| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-1996 |
09-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
5,718.67 |
5,713.49 |
-5.18 |
-0.1% |
5,679.83 |
| High |
5,746.41 |
5,747.15 |
0.74 |
0.0% |
5,754.55 |
| Low |
5,661.34 |
5,654.31 |
-7.03 |
-0.1% |
5,630.26 |
| Close |
5,713.49 |
5,681.31 |
-32.18 |
-0.6% |
5,681.31 |
| Range |
85.07 |
92.84 |
7.77 |
9.1% |
124.29 |
| ATR |
109.06 |
107.90 |
-1.16 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,972.78 |
5,919.88 |
5,732.37 |
|
| R3 |
5,879.94 |
5,827.04 |
5,706.84 |
|
| R2 |
5,787.10 |
5,787.10 |
5,698.33 |
|
| R1 |
5,734.20 |
5,734.20 |
5,689.82 |
5,714.23 |
| PP |
5,694.26 |
5,694.26 |
5,694.26 |
5,684.27 |
| S1 |
5,641.36 |
5,641.36 |
5,672.80 |
5,621.39 |
| S2 |
5,601.42 |
5,601.42 |
5,664.29 |
|
| S3 |
5,508.58 |
5,548.52 |
5,655.78 |
|
| S4 |
5,415.74 |
5,455.68 |
5,630.25 |
|
|
| Weekly Pivots for week ending 09-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,061.58 |
5,995.73 |
5,749.67 |
|
| R3 |
5,937.29 |
5,871.44 |
5,715.49 |
|
| R2 |
5,813.00 |
5,813.00 |
5,704.10 |
|
| R1 |
5,747.15 |
5,747.15 |
5,692.70 |
5,780.08 |
| PP |
5,688.71 |
5,688.71 |
5,688.71 |
5,705.17 |
| S1 |
5,622.86 |
5,622.86 |
5,669.92 |
5,655.79 |
| S2 |
5,564.42 |
5,564.42 |
5,658.52 |
|
| S3 |
5,440.13 |
5,498.57 |
5,647.13 |
|
| S4 |
5,315.84 |
5,374.28 |
5,612.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,754.55 |
5,630.26 |
124.29 |
2.2% |
87.89 |
1.5% |
41% |
False |
False |
|
| 10 |
5,754.55 |
5,403.52 |
351.03 |
6.2% |
94.32 |
1.7% |
79% |
False |
False |
|
| 20 |
5,754.55 |
5,170.11 |
584.44 |
10.3% |
120.44 |
2.1% |
87% |
False |
False |
|
| 40 |
5,770.61 |
5,170.11 |
600.50 |
10.6% |
108.21 |
1.9% |
85% |
False |
False |
|
| 60 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
106.61 |
1.9% |
77% |
False |
False |
|
| 80 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
106.15 |
1.9% |
77% |
False |
False |
|
| 100 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
108.14 |
1.9% |
77% |
False |
False |
|
| 120 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
112.07 |
2.0% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,141.72 |
|
2.618 |
5,990.21 |
|
1.618 |
5,897.37 |
|
1.000 |
5,839.99 |
|
0.618 |
5,804.53 |
|
HIGH |
5,747.15 |
|
0.618 |
5,711.69 |
|
0.500 |
5,700.73 |
|
0.382 |
5,689.77 |
|
LOW |
5,654.31 |
|
0.618 |
5,596.93 |
|
1.000 |
5,561.47 |
|
1.618 |
5,504.09 |
|
2.618 |
5,411.25 |
|
4.250 |
5,259.74 |
|
|