| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-1999 |
28-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,233.99 |
2,309.23 |
75.24 |
3.4% |
2,459.53 |
| High |
2,312.68 |
2,338.01 |
25.33 |
1.1% |
2,468.42 |
| Low |
2,233.51 |
2,282.77 |
49.26 |
2.2% |
2,270.00 |
| Close |
2,309.23 |
2,333.80 |
24.57 |
1.1% |
2,302.03 |
| Range |
79.17 |
55.24 |
-23.93 |
-30.2% |
198.42 |
| ATR |
56.77 |
56.66 |
-0.11 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.91 |
2,464.10 |
2,364.18 |
|
| R3 |
2,428.67 |
2,408.86 |
2,348.99 |
|
| R2 |
2,373.43 |
2,373.43 |
2,343.93 |
|
| R1 |
2,353.62 |
2,353.62 |
2,338.86 |
2,363.53 |
| PP |
2,318.19 |
2,318.19 |
2,318.19 |
2,323.15 |
| S1 |
2,298.38 |
2,298.38 |
2,328.74 |
2,308.29 |
| S2 |
2,262.95 |
2,262.95 |
2,323.67 |
|
| S3 |
2,207.71 |
2,243.14 |
2,318.61 |
|
| S4 |
2,152.47 |
2,187.90 |
2,303.42 |
|
|
| Weekly Pivots for week ending 23-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.08 |
2,820.47 |
2,411.16 |
|
| R3 |
2,743.66 |
2,622.05 |
2,356.60 |
|
| R2 |
2,545.24 |
2,545.24 |
2,338.41 |
|
| R1 |
2,423.63 |
2,423.63 |
2,320.22 |
2,385.23 |
| PP |
2,346.82 |
2,346.82 |
2,346.82 |
2,327.61 |
| S1 |
2,225.21 |
2,225.21 |
2,283.84 |
2,186.81 |
| S2 |
2,148.40 |
2,148.40 |
2,265.65 |
|
| S3 |
1,949.98 |
2,026.79 |
2,247.46 |
|
| S4 |
1,751.56 |
1,828.37 |
2,192.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,363.63 |
2,233.15 |
130.48 |
5.6% |
65.88 |
2.8% |
77% |
False |
False |
|
| 10 |
2,468.42 |
2,233.15 |
235.27 |
10.1% |
57.59 |
2.5% |
43% |
False |
False |
|
| 20 |
2,468.42 |
2,233.15 |
235.27 |
10.1% |
51.14 |
2.2% |
43% |
False |
False |
|
| 40 |
2,468.42 |
1,987.40 |
481.02 |
20.6% |
57.32 |
2.5% |
72% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
21.8% |
59.90 |
2.6% |
73% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
22.1% |
63.65 |
2.7% |
74% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
22.5% |
61.43 |
2.6% |
74% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
25.9% |
61.66 |
2.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.78 |
|
2.618 |
2,482.63 |
|
1.618 |
2,427.39 |
|
1.000 |
2,393.25 |
|
0.618 |
2,372.15 |
|
HIGH |
2,338.01 |
|
0.618 |
2,316.91 |
|
0.500 |
2,310.39 |
|
0.382 |
2,303.87 |
|
LOW |
2,282.77 |
|
0.618 |
2,248.63 |
|
1.000 |
2,227.53 |
|
1.618 |
2,193.39 |
|
2.618 |
2,138.15 |
|
4.250 |
2,048.00 |
|
|