Day Change Summary |
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Previous |
Current |
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01-Jul-1996 |
02-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,654.63 |
5,729.98 |
75.35 |
1.3% |
5,705.23 |
High |
5,749.19 |
5,769.88 |
20.69 |
0.4% |
5,770.61 |
Low |
5,637.26 |
5,668.29 |
31.03 |
0.6% |
5,616.21 |
Close |
5,729.98 |
5,720.38 |
-9.60 |
-0.2% |
5,654.63 |
Range |
111.93 |
101.59 |
-10.34 |
-9.2% |
154.40 |
ATR |
96.91 |
97.24 |
0.33 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 02-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,024.29 |
5,973.92 |
5,776.25 |
|
R3 |
5,922.70 |
5,872.33 |
5,748.32 |
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R2 |
5,821.11 |
5,821.11 |
5,739.00 |
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R1 |
5,770.74 |
5,770.74 |
5,729.69 |
5,745.13 |
PP |
5,719.52 |
5,719.52 |
5,719.52 |
5,706.71 |
S1 |
5,669.15 |
5,669.15 |
5,711.07 |
5,643.54 |
S2 |
5,617.93 |
5,617.93 |
5,701.76 |
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S3 |
5,516.34 |
5,567.56 |
5,692.44 |
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S4 |
5,414.75 |
5,465.97 |
5,664.51 |
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Weekly Pivots for week ending 28-Jun-1996 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,143.68 |
6,053.56 |
5,739.55 |
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R3 |
5,989.28 |
5,899.16 |
5,697.09 |
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R2 |
5,834.88 |
5,834.88 |
5,682.94 |
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R1 |
5,744.76 |
5,744.76 |
5,668.78 |
5,712.62 |
PP |
5,680.48 |
5,680.48 |
5,680.48 |
5,664.42 |
S1 |
5,590.36 |
5,590.36 |
5,640.48 |
5,558.22 |
S2 |
5,526.08 |
5,526.08 |
5,626.32 |
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S3 |
5,371.68 |
5,435.96 |
5,612.17 |
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S4 |
5,217.28 |
5,281.56 |
5,569.71 |
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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 |
5,769.88 |
5,616.21 |
153.67 |
2.7% |
99.74 |
1.7% |
68% |
True |
False |
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10 |
5,770.61 |
5,600.70 |
169.91 |
3.0% |
95.27 |
1.7% |
70% |
False |
False |
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20 |
5,770.61 |
5,559.69 |
210.92 |
3.7% |
95.12 |
1.7% |
76% |
False |
False |
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40 |
5,833.04 |
5,327.74 |
505.30 |
8.8% |
100.08 |
1.7% |
78% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
8.8% |
104.17 |
1.8% |
78% |
False |
False |
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80 |
5,833.04 |
5,327.74 |
505.30 |
8.8% |
107.71 |
1.9% |
78% |
False |
False |
|
100 |
5,833.04 |
5,327.74 |
505.30 |
8.8% |
110.81 |
1.9% |
78% |
False |
False |
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120 |
5,833.04 |
5,000.10 |
832.94 |
14.6% |
110.99 |
1.9% |
86% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
6,201.64 |
2.618 |
6,035.84 |
1.618 |
5,934.25 |
1.000 |
5,871.47 |
0.618 |
5,832.66 |
HIGH |
5,769.88 |
0.618 |
5,731.07 |
0.500 |
5,719.09 |
0.382 |
5,707.10 |
LOW |
5,668.29 |
0.618 |
5,605.51 |
1.000 |
5,566.70 |
1.618 |
5,503.92 |
2.618 |
5,402.33 |
4.250 |
5,236.53 |
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