| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-1999 |
22-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,329.42 |
2,363.63 |
34.21 |
1.5% |
2,392.86 |
| High |
2,368.37 |
2,363.63 |
-4.74 |
-0.2% |
2,466.80 |
| Low |
2,325.11 |
2,281.31 |
-43.80 |
-1.9% |
2,352.52 |
| Close |
2,363.63 |
2,281.81 |
-81.82 |
-3.5% |
2,459.53 |
| Range |
43.26 |
82.32 |
39.06 |
90.3% |
114.28 |
| ATR |
52.65 |
54.77 |
2.12 |
4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,555.88 |
2,501.16 |
2,327.09 |
|
| R3 |
2,473.56 |
2,418.84 |
2,304.45 |
|
| R2 |
2,391.24 |
2,391.24 |
2,296.90 |
|
| R1 |
2,336.52 |
2,336.52 |
2,289.36 |
2,322.72 |
| PP |
2,308.92 |
2,308.92 |
2,308.92 |
2,302.02 |
| S1 |
2,254.20 |
2,254.20 |
2,274.26 |
2,240.40 |
| S2 |
2,226.60 |
2,226.60 |
2,266.72 |
|
| S3 |
2,144.28 |
2,171.88 |
2,259.17 |
|
| S4 |
2,061.96 |
2,089.56 |
2,236.53 |
|
|
| 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 |
2,281.31 |
187.11 |
8.2% |
61.16 |
2.7% |
0% |
False |
True |
|
| 10 |
2,468.42 |
2,281.31 |
187.11 |
8.2% |
48.70 |
2.1% |
0% |
False |
True |
|
| 20 |
2,468.42 |
2,174.11 |
294.31 |
12.9% |
51.32 |
2.2% |
37% |
False |
False |
|
| 40 |
2,468.42 |
1,960.55 |
507.87 |
22.3% |
57.54 |
2.5% |
63% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.3% |
60.22 |
2.6% |
63% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
22.6% |
63.25 |
2.8% |
64% |
False |
False |
|
| 100 |
2,468.42 |
1,870.37 |
598.05 |
26.2% |
61.32 |
2.7% |
69% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
26.4% |
61.71 |
2.7% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.49 |
|
2.618 |
2,579.14 |
|
1.618 |
2,496.82 |
|
1.000 |
2,445.95 |
|
0.618 |
2,414.50 |
|
HIGH |
2,363.63 |
|
0.618 |
2,332.18 |
|
0.500 |
2,322.47 |
|
0.382 |
2,312.76 |
|
LOW |
2,281.31 |
|
0.618 |
2,230.44 |
|
1.000 |
2,198.99 |
|
1.618 |
2,148.12 |
|
2.618 |
2,065.80 |
|
4.250 |
1,931.45 |
|
|