| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1999 |
09-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,340.67 |
2,374.58 |
33.91 |
1.4% |
2,347.88 |
| High |
2,377.86 |
2,393.36 |
15.50 |
0.7% |
2,393.36 |
| Low |
2,329.10 |
2,363.41 |
34.31 |
1.5% |
2,317.38 |
| Close |
2,374.58 |
2,392.86 |
18.28 |
0.8% |
2,392.86 |
| Range |
48.76 |
29.95 |
-18.81 |
-38.6% |
75.98 |
| ATR |
58.06 |
56.05 |
-2.01 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.06 |
2,462.91 |
2,409.33 |
|
| R3 |
2,443.11 |
2,432.96 |
2,401.10 |
|
| R2 |
2,413.16 |
2,413.16 |
2,398.35 |
|
| R1 |
2,403.01 |
2,403.01 |
2,395.61 |
2,408.09 |
| PP |
2,383.21 |
2,383.21 |
2,383.21 |
2,385.75 |
| S1 |
2,373.06 |
2,373.06 |
2,390.11 |
2,378.14 |
| S2 |
2,353.26 |
2,353.26 |
2,387.37 |
|
| S3 |
2,323.31 |
2,343.11 |
2,384.62 |
|
| S4 |
2,293.36 |
2,313.16 |
2,376.39 |
|
|
| Weekly Pivots for week ending 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.81 |
2,570.31 |
2,434.65 |
|
| R3 |
2,519.83 |
2,494.33 |
2,413.75 |
|
| R2 |
2,443.85 |
2,443.85 |
2,406.79 |
|
| R1 |
2,418.35 |
2,418.35 |
2,399.82 |
2,431.10 |
| PP |
2,367.87 |
2,367.87 |
2,367.87 |
2,374.24 |
| S1 |
2,342.37 |
2,342.37 |
2,385.90 |
2,355.12 |
| S2 |
2,291.89 |
2,291.89 |
2,378.93 |
|
| S3 |
2,215.91 |
2,266.39 |
2,371.97 |
|
| S4 |
2,139.93 |
2,190.41 |
2,351.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,393.36 |
2,317.38 |
75.98 |
3.2% |
38.44 |
1.6% |
99% |
True |
False |
|
| 10 |
2,393.36 |
2,174.11 |
219.25 |
9.2% |
51.14 |
2.1% |
100% |
True |
False |
|
| 20 |
2,393.36 |
2,020.38 |
372.98 |
15.6% |
57.29 |
2.4% |
100% |
True |
False |
|
| 40 |
2,393.36 |
1,960.55 |
432.81 |
18.1% |
60.09 |
2.5% |
100% |
True |
False |
|
| 60 |
2,393.36 |
1,952.36 |
441.00 |
18.4% |
65.17 |
2.7% |
100% |
True |
False |
|
| 80 |
2,393.36 |
1,943.92 |
449.44 |
18.8% |
63.71 |
2.7% |
100% |
True |
False |
|
| 100 |
2,393.36 |
1,864.90 |
528.46 |
22.1% |
61.71 |
2.6% |
100% |
True |
False |
|
| 120 |
2,393.36 |
1,864.90 |
528.46 |
22.1% |
62.52 |
2.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.65 |
|
2.618 |
2,471.77 |
|
1.618 |
2,441.82 |
|
1.000 |
2,423.31 |
|
0.618 |
2,411.87 |
|
HIGH |
2,393.36 |
|
0.618 |
2,381.92 |
|
0.500 |
2,378.39 |
|
0.382 |
2,374.85 |
|
LOW |
2,363.41 |
|
0.618 |
2,344.90 |
|
1.000 |
2,333.46 |
|
1.618 |
2,314.95 |
|
2.618 |
2,285.00 |
|
4.250 |
2,236.12 |
|
|