| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-1996 |
16-Aug-1996 |
Change |
Change % |
Previous Week |
| Open |
5,666.88 |
5,665.78 |
-1.10 |
0.0% |
5,681.31 |
| High |
5,701.66 |
5,722.74 |
21.08 |
0.4% |
5,722.74 |
| Low |
5,633.22 |
5,646.54 |
13.32 |
0.2% |
5,614.36 |
| Close |
5,665.78 |
5,689.45 |
23.67 |
0.4% |
5,689.45 |
| Range |
68.44 |
76.20 |
7.76 |
11.3% |
108.38 |
| ATR |
101.91 |
100.07 |
-1.84 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,914.84 |
5,878.35 |
5,731.36 |
|
| R3 |
5,838.64 |
5,802.15 |
5,710.41 |
|
| R2 |
5,762.44 |
5,762.44 |
5,703.42 |
|
| R1 |
5,725.95 |
5,725.95 |
5,696.44 |
5,744.20 |
| PP |
5,686.24 |
5,686.24 |
5,686.24 |
5,695.37 |
| S1 |
5,649.75 |
5,649.75 |
5,682.47 |
5,668.00 |
| S2 |
5,610.04 |
5,610.04 |
5,675.48 |
|
| S3 |
5,533.84 |
5,573.55 |
5,668.50 |
|
| S4 |
5,457.64 |
5,497.35 |
5,647.54 |
|
|
| Weekly Pivots for week ending 16-Aug-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,000.66 |
5,953.43 |
5,749.06 |
|
| R3 |
5,892.28 |
5,845.05 |
5,719.25 |
|
| R2 |
5,783.90 |
5,783.90 |
5,709.32 |
|
| R1 |
5,736.67 |
5,736.67 |
5,699.38 |
5,760.29 |
| PP |
5,675.52 |
5,675.52 |
5,675.52 |
5,687.32 |
| S1 |
5,628.29 |
5,628.29 |
5,679.52 |
5,651.91 |
| S2 |
5,567.14 |
5,567.14 |
5,669.58 |
|
| S3 |
5,458.76 |
5,519.91 |
5,659.65 |
|
| S4 |
5,350.38 |
5,411.53 |
5,629.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,722.74 |
5,614.36 |
108.38 |
1.9% |
83.60 |
1.5% |
69% |
True |
False |
|
| 10 |
5,754.55 |
5,614.36 |
140.19 |
2.5% |
85.74 |
1.5% |
54% |
False |
False |
|
| 20 |
5,754.55 |
5,244.83 |
509.72 |
9.0% |
98.60 |
1.7% |
87% |
False |
False |
|
| 40 |
5,770.61 |
5,170.11 |
600.50 |
10.6% |
108.01 |
1.9% |
86% |
False |
False |
|
| 60 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
104.72 |
1.8% |
78% |
False |
False |
|
| 80 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
105.32 |
1.9% |
78% |
False |
False |
|
| 100 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
106.75 |
1.9% |
78% |
False |
False |
|
| 120 |
5,833.04 |
5,170.11 |
662.93 |
11.7% |
110.41 |
1.9% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,046.59 |
|
2.618 |
5,922.23 |
|
1.618 |
5,846.03 |
|
1.000 |
5,798.94 |
|
0.618 |
5,769.83 |
|
HIGH |
5,722.74 |
|
0.618 |
5,693.63 |
|
0.500 |
5,684.64 |
|
0.382 |
5,675.65 |
|
LOW |
5,646.54 |
|
0.618 |
5,599.45 |
|
1.000 |
5,570.34 |
|
1.618 |
5,523.25 |
|
2.618 |
5,447.05 |
|
4.250 |
5,322.69 |
|
|