| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-1999 |
16-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,416.86 |
2,429.35 |
12.49 |
0.5% |
2,392.86 |
| High |
2,430.44 |
2,466.80 |
36.36 |
1.5% |
2,466.80 |
| Low |
2,407.40 |
2,429.27 |
21.87 |
0.9% |
2,352.52 |
| Close |
2,429.35 |
2,459.53 |
30.18 |
1.2% |
2,459.53 |
| Range |
23.04 |
37.53 |
14.49 |
62.9% |
114.28 |
| ATR |
51.32 |
50.34 |
-0.99 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,564.46 |
2,549.52 |
2,480.17 |
|
| R3 |
2,526.93 |
2,511.99 |
2,469.85 |
|
| R2 |
2,489.40 |
2,489.40 |
2,466.41 |
|
| R1 |
2,474.46 |
2,474.46 |
2,462.97 |
2,481.93 |
| PP |
2,451.87 |
2,451.87 |
2,451.87 |
2,455.60 |
| S1 |
2,436.93 |
2,436.93 |
2,456.09 |
2,444.40 |
| S2 |
2,414.34 |
2,414.34 |
2,452.65 |
|
| S3 |
2,376.81 |
2,399.40 |
2,449.21 |
|
| S4 |
2,339.28 |
2,361.87 |
2,438.89 |
|
|
| Weekly Pivots for week ending 16-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.12 |
2,728.61 |
2,522.38 |
|
| R3 |
2,654.84 |
2,614.33 |
2,490.96 |
|
| R2 |
2,540.56 |
2,540.56 |
2,480.48 |
|
| R1 |
2,500.05 |
2,500.05 |
2,470.01 |
2,520.31 |
| PP |
2,426.28 |
2,426.28 |
2,426.28 |
2,436.41 |
| S1 |
2,385.77 |
2,385.77 |
2,449.05 |
2,406.03 |
| S2 |
2,312.00 |
2,312.00 |
2,438.58 |
|
| S3 |
2,197.72 |
2,271.49 |
2,428.10 |
|
| S4 |
2,083.44 |
2,157.21 |
2,396.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,466.80 |
2,352.52 |
114.28 |
4.6% |
37.77 |
1.5% |
94% |
True |
False |
|
| 10 |
2,466.80 |
2,317.38 |
149.42 |
6.1% |
38.10 |
1.5% |
95% |
True |
False |
|
| 20 |
2,466.80 |
2,155.19 |
311.61 |
12.7% |
50.24 |
2.0% |
98% |
True |
False |
|
| 40 |
2,466.80 |
1,960.55 |
506.25 |
20.6% |
57.39 |
2.3% |
99% |
True |
False |
|
| 60 |
2,466.80 |
1,960.55 |
506.25 |
20.6% |
60.83 |
2.5% |
99% |
True |
False |
|
| 80 |
2,466.80 |
1,943.92 |
522.88 |
21.3% |
63.07 |
2.6% |
99% |
True |
False |
|
| 100 |
2,466.80 |
1,870.37 |
596.43 |
24.2% |
60.87 |
2.5% |
99% |
True |
False |
|
| 120 |
2,466.80 |
1,864.90 |
601.90 |
24.5% |
61.56 |
2.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.30 |
|
2.618 |
2,565.05 |
|
1.618 |
2,527.52 |
|
1.000 |
2,504.33 |
|
0.618 |
2,489.99 |
|
HIGH |
2,466.80 |
|
0.618 |
2,452.46 |
|
0.500 |
2,448.04 |
|
0.382 |
2,443.61 |
|
LOW |
2,429.27 |
|
0.618 |
2,406.08 |
|
1.000 |
2,391.74 |
|
1.618 |
2,368.55 |
|
2.618 |
2,331.02 |
|
4.250 |
2,269.77 |
|
|