| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-1999 |
10-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,212.39 |
2,187.32 |
-25.07 |
-1.1% |
2,270.93 |
| High |
2,226.67 |
2,192.77 |
-33.90 |
-1.5% |
2,307.55 |
| Low |
2,183.85 |
2,120.26 |
-63.59 |
-2.9% |
2,148.23 |
| Close |
2,187.32 |
2,163.79 |
-23.53 |
-1.1% |
2,212.39 |
| Range |
42.82 |
72.51 |
29.69 |
69.3% |
159.32 |
| ATR |
58.89 |
59.86 |
0.97 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,376.47 |
2,342.64 |
2,203.67 |
|
| R3 |
2,303.96 |
2,270.13 |
2,183.73 |
|
| R2 |
2,231.45 |
2,231.45 |
2,177.08 |
|
| R1 |
2,197.62 |
2,197.62 |
2,170.44 |
2,178.28 |
| PP |
2,158.94 |
2,158.94 |
2,158.94 |
2,149.27 |
| S1 |
2,125.11 |
2,125.11 |
2,157.14 |
2,105.77 |
| S2 |
2,086.43 |
2,086.43 |
2,150.50 |
|
| S3 |
2,013.92 |
2,052.60 |
2,143.85 |
|
| S4 |
1,941.41 |
1,980.09 |
2,123.91 |
|
|
| 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 |
2,260.01 |
2,120.26 |
139.75 |
6.5% |
62.76 |
2.9% |
31% |
False |
True |
|
| 10 |
2,338.01 |
2,120.26 |
217.75 |
10.1% |
62.54 |
2.9% |
20% |
False |
True |
|
| 20 |
2,468.42 |
2,120.26 |
348.16 |
16.1% |
60.10 |
2.8% |
13% |
False |
True |
|
| 40 |
2,468.42 |
2,020.38 |
448.04 |
20.7% |
57.76 |
2.7% |
32% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
23.5% |
59.30 |
2.7% |
40% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
23.8% |
63.00 |
2.9% |
41% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
24.2% |
63.06 |
2.9% |
42% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
27.6% |
61.05 |
2.8% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.94 |
|
2.618 |
2,382.60 |
|
1.618 |
2,310.09 |
|
1.000 |
2,265.28 |
|
0.618 |
2,237.58 |
|
HIGH |
2,192.77 |
|
0.618 |
2,165.07 |
|
0.500 |
2,156.52 |
|
0.382 |
2,147.96 |
|
LOW |
2,120.26 |
|
0.618 |
2,075.45 |
|
1.000 |
2,047.75 |
|
1.618 |
2,002.94 |
|
2.618 |
1,930.43 |
|
4.250 |
1,812.09 |
|
|