| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-1999 |
21-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,424.77 |
2,329.42 |
-95.35 |
-3.9% |
2,392.86 |
| High |
2,424.62 |
2,368.37 |
-56.25 |
-2.3% |
2,466.80 |
| Low |
2,327.73 |
2,325.11 |
-2.62 |
-0.1% |
2,352.52 |
| Close |
2,329.42 |
2,363.63 |
34.21 |
1.5% |
2,459.53 |
| Range |
96.89 |
43.26 |
-53.63 |
-55.4% |
114.28 |
| ATR |
53.37 |
52.65 |
-0.72 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.15 |
2,466.15 |
2,387.42 |
|
| R3 |
2,438.89 |
2,422.89 |
2,375.53 |
|
| R2 |
2,395.63 |
2,395.63 |
2,371.56 |
|
| R1 |
2,379.63 |
2,379.63 |
2,367.60 |
2,387.63 |
| PP |
2,352.37 |
2,352.37 |
2,352.37 |
2,356.37 |
| S1 |
2,336.37 |
2,336.37 |
2,359.66 |
2,344.37 |
| S2 |
2,309.11 |
2,309.11 |
2,355.70 |
|
| S3 |
2,265.85 |
2,293.11 |
2,351.73 |
|
| S4 |
2,222.59 |
2,249.85 |
2,339.84 |
|
|
| 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 |
2,325.11 |
143.31 |
6.1% |
49.30 |
2.1% |
27% |
False |
True |
|
| 10 |
2,468.42 |
2,325.11 |
143.31 |
6.1% |
45.35 |
1.9% |
27% |
False |
True |
|
| 20 |
2,468.42 |
2,174.11 |
294.31 |
12.5% |
50.31 |
2.1% |
64% |
False |
False |
|
| 40 |
2,468.42 |
1,960.55 |
507.87 |
21.5% |
57.70 |
2.4% |
79% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
21.5% |
60.28 |
2.6% |
79% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
21.8% |
63.18 |
2.7% |
80% |
False |
False |
|
| 100 |
2,468.42 |
1,870.37 |
598.05 |
25.3% |
60.93 |
2.6% |
82% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
25.5% |
61.48 |
2.6% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.23 |
|
2.618 |
2,481.62 |
|
1.618 |
2,438.36 |
|
1.000 |
2,411.63 |
|
0.618 |
2,395.10 |
|
HIGH |
2,368.37 |
|
0.618 |
2,351.84 |
|
0.500 |
2,346.74 |
|
0.382 |
2,341.64 |
|
LOW |
2,325.11 |
|
0.618 |
2,298.38 |
|
1.000 |
2,281.85 |
|
1.618 |
2,255.12 |
|
2.618 |
2,211.86 |
|
4.250 |
2,141.26 |
|
|