| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-1999 |
03-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,270.93 |
2,264.81 |
-6.12 |
-0.3% |
2,302.03 |
| High |
2,307.55 |
2,292.29 |
-15.26 |
-0.7% |
2,338.01 |
| Low |
2,255.79 |
2,211.44 |
-44.35 |
-2.0% |
2,233.15 |
| Close |
2,264.81 |
2,239.20 |
-25.61 |
-1.1% |
2,270.93 |
| Range |
51.76 |
80.85 |
29.09 |
56.2% |
104.86 |
| ATR |
56.91 |
58.62 |
1.71 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.19 |
2,445.55 |
2,283.67 |
|
| R3 |
2,409.34 |
2,364.70 |
2,261.43 |
|
| R2 |
2,328.49 |
2,328.49 |
2,254.02 |
|
| R1 |
2,283.85 |
2,283.85 |
2,246.61 |
2,265.75 |
| PP |
2,247.64 |
2,247.64 |
2,247.64 |
2,238.59 |
| S1 |
2,203.00 |
2,203.00 |
2,231.79 |
2,184.90 |
| S2 |
2,166.79 |
2,166.79 |
2,224.38 |
|
| S3 |
2,085.94 |
2,122.15 |
2,216.97 |
|
| S4 |
2,005.09 |
2,041.30 |
2,194.73 |
|
|
| Weekly Pivots for week ending 30-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.28 |
2,537.96 |
2,328.60 |
|
| R3 |
2,490.42 |
2,433.10 |
2,299.77 |
|
| R2 |
2,385.56 |
2,385.56 |
2,290.15 |
|
| R1 |
2,328.24 |
2,328.24 |
2,280.54 |
2,304.47 |
| PP |
2,280.70 |
2,280.70 |
2,280.70 |
2,268.81 |
| S1 |
2,223.38 |
2,223.38 |
2,261.32 |
2,199.61 |
| S2 |
2,175.84 |
2,175.84 |
2,251.71 |
|
| S3 |
2,070.98 |
2,118.52 |
2,242.09 |
|
| S4 |
1,966.12 |
2,013.66 |
2,213.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.01 |
2,211.44 |
126.57 |
5.7% |
62.31 |
2.8% |
22% |
False |
True |
|
| 10 |
2,368.37 |
2,211.44 |
156.93 |
7.0% |
62.90 |
2.8% |
18% |
False |
True |
|
| 20 |
2,468.42 |
2,211.44 |
256.98 |
11.5% |
53.46 |
2.4% |
11% |
False |
True |
|
| 40 |
2,468.42 |
2,020.38 |
448.04 |
20.0% |
57.06 |
2.5% |
49% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.7% |
58.74 |
2.6% |
55% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
23.0% |
63.92 |
2.9% |
56% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.4% |
62.07 |
2.8% |
56% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
27.0% |
61.51 |
2.7% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,635.90 |
|
2.618 |
2,503.96 |
|
1.618 |
2,423.11 |
|
1.000 |
2,373.14 |
|
0.618 |
2,342.26 |
|
HIGH |
2,292.29 |
|
0.618 |
2,261.41 |
|
0.500 |
2,251.87 |
|
0.382 |
2,242.32 |
|
LOW |
2,211.44 |
|
0.618 |
2,161.47 |
|
1.000 |
2,130.59 |
|
1.618 |
2,080.62 |
|
2.618 |
1,999.77 |
|
4.250 |
1,867.83 |
|
|