |
6,051.12 |
5,969.60 |
5,749.63 |
|
| R2 |
5,860.14 |
5,860.14 |
5,732.12 |
|
| R1 |
5,778.62 |
5,778.62 |
5,714.62 |
5,819.38 |
| PP |
5,669.16 |
5,669.16 |
5,669.16 |
5,689.54 |
| S1 |
5,587.64 |
5,587.64 |
5,679.60 |
5,628.40 |
| S2 |
5,478.18 |
5,478.18 |
5,662.10 |
|
| S3 |
5,287.20 |
5,396.66 |
5,644.59 |
|
| S4 |
5,096.22 |
5,205.68 |
5,592.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,750.67 |
5,559.69 |
190.98 |
3.4% |
100.84 |
1.8% |
72% |
False |
True |
|
| 10 |
5,815.68 |
5,559.69 |
255.99 |
4.5% |
103.43 |
1.8% |
54% |
False |
True |
|
| 20 |
5,833.04 |
5,478.03 |
355.01 |
6.2% |
104.00 |
1.8% |
62% |
False |
False |
|
| 40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
106.85 |
1.9% |
73% |
False |
False |
|
| 60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
110.19 |
1.9% |
73% |
False |
False |
|
| 80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
114.62 |
2.0% |
73% |
False |
False |
|
| 100 |
5,833.04 |
5,017.00 |
816.04 |
14.3% |
114.48 |
2.0% |
83% |
False |
False |
|
| 120 |
5,833.04 |
5,000.10 |
832.94 |
14.6% |
112.88 |
2.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,343.20 |
|
2.618 |
6,099.64 |
|
1.618 |
5,950.40 |
|
1.000 |
5,858.17 |
|
0.618 |
5,801.16 |
|
HIGH |
5,708.93 |
|
0.618 |
5,651.92 |
|
0.500 |
5,634.31 |
|
0.382 |
5,616.70 |
|
LOW |
5,559.69 |
|
0.618 |
5,467.46 |
|
1.000 |
5,410.45 |
|
1.618 |
5,318.22 |
|
2.618 |
5,168.98 |
|
4.250 |
4,925.42 |
|
|