| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1996 |
10-Jul-1996 |
Change |
Change % |
Previous Week |
| Open |
5,550.83 |
5,581.86 |
31.03 |
0.6% |
5,654.63 |
| High |
5,622.49 |
5,628.03 |
5.54 |
0.1% |
5,769.88 |
| Low |
5,540.12 |
5,515.00 |
-25.12 |
-0.5% |
5,570.77 |
| Close |
5,581.86 |
5,603.65 |
21.79 |
0.4% |
5,588.14 |
| Range |
82.37 |
113.03 |
30.66 |
37.2% |
199.11 |
| ATR |
98.48 |
99.52 |
1.04 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,921.32 |
5,875.51 |
5,665.82 |
|
| R3 |
5,808.29 |
5,762.48 |
5,634.73 |
|
| R2 |
5,695.26 |
5,695.26 |
5,624.37 |
|
| R1 |
5,649.45 |
5,649.45 |
5,614.01 |
5,672.36 |
| PP |
5,582.23 |
5,582.23 |
5,582.23 |
5,593.68 |
| S1 |
5,536.42 |
5,536.42 |
5,593.29 |
5,559.33 |
| S2 |
5,469.20 |
5,469.20 |
5,582.93 |
|
| S3 |
5,356.17 |
5,423.39 |
5,572.57 |
|
| S4 |
5,243.14 |
5,310.36 |
5,541.48 |
|
|
| 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 |
5,749.93 |
5,515.00 |
234.93 |
4.2% |
95.60 |
1.7% |
38% |
False |
True |
|
| 10 |
5,769.88 |
5,515.00 |
254.88 |
4.5% |
97.67 |
1.7% |
35% |
False |
True |
|
| 20 |
5,770.61 |
5,515.00 |
255.61 |
4.6% |
91.96 |
1.6% |
35% |
False |
True |
|
| 40 |
5,833.04 |
5,515.00 |
318.04 |
5.7% |
98.12 |
1.8% |
28% |
False |
True |
|
| 60 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
101.29 |
1.8% |
55% |
False |
False |
|
| 80 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
105.17 |
1.9% |
55% |
False |
False |
|
| 100 |
5,833.04 |
5,327.74 |
505.30 |
9.0% |
109.95 |
2.0% |
55% |
False |
False |
|
| 120 |
5,833.04 |
5,087.50 |
745.54 |
13.3% |
110.25 |
2.0% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,108.41 |
|
2.618 |
5,923.94 |
|
1.618 |
5,810.91 |
|
1.000 |
5,741.06 |
|
0.618 |
5,697.88 |
|
HIGH |
5,628.03 |
|
0.618 |
5,584.85 |
|
0.500 |
5,571.52 |
|
0.382 |
5,558.18 |
|
LOW |
5,515.00 |
|
0.618 |
5,445.15 |
|
1.000 |
5,401.97 |
|
1.618 |
5,332.12 |
|
2.618 |
5,219.09 |
|
4.250 |
5,034.62 |
|
|