Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-1996 |
08-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
5,703.02 |
5,588.14 |
-114.88 |
-2.0% |
5,654.63 |
High |
5,657.21 |
5,622.12 |
-35.09 |
-0.6% |
5,769.88 |
Low |
5,570.77 |
5,519.80 |
-50.97 |
-0.9% |
5,570.77 |
Close |
5,588.14 |
5,550.83 |
-37.31 |
-0.7% |
5,588.14 |
Range |
86.44 |
102.32 |
15.88 |
18.4% |
199.11 |
ATR |
99.52 |
99.72 |
0.20 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.21 |
5,813.34 |
5,607.11 |
|
R3 |
5,768.89 |
5,711.02 |
5,578.97 |
|
R2 |
5,666.57 |
5,666.57 |
5,569.59 |
|
R1 |
5,608.70 |
5,608.70 |
5,560.21 |
5,586.48 |
PP |
5,564.25 |
5,564.25 |
5,564.25 |
5,553.14 |
S1 |
5,506.38 |
5,506.38 |
5,541.45 |
5,484.16 |
S2 |
5,461.93 |
5,461.93 |
5,532.07 |
|
S3 |
5,359.61 |
5,404.06 |
5,522.69 |
|
S4 |
5,257.29 |
5,301.74 |
5,494.55 |
|
|
Weekly Pivots for week ending 05-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,240.26 |
6,113.31 |
5,697.65 |
|
R3 |
6,041.15 |
5,914.20 |
5,642.90 |
|
R2 |
5,842.04 |
5,842.04 |
5,624.64 |
|
R1 |
5,715.09 |
5,715.09 |
5,606.39 |
5,679.01 |
PP |
5,642.93 |
5,642.93 |
5,642.93 |
5,624.89 |
S1 |
5,515.98 |
5,515.98 |
5,569.89 |
5,479.90 |
S2 |
5,443.82 |
5,443.82 |
5,551.64 |
|
S3 |
5,244.71 |
5,316.87 |
5,533.38 |
|
S4 |
5,045.60 |
5,117.76 |
5,478.63 |
|
|
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 |
5,519.80 |
250.08 |
4.5% |
99.22 |
1.8% |
12% |
False |
True |
|
10 |
5,770.61 |
5,519.80 |
250.81 |
4.5% |
95.49 |
1.7% |
12% |
False |
True |
|
20 |
5,770.61 |
5,519.80 |
250.81 |
4.5% |
91.87 |
1.7% |
12% |
False |
True |
|
40 |
5,833.04 |
5,478.03 |
355.01 |
6.4% |
97.94 |
1.8% |
21% |
False |
False |
|
60 |
5,833.04 |
5,327.74 |
505.30 |
9.1% |
101.86 |
1.8% |
44% |
False |
False |
|
80 |
5,833.04 |
5,327.74 |
505.30 |
9.1% |
105.61 |
1.9% |
44% |
False |
False |
|
100 |
5,833.04 |
5,327.74 |
505.30 |
9.1% |
110.07 |
2.0% |
44% |
False |
False |
|
120 |
5,833.04 |
5,017.00 |
816.04 |
14.7% |
110.71 |
2.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,056.98 |
2.618 |
5,889.99 |
1.618 |
5,787.67 |
1.000 |
5,724.44 |
0.618 |
5,685.35 |
HIGH |
5,622.12 |
0.618 |
5,583.03 |
0.500 |
5,570.96 |
0.382 |
5,558.89 |
LOW |
5,519.80 |
0.618 |
5,456.57 |
1.000 |
5,417.48 |
1.618 |
5,354.25 |
2.618 |
5,251.93 |
4.250 |
5,084.94 |
|
|