| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1996 |
26-Jun-1996 |
Change |
Change % |
Previous Week |
| Open |
5,717.79 |
5,719.27 |
1.48 |
0.0% |
5,649.45 |
| High |
5,760.27 |
5,739.59 |
-20.68 |
-0.4% |
5,722.22 |
| Low |
5,668.66 |
5,652.04 |
-16.62 |
-0.3% |
5,600.70 |
| Close |
5,719.27 |
5,682.70 |
-36.57 |
-0.6% |
5,705.23 |
| Range |
91.61 |
87.55 |
-4.06 |
-4.4% |
121.52 |
| ATR |
95.86 |
95.26 |
-0.59 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,954.09 |
5,905.95 |
5,730.85 |
|
| R3 |
5,866.54 |
5,818.40 |
5,706.78 |
|
| R2 |
5,778.99 |
5,778.99 |
5,698.75 |
|
| R1 |
5,730.85 |
5,730.85 |
5,690.73 |
5,711.15 |
| PP |
5,691.44 |
5,691.44 |
5,691.44 |
5,681.59 |
| S1 |
5,643.30 |
5,643.30 |
5,674.67 |
5,623.60 |
| S2 |
5,603.89 |
5,603.89 |
5,666.65 |
|
| S3 |
5,516.34 |
5,555.75 |
5,658.62 |
|
| S4 |
5,428.79 |
5,468.20 |
5,634.55 |
|
|
| Weekly Pivots for week ending 21-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,040.61 |
5,994.44 |
5,772.07 |
|
| R3 |
5,919.09 |
5,872.92 |
5,738.65 |
|
| R2 |
5,797.57 |
5,797.57 |
5,727.51 |
|
| R1 |
5,751.40 |
5,751.40 |
5,716.37 |
5,774.49 |
| PP |
5,676.05 |
5,676.05 |
5,676.05 |
5,687.59 |
| S1 |
5,629.88 |
5,629.88 |
5,694.09 |
5,652.97 |
| S2 |
5,554.53 |
5,554.53 |
5,682.95 |
|
| S3 |
5,433.01 |
5,508.36 |
5,671.81 |
|
| S4 |
5,311.49 |
5,386.84 |
5,638.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,770.61 |
5,606.97 |
163.64 |
2.9% |
89.69 |
1.6% |
46% |
False |
False |
|
| 10 |
5,770.61 |
5,600.70 |
169.91 |
3.0% |
86.22 |
1.5% |
48% |
False |
False |
|
| 20 |
5,770.61 |
5,559.69 |
210.92 |
3.7% |
92.77 |
1.6% |
58% |
False |
False |
|
| 40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
101.44 |
1.8% |
70% |
False |
False |
|
| 60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
104.20 |
1.8% |
70% |
False |
False |
|
| 80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
109.13 |
1.9% |
70% |
False |
False |
|
| 100 |
5,833.04 |
5,319.40 |
513.64 |
9.0% |
111.11 |
2.0% |
71% |
False |
False |
|
| 120 |
5,833.04 |
5,000.10 |
832.94 |
14.7% |
111.22 |
2.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,111.68 |
|
2.618 |
5,968.80 |
|
1.618 |
5,881.25 |
|
1.000 |
5,827.14 |
|
0.618 |
5,793.70 |
|
HIGH |
5,739.59 |
|
0.618 |
5,706.15 |
|
0.500 |
5,695.82 |
|
0.382 |
5,685.48 |
|
LOW |
5,652.04 |
|
0.618 |
5,597.93 |
|
1.000 |
5,564.49 |
|
1.618 |
5,510.38 |
|
2.618 |
5,422.83 |
|
4.250 |
5,279.95 |
|
|