Day Change Summary |
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Previous |
Current |
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26-Jun-1996 |
27-Jun-1996 |
Change |
Change % |
Previous Week |
Open |
5,719.27 |
5,682.70 |
-36.57 |
-0.6% |
5,649.45 |
High |
5,739.59 |
5,715.21 |
-24.38 |
-0.4% |
5,722.22 |
Low |
5,652.04 |
5,616.21 |
-35.83 |
-0.6% |
5,600.70 |
Close |
5,682.70 |
5,677.53 |
-5.17 |
-0.1% |
5,705.23 |
Range |
87.55 |
99.00 |
11.45 |
13.1% |
121.52 |
ATR |
95.26 |
95.53 |
0.27 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,966.65 |
5,921.09 |
5,731.98 |
|
R3 |
5,867.65 |
5,822.09 |
5,704.76 |
|
R2 |
5,768.65 |
5,768.65 |
5,695.68 |
|
R1 |
5,723.09 |
5,723.09 |
5,686.61 |
5,696.37 |
PP |
5,669.65 |
5,669.65 |
5,669.65 |
5,656.29 |
S1 |
5,624.09 |
5,624.09 |
5,668.46 |
5,597.37 |
S2 |
5,570.65 |
5,570.65 |
5,659.38 |
|
S3 |
5,471.65 |
5,525.09 |
5,650.31 |
|
S4 |
5,372.65 |
5,426.09 |
5,623.08 |
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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 |
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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 |
5,616.21 |
154.40 |
2.7% |
88.65 |
1.6% |
40% |
False |
True |
|
10 |
5,770.61 |
5,600.70 |
169.91 |
3.0% |
86.92 |
1.5% |
45% |
False |
False |
|
20 |
5,770.61 |
5,559.69 |
210.92 |
3.7% |
92.26 |
1.6% |
56% |
False |
False |
|
40 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
101.52 |
1.8% |
69% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
104.03 |
1.8% |
69% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
109.15 |
1.9% |
69% |
False |
False |
|
100 |
5,833.04 |
5,327.74 |
505.30 |
8.9% |
110.95 |
2.0% |
69% |
False |
False |
|
120 |
5,833.04 |
5,000.10 |
832.94 |
14.7% |
111.53 |
2.0% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,135.96 |
2.618 |
5,974.39 |
1.618 |
5,875.39 |
1.000 |
5,814.21 |
0.618 |
5,776.39 |
HIGH |
5,715.21 |
0.618 |
5,677.39 |
0.500 |
5,665.71 |
0.382 |
5,654.03 |
LOW |
5,616.21 |
0.618 |
5,555.03 |
1.000 |
5,517.21 |
1.618 |
5,456.03 |
2.618 |
5,357.03 |
4.250 |
5,195.46 |
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