| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-1996 |
13-Sep-1996 |
Change |
Change % |
Previous Week |
| Open |
5,754.92 |
5,771.94 |
17.02 |
0.3% |
5,659.86 |
| High |
5,815.59 |
5,871.44 |
55.85 |
1.0% |
5,871.44 |
| Low |
5,739.76 |
5,786.73 |
46.97 |
0.8% |
5,662.08 |
| Close |
5,771.94 |
5,838.52 |
66.58 |
1.2% |
5,838.52 |
| Range |
75.83 |
84.71 |
8.88 |
11.7% |
209.36 |
| ATR |
89.68 |
90.38 |
0.70 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,086.36 |
6,047.15 |
5,885.11 |
|
| R3 |
6,001.65 |
5,962.44 |
5,861.82 |
|
| R2 |
5,916.94 |
5,916.94 |
5,854.05 |
|
| R1 |
5,877.73 |
5,877.73 |
5,846.29 |
5,897.34 |
| PP |
5,832.23 |
5,832.23 |
5,832.23 |
5,842.03 |
| S1 |
5,793.02 |
5,793.02 |
5,830.75 |
5,812.63 |
| S2 |
5,747.52 |
5,747.52 |
5,822.99 |
|
| S3 |
5,662.81 |
5,708.31 |
5,815.22 |
|
| S4 |
5,578.10 |
5,623.60 |
5,791.93 |
|
|
| Weekly Pivots for week ending 13-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,418.76 |
6,338.00 |
5,953.67 |
|
| R3 |
6,209.40 |
6,128.64 |
5,896.09 |
|
| R2 |
6,000.04 |
6,000.04 |
5,876.90 |
|
| R1 |
5,919.28 |
5,919.28 |
5,857.71 |
5,959.66 |
| PP |
5,790.68 |
5,790.68 |
5,790.68 |
5,810.87 |
| S1 |
5,709.92 |
5,709.92 |
5,819.33 |
5,750.30 |
| S2 |
5,581.32 |
5,581.32 |
5,800.14 |
|
| S3 |
5,371.96 |
5,500.56 |
5,780.95 |
|
| S4 |
5,162.60 |
5,291.20 |
5,723.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,871.44 |
5,662.08 |
209.36 |
3.6% |
84.34 |
1.4% |
84% |
True |
False |
|
| 10 |
5,871.44 |
5,550.37 |
321.07 |
5.5% |
88.92 |
1.5% |
90% |
True |
False |
|
| 20 |
5,871.44 |
5,550.37 |
321.07 |
5.5% |
84.39 |
1.4% |
90% |
True |
False |
|
| 40 |
5,871.44 |
5,244.83 |
626.61 |
10.7% |
92.01 |
1.6% |
95% |
True |
False |
|
| 60 |
5,871.44 |
5,170.11 |
701.33 |
12.0% |
100.60 |
1.7% |
95% |
True |
False |
|
| 80 |
5,871.44 |
5,170.11 |
701.33 |
12.0% |
100.13 |
1.7% |
95% |
True |
False |
|
| 100 |
5,871.44 |
5,170.11 |
701.33 |
12.0% |
101.45 |
1.7% |
95% |
True |
False |
|
| 120 |
5,871.44 |
5,170.11 |
701.33 |
12.0% |
103.27 |
1.8% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,231.46 |
|
2.618 |
6,093.21 |
|
1.618 |
6,008.50 |
|
1.000 |
5,956.15 |
|
0.618 |
5,923.79 |
|
HIGH |
5,871.44 |
|
0.618 |
5,839.08 |
|
0.500 |
5,829.09 |
|
0.382 |
5,819.09 |
|
LOW |
5,786.73 |
|
0.618 |
5,734.38 |
|
1.000 |
5,702.02 |
|
1.618 |
5,649.67 |
|
2.618 |
5,564.96 |
|
4.250 |
5,426.71 |
|
|