| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-1999 |
08-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,330.73 |
2,340.67 |
9.94 |
0.4% |
2,243.94 |
| High |
2,347.28 |
2,377.86 |
30.58 |
1.3% |
2,348.22 |
| Low |
2,317.38 |
2,329.10 |
11.72 |
0.5% |
2,185.76 |
| Close |
2,340.67 |
2,374.58 |
33.91 |
1.4% |
2,347.88 |
| Range |
29.90 |
48.76 |
18.86 |
63.1% |
162.46 |
| ATR |
58.78 |
58.06 |
-0.72 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.79 |
2,489.45 |
2,401.40 |
|
| R3 |
2,458.03 |
2,440.69 |
2,387.99 |
|
| R2 |
2,409.27 |
2,409.27 |
2,383.52 |
|
| R1 |
2,391.93 |
2,391.93 |
2,379.05 |
2,400.60 |
| PP |
2,360.51 |
2,360.51 |
2,360.51 |
2,364.85 |
| S1 |
2,343.17 |
2,343.17 |
2,370.11 |
2,351.84 |
| S2 |
2,311.75 |
2,311.75 |
2,365.64 |
|
| S3 |
2,262.99 |
2,294.41 |
2,361.17 |
|
| S4 |
2,214.23 |
2,245.65 |
2,347.76 |
|
|
| 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 |
2,272.17 |
110.85 |
4.7% |
43.83 |
1.8% |
92% |
False |
False |
|
| 10 |
2,383.02 |
2,174.11 |
208.91 |
8.8% |
53.93 |
2.3% |
96% |
False |
False |
|
| 20 |
2,383.02 |
2,020.38 |
362.64 |
15.3% |
58.49 |
2.5% |
98% |
False |
False |
|
| 40 |
2,383.02 |
1,960.55 |
422.47 |
17.8% |
61.11 |
2.6% |
98% |
False |
False |
|
| 60 |
2,383.02 |
1,952.36 |
430.66 |
18.1% |
66.53 |
2.8% |
98% |
False |
False |
|
| 80 |
2,383.02 |
1,943.92 |
439.10 |
18.5% |
63.77 |
2.7% |
98% |
False |
False |
|
| 100 |
2,383.02 |
1,864.90 |
518.12 |
21.8% |
62.05 |
2.6% |
98% |
False |
False |
|
| 120 |
2,383.02 |
1,864.90 |
518.12 |
21.8% |
62.90 |
2.6% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.09 |
|
2.618 |
2,505.51 |
|
1.618 |
2,456.75 |
|
1.000 |
2,426.62 |
|
0.618 |
2,407.99 |
|
HIGH |
2,377.86 |
|
0.618 |
2,359.23 |
|
0.500 |
2,353.48 |
|
0.382 |
2,347.73 |
|
LOW |
2,329.10 |
|
0.618 |
2,298.97 |
|
1.000 |
2,280.34 |
|
1.618 |
2,250.21 |
|
2.618 |
2,201.45 |
|
4.250 |
2,121.87 |
|
|