| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1999 |
06-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,232.23 |
2,232.23 |
0.00 |
0.0% |
2,270.93 |
| High |
2,232.23 |
2,260.01 |
27.78 |
1.2% |
2,307.55 |
| Low |
2,148.23 |
2,201.90 |
53.67 |
2.5% |
2,148.23 |
| Close |
2,232.23 |
2,212.39 |
-19.84 |
-0.9% |
2,212.39 |
| Range |
84.00 |
58.11 |
-25.89 |
-30.8% |
159.32 |
| ATR |
60.28 |
60.12 |
-0.15 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.10 |
2,363.85 |
2,244.35 |
|
| R3 |
2,340.99 |
2,305.74 |
2,228.37 |
|
| R2 |
2,282.88 |
2,282.88 |
2,223.04 |
|
| R1 |
2,247.63 |
2,247.63 |
2,217.72 |
2,236.20 |
| PP |
2,224.77 |
2,224.77 |
2,224.77 |
2,219.05 |
| S1 |
2,189.52 |
2,189.52 |
2,207.06 |
2,178.09 |
| S2 |
2,166.66 |
2,166.66 |
2,201.74 |
|
| S3 |
2,108.55 |
2,131.41 |
2,196.41 |
|
| S4 |
2,050.44 |
2,073.30 |
2,180.43 |
|
|
| Weekly Pivots for week ending 06-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.68 |
2,615.86 |
2,300.02 |
|
| R3 |
2,541.36 |
2,456.54 |
2,256.20 |
|
| R2 |
2,382.04 |
2,382.04 |
2,241.60 |
|
| R1 |
2,297.22 |
2,297.22 |
2,226.99 |
2,259.97 |
| PP |
2,222.72 |
2,222.72 |
2,222.72 |
2,204.10 |
| S1 |
2,137.90 |
2,137.90 |
2,197.79 |
2,100.65 |
| S2 |
2,063.40 |
2,063.40 |
2,183.18 |
|
| S3 |
1,904.08 |
1,978.58 |
2,168.58 |
|
| S4 |
1,744.76 |
1,819.26 |
2,124.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,307.55 |
2,148.23 |
159.32 |
7.2% |
66.21 |
3.0% |
40% |
False |
False |
|
| 10 |
2,338.01 |
2,148.23 |
189.78 |
8.6% |
65.81 |
3.0% |
34% |
False |
False |
|
| 20 |
2,468.42 |
2,148.23 |
320.19 |
14.5% |
57.95 |
2.6% |
20% |
False |
False |
|
| 40 |
2,468.42 |
2,020.38 |
448.04 |
20.3% |
57.62 |
2.6% |
43% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
23.0% |
59.37 |
2.7% |
50% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
23.3% |
63.37 |
2.9% |
50% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.7% |
62.56 |
2.8% |
51% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
27.3% |
61.08 |
2.8% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.98 |
|
2.618 |
2,412.14 |
|
1.618 |
2,354.03 |
|
1.000 |
2,318.12 |
|
0.618 |
2,295.92 |
|
HIGH |
2,260.01 |
|
0.618 |
2,237.81 |
|
0.500 |
2,230.96 |
|
0.382 |
2,224.10 |
|
LOW |
2,201.90 |
|
0.618 |
2,165.99 |
|
1.000 |
2,143.79 |
|
1.618 |
2,107.88 |
|
2.618 |
2,049.77 |
|
4.250 |
1,954.93 |
|
|