| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-1999 |
11-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,187.32 |
2,163.79 |
-23.53 |
-1.1% |
2,270.93 |
| High |
2,192.77 |
2,241.82 |
49.05 |
2.2% |
2,307.55 |
| Low |
2,120.26 |
2,164.55 |
44.29 |
2.1% |
2,148.23 |
| Close |
2,163.79 |
2,241.43 |
77.64 |
3.6% |
2,212.39 |
| Range |
72.51 |
77.27 |
4.76 |
6.6% |
159.32 |
| ATR |
59.86 |
61.16 |
1.30 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.74 |
2,421.86 |
2,283.93 |
|
| R3 |
2,370.47 |
2,344.59 |
2,262.68 |
|
| R2 |
2,293.20 |
2,293.20 |
2,255.60 |
|
| R1 |
2,267.32 |
2,267.32 |
2,248.51 |
2,280.26 |
| PP |
2,215.93 |
2,215.93 |
2,215.93 |
2,222.41 |
| S1 |
2,190.05 |
2,190.05 |
2,234.35 |
2,202.99 |
| S2 |
2,138.66 |
2,138.66 |
2,227.26 |
|
| S3 |
2,061.39 |
2,112.78 |
2,220.18 |
|
| S4 |
1,984.12 |
2,035.51 |
2,198.93 |
|
|
| 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 |
6.2% |
66.94 |
3.0% |
87% |
False |
False |
|
| 10 |
2,333.78 |
2,120.26 |
213.52 |
9.5% |
64.74 |
2.9% |
57% |
False |
False |
|
| 20 |
2,468.42 |
2,120.26 |
348.16 |
15.5% |
61.17 |
2.7% |
35% |
False |
False |
|
| 40 |
2,468.42 |
2,058.17 |
410.25 |
18.3% |
58.39 |
2.6% |
45% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.7% |
59.32 |
2.6% |
55% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
23.0% |
62.19 |
2.8% |
56% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.4% |
63.15 |
2.8% |
57% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
26.7% |
61.43 |
2.7% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.22 |
|
2.618 |
2,444.11 |
|
1.618 |
2,366.84 |
|
1.000 |
2,319.09 |
|
0.618 |
2,289.57 |
|
HIGH |
2,241.82 |
|
0.618 |
2,212.30 |
|
0.500 |
2,203.19 |
|
0.382 |
2,194.07 |
|
LOW |
2,164.55 |
|
0.618 |
2,116.80 |
|
1.000 |
2,087.28 |
|
1.618 |
2,039.53 |
|
2.618 |
1,962.26 |
|
4.250 |
1,836.15 |
|
|