| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-1999 |
04-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,264.81 |
2,239.20 |
-25.61 |
-1.1% |
2,302.03 |
| High |
2,292.29 |
2,258.83 |
-33.46 |
-1.5% |
2,338.01 |
| Low |
2,211.44 |
2,202.49 |
-8.95 |
-0.4% |
2,233.15 |
| Close |
2,239.20 |
2,204.26 |
-34.94 |
-1.6% |
2,270.93 |
| Range |
80.85 |
56.34 |
-24.51 |
-30.3% |
104.86 |
| ATR |
58.62 |
58.45 |
-0.16 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.88 |
2,353.91 |
2,235.25 |
|
| R3 |
2,334.54 |
2,297.57 |
2,219.75 |
|
| R2 |
2,278.20 |
2,278.20 |
2,214.59 |
|
| R1 |
2,241.23 |
2,241.23 |
2,209.42 |
2,231.55 |
| PP |
2,221.86 |
2,221.86 |
2,221.86 |
2,217.02 |
| S1 |
2,184.89 |
2,184.89 |
2,199.10 |
2,175.21 |
| S2 |
2,165.52 |
2,165.52 |
2,193.93 |
|
| S3 |
2,109.18 |
2,128.55 |
2,188.77 |
|
| S4 |
2,052.84 |
2,072.21 |
2,173.27 |
|
|
| 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 |
2,333.78 |
2,202.49 |
131.29 |
6.0% |
62.53 |
2.8% |
1% |
False |
True |
|
| 10 |
2,363.63 |
2,202.49 |
161.14 |
7.3% |
64.21 |
2.9% |
1% |
False |
True |
|
| 20 |
2,468.42 |
2,202.49 |
265.93 |
12.1% |
54.78 |
2.5% |
1% |
False |
True |
|
| 40 |
2,468.42 |
2,020.38 |
448.04 |
20.3% |
56.60 |
2.6% |
41% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
23.0% |
58.98 |
2.7% |
48% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
23.4% |
63.82 |
2.9% |
49% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.8% |
62.10 |
2.8% |
50% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
27.4% |
61.16 |
2.8% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.28 |
|
2.618 |
2,406.33 |
|
1.618 |
2,349.99 |
|
1.000 |
2,315.17 |
|
0.618 |
2,293.65 |
|
HIGH |
2,258.83 |
|
0.618 |
2,237.31 |
|
0.500 |
2,230.66 |
|
0.382 |
2,224.01 |
|
LOW |
2,202.49 |
|
0.618 |
2,167.67 |
|
1.000 |
2,146.15 |
|
1.618 |
2,111.33 |
|
2.618 |
2,054.99 |
|
4.250 |
1,963.05 |
|
|