| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1999 |
02-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,296.77 |
2,322.32 |
25.55 |
1.1% |
2,243.94 |
| High |
2,329.06 |
2,348.22 |
19.16 |
0.8% |
2,348.22 |
| Low |
2,272.17 |
2,322.32 |
50.15 |
2.2% |
2,185.76 |
| Close |
2,322.32 |
2,347.88 |
25.56 |
1.1% |
2,347.88 |
| Range |
56.89 |
25.90 |
-30.99 |
-54.5% |
162.46 |
| ATR |
63.97 |
61.25 |
-2.72 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.17 |
2,408.43 |
2,362.13 |
|
| R3 |
2,391.27 |
2,382.53 |
2,355.00 |
|
| R2 |
2,365.37 |
2,365.37 |
2,352.63 |
|
| R1 |
2,356.63 |
2,356.63 |
2,350.25 |
2,361.00 |
| PP |
2,339.47 |
2,339.47 |
2,339.47 |
2,341.66 |
| S1 |
2,330.73 |
2,330.73 |
2,345.51 |
2,335.10 |
| S2 |
2,313.57 |
2,313.57 |
2,343.13 |
|
| S3 |
2,287.67 |
2,304.83 |
2,340.76 |
|
| S4 |
2,261.77 |
2,278.93 |
2,333.64 |
|
|
| Weekly Pivots for week ending 02-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.33 |
2,727.07 |
2,437.23 |
|
| R3 |
2,618.87 |
2,564.61 |
2,392.56 |
|
| R2 |
2,456.41 |
2,456.41 |
2,377.66 |
|
| R1 |
2,402.15 |
2,402.15 |
2,362.77 |
2,429.28 |
| PP |
2,293.95 |
2,293.95 |
2,293.95 |
2,307.52 |
| S1 |
2,239.69 |
2,239.69 |
2,332.99 |
2,266.82 |
| S2 |
2,131.49 |
2,131.49 |
2,318.10 |
|
| S3 |
1,969.03 |
2,077.23 |
2,303.20 |
|
| S4 |
1,806.57 |
1,914.77 |
2,258.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,348.22 |
2,185.76 |
162.46 |
6.9% |
59.58 |
2.5% |
100% |
True |
False |
|
| 10 |
2,348.22 |
2,174.11 |
174.11 |
7.4% |
59.87 |
2.6% |
100% |
True |
False |
|
| 20 |
2,348.22 |
2,020.38 |
327.84 |
14.0% |
60.09 |
2.6% |
100% |
True |
False |
|
| 40 |
2,348.22 |
1,960.55 |
387.67 |
16.5% |
61.32 |
2.6% |
100% |
True |
False |
|
| 60 |
2,348.22 |
1,952.36 |
395.86 |
16.9% |
66.95 |
2.9% |
100% |
True |
False |
|
| 80 |
2,348.22 |
1,943.92 |
404.30 |
17.2% |
64.10 |
2.7% |
100% |
True |
False |
|
| 100 |
2,348.22 |
1,864.90 |
483.32 |
20.6% |
63.04 |
2.7% |
100% |
True |
False |
|
| 120 |
2,348.22 |
1,838.65 |
509.57 |
21.7% |
64.07 |
2.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.30 |
|
2.618 |
2,416.03 |
|
1.618 |
2,390.13 |
|
1.000 |
2,374.12 |
|
0.618 |
2,364.23 |
|
HIGH |
2,348.22 |
|
0.618 |
2,338.33 |
|
0.500 |
2,335.27 |
|
0.382 |
2,332.21 |
|
LOW |
2,322.32 |
|
0.618 |
2,306.31 |
|
1.000 |
2,296.42 |
|
1.618 |
2,280.41 |
|
2.618 |
2,254.51 |
|
4.250 |
2,212.25 |
|
|