| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-1999 |
07-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,347.88 |
2,330.73 |
-17.15 |
-0.7% |
2,243.94 |
| High |
2,383.02 |
2,347.28 |
-35.74 |
-1.5% |
2,348.22 |
| Low |
2,325.32 |
2,317.38 |
-7.94 |
-0.3% |
2,185.76 |
| Close |
2,330.73 |
2,340.67 |
9.94 |
0.4% |
2,347.88 |
| Range |
57.70 |
29.90 |
-27.80 |
-48.2% |
162.46 |
| ATR |
61.00 |
58.78 |
-2.22 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.81 |
2,412.64 |
2,357.12 |
|
| R3 |
2,394.91 |
2,382.74 |
2,348.89 |
|
| R2 |
2,365.01 |
2,365.01 |
2,346.15 |
|
| R1 |
2,352.84 |
2,352.84 |
2,343.41 |
2,358.93 |
| PP |
2,335.11 |
2,335.11 |
2,335.11 |
2,338.15 |
| S1 |
2,322.94 |
2,322.94 |
2,337.93 |
2,329.03 |
| S2 |
2,305.21 |
2,305.21 |
2,335.19 |
|
| S3 |
2,275.31 |
2,293.04 |
2,332.45 |
|
| S4 |
2,245.41 |
2,263.14 |
2,324.23 |
|
|
| 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 |
2,250.95 |
132.07 |
5.6% |
47.97 |
2.0% |
68% |
False |
False |
|
| 10 |
2,383.02 |
2,174.11 |
208.91 |
8.9% |
55.27 |
2.4% |
80% |
False |
False |
|
| 20 |
2,383.02 |
2,020.38 |
362.64 |
15.5% |
58.42 |
2.5% |
88% |
False |
False |
|
| 40 |
2,383.02 |
1,960.55 |
422.47 |
18.0% |
61.08 |
2.6% |
90% |
False |
False |
|
| 60 |
2,383.02 |
1,952.36 |
430.66 |
18.4% |
66.83 |
2.9% |
90% |
False |
False |
|
| 80 |
2,383.02 |
1,943.92 |
439.10 |
18.8% |
63.93 |
2.7% |
90% |
False |
False |
|
| 100 |
2,383.02 |
1,864.90 |
518.12 |
22.1% |
62.43 |
2.7% |
92% |
False |
False |
|
| 120 |
2,383.02 |
1,864.90 |
518.12 |
22.1% |
62.99 |
2.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.36 |
|
2.618 |
2,425.56 |
|
1.618 |
2,395.66 |
|
1.000 |
2,377.18 |
|
0.618 |
2,365.76 |
|
HIGH |
2,347.28 |
|
0.618 |
2,335.86 |
|
0.500 |
2,332.33 |
|
0.382 |
2,328.80 |
|
LOW |
2,317.38 |
|
0.618 |
2,298.90 |
|
1.000 |
2,287.48 |
|
1.618 |
2,269.00 |
|
2.618 |
2,239.10 |
|
4.250 |
2,190.31 |
|
|