| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-1999 |
13-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,392.86 |
2,384.49 |
-8.37 |
-0.3% |
2,347.88 |
| High |
2,410.62 |
2,384.21 |
-26.41 |
-1.1% |
2,393.36 |
| Low |
2,370.09 |
2,352.52 |
-17.57 |
-0.7% |
2,317.38 |
| Close |
2,384.49 |
2,373.59 |
-10.90 |
-0.5% |
2,392.86 |
| Range |
40.53 |
31.69 |
-8.84 |
-21.8% |
75.98 |
| ATR |
54.94 |
53.30 |
-1.64 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.18 |
2,451.07 |
2,391.02 |
|
| R3 |
2,433.49 |
2,419.38 |
2,382.30 |
|
| R2 |
2,401.80 |
2,401.80 |
2,379.40 |
|
| R1 |
2,387.69 |
2,387.69 |
2,376.49 |
2,378.90 |
| PP |
2,370.11 |
2,370.11 |
2,370.11 |
2,365.71 |
| S1 |
2,356.00 |
2,356.00 |
2,370.69 |
2,347.21 |
| S2 |
2,338.42 |
2,338.42 |
2,367.78 |
|
| S3 |
2,306.73 |
2,324.31 |
2,364.88 |
|
| S4 |
2,275.04 |
2,292.62 |
2,356.16 |
|
|
| 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 |
2,410.62 |
2,317.38 |
93.24 |
3.9% |
36.17 |
1.5% |
60% |
False |
False |
|
| 10 |
2,410.62 |
2,192.95 |
217.67 |
9.2% |
47.83 |
2.0% |
83% |
False |
False |
|
| 20 |
2,410.62 |
2,020.38 |
390.24 |
16.4% |
55.42 |
2.3% |
91% |
False |
False |
|
| 40 |
2,410.62 |
1,960.55 |
450.07 |
19.0% |
58.90 |
2.5% |
92% |
False |
False |
|
| 60 |
2,410.62 |
1,952.36 |
458.26 |
19.3% |
63.96 |
2.7% |
92% |
False |
False |
|
| 80 |
2,410.62 |
1,943.92 |
466.70 |
19.7% |
63.79 |
2.7% |
92% |
False |
False |
|
| 100 |
2,410.62 |
1,870.37 |
540.25 |
22.8% |
61.24 |
2.6% |
93% |
False |
False |
|
| 120 |
2,410.62 |
1,864.90 |
545.72 |
23.0% |
62.15 |
2.6% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.89 |
|
2.618 |
2,467.17 |
|
1.618 |
2,435.48 |
|
1.000 |
2,415.90 |
|
0.618 |
2,403.79 |
|
HIGH |
2,384.21 |
|
0.618 |
2,372.10 |
|
0.500 |
2,368.37 |
|
0.382 |
2,364.63 |
|
LOW |
2,352.52 |
|
0.618 |
2,332.94 |
|
1.000 |
2,320.83 |
|
1.618 |
2,301.25 |
|
2.618 |
2,269.56 |
|
4.250 |
2,217.84 |
|
|