| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-1996 |
28-Oct-1996 |
Change |
Change % |
Previous Week |
| Open |
5,992.48 |
6,007.02 |
14.54 |
0.2% |
6,094.23 |
| High |
6,047.64 |
6,063.67 |
16.03 |
0.3% |
6,162.80 |
| Low |
5,954.47 |
5,952.61 |
-1.86 |
0.0% |
5,953.72 |
| Close |
6,007.02 |
5,972.73 |
-34.29 |
-0.6% |
6,007.02 |
| Range |
93.17 |
111.06 |
17.89 |
19.2% |
209.08 |
| ATR |
101.89 |
102.55 |
0.65 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,329.52 |
6,262.18 |
6,033.81 |
|
| R3 |
6,218.46 |
6,151.12 |
6,003.27 |
|
| R2 |
6,107.40 |
6,107.40 |
5,993.09 |
|
| R1 |
6,040.06 |
6,040.06 |
5,982.91 |
6,018.20 |
| PP |
5,996.34 |
5,996.34 |
5,996.34 |
5,985.41 |
| S1 |
5,929.00 |
5,929.00 |
5,962.55 |
5,907.14 |
| S2 |
5,885.28 |
5,885.28 |
5,952.37 |
|
| S3 |
5,774.22 |
5,817.94 |
5,942.19 |
|
| S4 |
5,663.16 |
5,706.88 |
5,911.65 |
|
|
| Weekly Pivots for week ending 25-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,668.42 |
6,546.80 |
6,122.01 |
|
| R3 |
6,459.34 |
6,337.72 |
6,064.52 |
|
| R2 |
6,250.26 |
6,250.26 |
6,045.35 |
|
| R1 |
6,128.64 |
6,128.64 |
6,026.19 |
6,084.91 |
| PP |
6,041.18 |
6,041.18 |
6,041.18 |
6,019.32 |
| S1 |
5,919.56 |
5,919.56 |
5,987.85 |
5,875.83 |
| S2 |
5,832.10 |
5,832.10 |
5,968.69 |
|
| S3 |
5,623.02 |
5,710.48 |
5,949.52 |
|
| S4 |
5,413.94 |
5,501.40 |
5,892.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,114.73 |
5,952.61 |
162.12 |
2.7% |
109.20 |
1.8% |
12% |
False |
True |
|
| 10 |
6,162.80 |
5,943.66 |
219.14 |
3.7% |
113.48 |
1.9% |
13% |
False |
False |
|
| 20 |
6,162.80 |
5,833.72 |
329.08 |
5.5% |
102.28 |
1.7% |
42% |
False |
False |
|
| 40 |
6,162.80 |
5,550.37 |
612.43 |
10.3% |
96.84 |
1.6% |
69% |
False |
False |
|
| 60 |
6,162.80 |
5,550.37 |
612.43 |
10.3% |
92.37 |
1.5% |
69% |
False |
False |
|
| 80 |
6,162.80 |
5,170.11 |
992.69 |
16.6% |
100.86 |
1.7% |
81% |
False |
False |
|
| 100 |
6,162.80 |
5,170.11 |
992.69 |
16.6% |
99.54 |
1.7% |
81% |
False |
False |
|
| 120 |
6,162.80 |
5,170.11 |
992.69 |
16.6% |
99.99 |
1.7% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,535.68 |
|
2.618 |
6,354.43 |
|
1.618 |
6,243.37 |
|
1.000 |
6,174.73 |
|
0.618 |
6,132.31 |
|
HIGH |
6,063.67 |
|
0.618 |
6,021.25 |
|
0.500 |
6,008.14 |
|
0.382 |
5,995.03 |
|
LOW |
5,952.61 |
|
0.618 |
5,883.97 |
|
1.000 |
5,841.55 |
|
1.618 |
5,772.91 |
|
2.618 |
5,661.85 |
|
4.250 |
5,480.61 |
|
|