| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-1999 |
14-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,384.49 |
2,373.59 |
-10.90 |
-0.5% |
2,347.88 |
| High |
2,384.21 |
2,416.87 |
32.66 |
1.4% |
2,393.36 |
| Low |
2,352.52 |
2,360.83 |
8.31 |
0.4% |
2,317.38 |
| Close |
2,373.59 |
2,416.86 |
43.27 |
1.8% |
2,392.86 |
| Range |
31.69 |
56.04 |
24.35 |
76.8% |
75.98 |
| ATR |
53.30 |
53.50 |
0.20 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.31 |
2,547.62 |
2,447.68 |
|
| R3 |
2,510.27 |
2,491.58 |
2,432.27 |
|
| R2 |
2,454.23 |
2,454.23 |
2,427.13 |
|
| R1 |
2,435.54 |
2,435.54 |
2,422.00 |
2,444.89 |
| PP |
2,398.19 |
2,398.19 |
2,398.19 |
2,402.86 |
| S1 |
2,379.50 |
2,379.50 |
2,411.72 |
2,388.85 |
| S2 |
2,342.15 |
2,342.15 |
2,406.59 |
|
| S3 |
2,286.11 |
2,323.46 |
2,401.45 |
|
| S4 |
2,230.07 |
2,267.42 |
2,386.04 |
|
|
| 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 |
2,416.87 |
2,329.10 |
87.77 |
3.6% |
41.39 |
1.7% |
100% |
True |
False |
|
| 10 |
2,416.87 |
2,250.95 |
165.92 |
6.9% |
44.68 |
1.8% |
100% |
True |
False |
|
| 20 |
2,416.87 |
2,058.17 |
358.70 |
14.8% |
55.62 |
2.3% |
100% |
True |
False |
|
| 40 |
2,416.87 |
1,960.55 |
456.32 |
18.9% |
58.40 |
2.4% |
100% |
True |
False |
|
| 60 |
2,416.87 |
1,952.36 |
464.51 |
19.2% |
62.53 |
2.6% |
100% |
True |
False |
|
| 80 |
2,416.87 |
1,943.92 |
472.95 |
19.6% |
63.64 |
2.6% |
100% |
True |
False |
|
| 100 |
2,416.87 |
1,870.37 |
546.50 |
22.6% |
61.48 |
2.5% |
100% |
True |
False |
|
| 120 |
2,416.87 |
1,864.90 |
551.97 |
22.8% |
61.98 |
2.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,655.04 |
|
2.618 |
2,563.58 |
|
1.618 |
2,507.54 |
|
1.000 |
2,472.91 |
|
0.618 |
2,451.50 |
|
HIGH |
2,416.87 |
|
0.618 |
2,395.46 |
|
0.500 |
2,388.85 |
|
0.382 |
2,382.24 |
|
LOW |
2,360.83 |
|
0.618 |
2,326.20 |
|
1.000 |
2,304.79 |
|
1.618 |
2,270.16 |
|
2.618 |
2,214.12 |
|
4.250 |
2,122.66 |
|
|