| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-1996 |
02-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
5,882.17 |
5,904.90 |
22.73 |
0.4% |
5,888.46 |
| High |
5,942.17 |
5,966.02 |
23.85 |
0.4% |
5,938.76 |
| Low |
5,833.72 |
5,888.88 |
55.16 |
0.9% |
5,819.65 |
| Close |
5,904.90 |
5,933.97 |
29.07 |
0.5% |
5,872.92 |
| Range |
108.45 |
77.14 |
-31.31 |
-28.9% |
119.11 |
| ATR |
93.20 |
92.05 |
-1.15 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,161.04 |
6,124.65 |
5,976.40 |
|
| R3 |
6,083.90 |
6,047.51 |
5,955.18 |
|
| R2 |
6,006.76 |
6,006.76 |
5,948.11 |
|
| R1 |
5,970.37 |
5,970.37 |
5,941.04 |
5,988.57 |
| PP |
5,929.62 |
5,929.62 |
5,929.62 |
5,938.72 |
| S1 |
5,893.23 |
5,893.23 |
5,926.90 |
5,911.43 |
| S2 |
5,852.48 |
5,852.48 |
5,919.83 |
|
| S3 |
5,775.34 |
5,816.09 |
5,912.76 |
|
| S4 |
5,698.20 |
5,738.95 |
5,891.54 |
|
|
| Weekly Pivots for week ending 27-Sep-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,234.44 |
6,172.79 |
5,938.43 |
|
| R3 |
6,115.33 |
6,053.68 |
5,905.68 |
|
| R2 |
5,996.22 |
5,996.22 |
5,894.76 |
|
| R1 |
5,934.57 |
5,934.57 |
5,883.84 |
5,905.84 |
| PP |
5,877.11 |
5,877.11 |
5,877.11 |
5,862.75 |
| S1 |
5,815.46 |
5,815.46 |
5,862.00 |
5,786.73 |
| S2 |
5,758.00 |
5,758.00 |
5,851.08 |
|
| S3 |
5,638.89 |
5,696.35 |
5,840.16 |
|
| S4 |
5,519.78 |
5,577.24 |
5,807.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,966.02 |
5,819.65 |
146.37 |
2.5% |
91.64 |
1.5% |
78% |
True |
False |
|
| 10 |
5,966.02 |
5,818.17 |
147.85 |
2.5% |
93.50 |
1.6% |
78% |
True |
False |
|
| 20 |
5,966.02 |
5,585.51 |
380.51 |
6.4% |
91.14 |
1.5% |
92% |
True |
False |
|
| 40 |
5,966.02 |
5,550.37 |
415.65 |
7.0% |
87.90 |
1.5% |
92% |
True |
False |
|
| 60 |
5,966.02 |
5,170.11 |
795.91 |
13.4% |
100.41 |
1.7% |
96% |
True |
False |
|
| 80 |
5,966.02 |
5,170.11 |
795.91 |
13.4% |
98.26 |
1.7% |
96% |
True |
False |
|
| 100 |
5,966.02 |
5,170.11 |
795.91 |
13.4% |
99.43 |
1.7% |
96% |
True |
False |
|
| 120 |
5,966.02 |
5,170.11 |
795.91 |
13.4% |
100.72 |
1.7% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,293.87 |
|
2.618 |
6,167.97 |
|
1.618 |
6,090.83 |
|
1.000 |
6,043.16 |
|
0.618 |
6,013.69 |
|
HIGH |
5,966.02 |
|
0.618 |
5,936.55 |
|
0.500 |
5,927.45 |
|
0.382 |
5,918.35 |
|
LOW |
5,888.88 |
|
0.618 |
5,841.21 |
|
1.000 |
5,811.74 |
|
1.618 |
5,764.07 |
|
2.618 |
5,686.93 |
|
4.250 |
5,561.04 |
|
|