| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1996 |
23-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
6,090.87 |
6,061.80 |
-29.07 |
-0.5% |
5,969.38 |
| High |
6,114.73 |
6,081.93 |
-32.80 |
-0.5% |
6,119.57 |
| Low |
6,015.59 |
5,965.65 |
-49.94 |
-0.8% |
5,943.66 |
| Close |
6,061.80 |
6,036.46 |
-25.34 |
-0.4% |
6,094.23 |
| Range |
99.14 |
116.28 |
17.14 |
17.3% |
175.91 |
| ATR |
99.54 |
100.73 |
1.20 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,376.85 |
6,322.94 |
6,100.41 |
|
| R3 |
6,260.57 |
6,206.66 |
6,068.44 |
|
| R2 |
6,144.29 |
6,144.29 |
6,057.78 |
|
| R1 |
6,090.38 |
6,090.38 |
6,047.12 |
6,059.20 |
| PP |
6,028.01 |
6,028.01 |
6,028.01 |
6,012.42 |
| S1 |
5,974.10 |
5,974.10 |
6,025.80 |
5,942.92 |
| S2 |
5,911.73 |
5,911.73 |
6,015.14 |
|
| S3 |
5,795.45 |
5,857.82 |
6,004.48 |
|
| S4 |
5,679.17 |
5,741.54 |
5,972.51 |
|
|
| Weekly Pivots for week ending 18-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,580.22 |
6,513.13 |
6,190.98 |
|
| R3 |
6,404.31 |
6,337.22 |
6,142.61 |
|
| R2 |
6,228.40 |
6,228.40 |
6,126.48 |
|
| R1 |
6,161.31 |
6,161.31 |
6,110.36 |
6,194.86 |
| PP |
6,052.49 |
6,052.49 |
6,052.49 |
6,069.26 |
| S1 |
5,985.40 |
5,985.40 |
6,078.10 |
6,018.95 |
| S2 |
5,876.58 |
5,876.58 |
6,061.98 |
|
| S3 |
5,700.67 |
5,809.49 |
6,045.85 |
|
| S4 |
5,524.76 |
5,633.58 |
5,997.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,162.80 |
5,965.65 |
197.15 |
3.3% |
113.00 |
1.9% |
36% |
False |
True |
|
| 10 |
6,162.80 |
5,876.58 |
286.22 |
4.7% |
106.33 |
1.8% |
56% |
False |
False |
|
| 20 |
6,162.80 |
5,819.65 |
343.15 |
5.7% |
99.39 |
1.6% |
63% |
False |
False |
|
| 40 |
6,162.80 |
5,550.37 |
612.43 |
10.1% |
95.05 |
1.6% |
79% |
False |
False |
|
| 60 |
6,162.80 |
5,460.48 |
702.32 |
11.6% |
92.20 |
1.5% |
82% |
False |
False |
|
| 80 |
6,162.80 |
5,170.11 |
992.69 |
16.4% |
100.26 |
1.7% |
87% |
False |
False |
|
| 100 |
6,162.80 |
5,170.11 |
992.69 |
16.4% |
99.03 |
1.6% |
87% |
False |
False |
|
| 120 |
6,162.80 |
5,170.11 |
992.69 |
16.4% |
100.44 |
1.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,576.12 |
|
2.618 |
6,386.35 |
|
1.618 |
6,270.07 |
|
1.000 |
6,198.21 |
|
0.618 |
6,153.79 |
|
HIGH |
6,081.93 |
|
0.618 |
6,037.51 |
|
0.500 |
6,023.79 |
|
0.382 |
6,010.07 |
|
LOW |
5,965.65 |
|
0.618 |
5,893.79 |
|
1.000 |
5,849.37 |
|
1.618 |
5,777.51 |
|
2.618 |
5,661.23 |
|
4.250 |
5,471.46 |
|
|