| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-1999 |
06-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,322.32 |
2,347.88 |
25.56 |
1.1% |
2,243.94 |
| High |
2,348.22 |
2,383.02 |
34.80 |
1.5% |
2,348.22 |
| Low |
2,322.32 |
2,325.32 |
3.00 |
0.1% |
2,185.76 |
| Close |
2,347.88 |
2,330.73 |
-17.15 |
-0.7% |
2,347.88 |
| Range |
25.90 |
57.70 |
31.80 |
122.8% |
162.46 |
| ATR |
61.25 |
61.00 |
-0.25 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.46 |
2,482.79 |
2,362.47 |
|
| R3 |
2,461.76 |
2,425.09 |
2,346.60 |
|
| R2 |
2,404.06 |
2,404.06 |
2,341.31 |
|
| R1 |
2,367.39 |
2,367.39 |
2,336.02 |
2,356.88 |
| PP |
2,346.36 |
2,346.36 |
2,346.36 |
2,341.10 |
| S1 |
2,309.69 |
2,309.69 |
2,325.44 |
2,299.18 |
| S2 |
2,288.66 |
2,288.66 |
2,320.15 |
|
| S3 |
2,230.96 |
2,251.99 |
2,314.86 |
|
| S4 |
2,173.26 |
2,194.29 |
2,299.00 |
|
|
| 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 |
2,383.02 |
2,192.95 |
190.07 |
8.2% |
59.49 |
2.6% |
72% |
True |
False |
|
| 10 |
2,383.02 |
2,174.11 |
208.91 |
9.0% |
59.32 |
2.5% |
75% |
True |
False |
|
| 20 |
2,383.02 |
2,020.38 |
362.64 |
15.6% |
60.67 |
2.6% |
86% |
True |
False |
|
| 40 |
2,383.02 |
1,960.55 |
422.47 |
18.1% |
61.38 |
2.6% |
88% |
True |
False |
|
| 60 |
2,383.02 |
1,952.36 |
430.66 |
18.5% |
67.41 |
2.9% |
88% |
True |
False |
|
| 80 |
2,383.02 |
1,943.92 |
439.10 |
18.8% |
64.23 |
2.8% |
88% |
True |
False |
|
| 100 |
2,383.02 |
1,864.90 |
518.12 |
22.2% |
63.12 |
2.7% |
90% |
True |
False |
|
| 120 |
2,383.02 |
1,838.65 |
544.37 |
23.4% |
63.97 |
2.7% |
90% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.25 |
|
2.618 |
2,534.08 |
|
1.618 |
2,476.38 |
|
1.000 |
2,440.72 |
|
0.618 |
2,418.68 |
|
HIGH |
2,383.02 |
|
0.618 |
2,360.98 |
|
0.500 |
2,354.17 |
|
0.382 |
2,347.36 |
|
LOW |
2,325.32 |
|
0.618 |
2,289.66 |
|
1.000 |
2,267.62 |
|
1.618 |
2,231.96 |
|
2.618 |
2,174.26 |
|
4.250 |
2,080.10 |
|
|