| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1996 |
09-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
5,588.14 |
5,550.83 |
-37.31 |
-0.7% |
5,654.63 |
| High |
5,622.12 |
5,622.49 |
0.37 |
0.0% |
5,769.88 |
| Low |
5,519.80 |
5,540.12 |
20.32 |
0.4% |
5,570.77 |
| Close |
5,550.83 |
5,581.86 |
31.03 |
0.6% |
5,588.14 |
| Range |
102.32 |
82.37 |
-19.95 |
-19.5% |
199.11 |
| ATR |
99.72 |
98.48 |
-1.24 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,828.60 |
5,787.60 |
5,627.16 |
|
| R3 |
5,746.23 |
5,705.23 |
5,604.51 |
|
| R2 |
5,663.86 |
5,663.86 |
5,596.96 |
|
| R1 |
5,622.86 |
5,622.86 |
5,589.41 |
5,643.36 |
| PP |
5,581.49 |
5,581.49 |
5,581.49 |
5,591.74 |
| S1 |
5,540.49 |
5,540.49 |
5,574.31 |
5,560.99 |
| S2 |
5,499.12 |
5,499.12 |
5,566.76 |
|
| S3 |
5,416.75 |
5,458.12 |
5,559.21 |
|
| S4 |
5,334.38 |
5,375.75 |
5,536.56 |
|
|
| 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% |
93.31 |
1.7% |
25% |
False |
False |
|
| 10 |
5,769.88 |
5,519.80 |
250.08 |
4.5% |
95.53 |
1.7% |
25% |
False |
False |
|
| 20 |
5,770.61 |
5,519.80 |
250.81 |
4.5% |
91.81 |
1.6% |
25% |
False |
False |
|
| 40 |
5,833.04 |
5,495.42 |
337.62 |
6.0% |
97.96 |
1.8% |
26% |
False |
False |
|
| 60 |
5,833.04 |
5,327.74 |
505.30 |
9.1% |
101.03 |
1.8% |
50% |
False |
False |
|
| 80 |
5,833.04 |
5,327.74 |
505.30 |
9.1% |
105.07 |
1.9% |
50% |
False |
False |
|
| 100 |
5,833.04 |
5,327.74 |
505.30 |
9.1% |
109.90 |
2.0% |
50% |
False |
False |
|
| 120 |
5,833.04 |
5,032.60 |
800.44 |
14.3% |
110.43 |
2.0% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,972.56 |
|
2.618 |
5,838.13 |
|
1.618 |
5,755.76 |
|
1.000 |
5,704.86 |
|
0.618 |
5,673.39 |
|
HIGH |
5,622.49 |
|
0.618 |
5,591.02 |
|
0.500 |
5,581.31 |
|
0.382 |
5,571.59 |
|
LOW |
5,540.12 |
|
0.618 |
5,489.22 |
|
1.000 |
5,457.75 |
|
1.618 |
5,406.85 |
|
2.618 |
5,324.48 |
|
4.250 |
5,190.05 |
|
|