| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-1999 |
20-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,459.53 |
2,424.77 |
-34.76 |
-1.4% |
2,392.86 |
| High |
2,468.42 |
2,424.62 |
-43.80 |
-1.8% |
2,466.80 |
| Low |
2,422.63 |
2,327.73 |
-94.90 |
-3.9% |
2,352.52 |
| Close |
2,424.77 |
2,329.42 |
-95.35 |
-3.9% |
2,459.53 |
| Range |
45.79 |
96.89 |
51.10 |
111.6% |
114.28 |
| ATR |
50.01 |
53.37 |
3.36 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.26 |
2,587.23 |
2,382.71 |
|
| R3 |
2,554.37 |
2,490.34 |
2,356.06 |
|
| R2 |
2,457.48 |
2,457.48 |
2,347.18 |
|
| R1 |
2,393.45 |
2,393.45 |
2,338.30 |
2,377.02 |
| PP |
2,360.59 |
2,360.59 |
2,360.59 |
2,352.38 |
| S1 |
2,296.56 |
2,296.56 |
2,320.54 |
2,280.13 |
| S2 |
2,263.70 |
2,263.70 |
2,311.66 |
|
| S3 |
2,166.81 |
2,199.67 |
2,302.78 |
|
| S4 |
2,069.92 |
2,102.78 |
2,276.13 |
|
|
| 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 |
2,468.42 |
2,327.73 |
140.69 |
6.0% |
51.86 |
2.2% |
1% |
False |
True |
|
| 10 |
2,468.42 |
2,317.38 |
151.04 |
6.5% |
44.01 |
1.9% |
8% |
False |
False |
|
| 20 |
2,468.42 |
2,174.11 |
294.31 |
12.6% |
51.67 |
2.2% |
53% |
False |
False |
|
| 40 |
2,468.42 |
1,960.55 |
507.87 |
21.8% |
58.43 |
2.5% |
73% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
21.8% |
60.66 |
2.6% |
73% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
22.2% |
63.11 |
2.7% |
73% |
False |
False |
|
| 100 |
2,468.42 |
1,870.37 |
598.05 |
25.7% |
61.09 |
2.6% |
77% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
25.9% |
61.75 |
2.7% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.40 |
|
2.618 |
2,678.28 |
|
1.618 |
2,581.39 |
|
1.000 |
2,521.51 |
|
0.618 |
2,484.50 |
|
HIGH |
2,424.62 |
|
0.618 |
2,387.61 |
|
0.500 |
2,376.18 |
|
0.382 |
2,364.74 |
|
LOW |
2,327.73 |
|
0.618 |
2,267.85 |
|
1.000 |
2,230.84 |
|
1.618 |
2,170.96 |
|
2.618 |
2,074.07 |
|
4.250 |
1,915.95 |
|
|