| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1999 |
12-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,163.79 |
2,241.43 |
77.64 |
3.6% |
2,270.93 |
| High |
2,241.82 |
2,260.84 |
19.02 |
0.8% |
2,307.55 |
| Low |
2,164.55 |
2,212.99 |
48.44 |
2.2% |
2,148.23 |
| Close |
2,241.43 |
2,214.36 |
-27.07 |
-1.2% |
2,212.39 |
| Range |
77.27 |
47.85 |
-29.42 |
-38.1% |
159.32 |
| ATR |
61.16 |
60.21 |
-0.95 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.95 |
2,341.50 |
2,240.68 |
|
| R3 |
2,325.10 |
2,293.65 |
2,227.52 |
|
| R2 |
2,277.25 |
2,277.25 |
2,223.13 |
|
| R1 |
2,245.80 |
2,245.80 |
2,218.75 |
2,237.60 |
| PP |
2,229.40 |
2,229.40 |
2,229.40 |
2,225.30 |
| S1 |
2,197.95 |
2,197.95 |
2,209.97 |
2,189.75 |
| S2 |
2,181.55 |
2,181.55 |
2,205.59 |
|
| S3 |
2,133.70 |
2,150.10 |
2,201.20 |
|
| S4 |
2,085.85 |
2,102.25 |
2,188.04 |
|
|
| 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 |
2,260.84 |
2,120.26 |
140.58 |
6.3% |
59.71 |
2.7% |
67% |
True |
False |
|
| 10 |
2,309.18 |
2,120.26 |
188.92 |
8.5% |
61.76 |
2.8% |
50% |
False |
False |
|
| 20 |
2,468.42 |
2,120.26 |
348.16 |
15.7% |
62.41 |
2.8% |
27% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
15.7% |
56.85 |
2.6% |
27% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.9% |
59.55 |
2.7% |
50% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
22.9% |
61.81 |
2.8% |
50% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.7% |
63.23 |
2.9% |
52% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
27.0% |
61.18 |
2.8% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.20 |
|
2.618 |
2,386.11 |
|
1.618 |
2,338.26 |
|
1.000 |
2,308.69 |
|
0.618 |
2,290.41 |
|
HIGH |
2,260.84 |
|
0.618 |
2,242.56 |
|
0.500 |
2,236.92 |
|
0.382 |
2,231.27 |
|
LOW |
2,212.99 |
|
0.618 |
2,183.42 |
|
1.000 |
2,165.14 |
|
1.618 |
2,135.57 |
|
2.618 |
2,087.72 |
|
4.250 |
2,009.63 |
|
|