| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-1999 |
16-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,214.36 |
2,307.05 |
92.69 |
4.2% |
2,212.39 |
| High |
2,307.13 |
2,332.97 |
25.84 |
1.1% |
2,307.13 |
| Low |
2,216.15 |
2,294.37 |
78.22 |
3.5% |
2,120.26 |
| Close |
2,307.05 |
2,313.08 |
6.03 |
0.3% |
2,307.05 |
| Range |
90.98 |
38.60 |
-52.38 |
-57.6% |
186.87 |
| ATR |
62.53 |
60.82 |
-1.71 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.27 |
2,409.78 |
2,334.31 |
|
| R3 |
2,390.67 |
2,371.18 |
2,323.70 |
|
| R2 |
2,352.07 |
2,352.07 |
2,320.16 |
|
| R1 |
2,332.58 |
2,332.58 |
2,316.62 |
2,342.33 |
| PP |
2,313.47 |
2,313.47 |
2,313.47 |
2,318.35 |
| S1 |
2,293.98 |
2,293.98 |
2,309.54 |
2,303.73 |
| S2 |
2,274.87 |
2,274.87 |
2,306.00 |
|
| S3 |
2,236.27 |
2,255.38 |
2,302.47 |
|
| S4 |
2,197.67 |
2,216.78 |
2,291.85 |
|
|
| Weekly Pivots for week ending 13-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.42 |
2,743.11 |
2,409.83 |
|
| R3 |
2,618.55 |
2,556.24 |
2,358.44 |
|
| R2 |
2,431.68 |
2,431.68 |
2,341.31 |
|
| R1 |
2,369.37 |
2,369.37 |
2,324.18 |
2,400.53 |
| PP |
2,244.81 |
2,244.81 |
2,244.81 |
2,260.39 |
| S1 |
2,182.50 |
2,182.50 |
2,289.92 |
2,213.66 |
| S2 |
2,057.94 |
2,057.94 |
2,272.79 |
|
| S3 |
1,871.07 |
1,995.63 |
2,255.66 |
|
| S4 |
1,684.20 |
1,808.76 |
2,204.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,332.97 |
2,120.26 |
212.71 |
9.2% |
65.44 |
2.8% |
91% |
True |
False |
|
| 10 |
2,332.97 |
2,120.26 |
212.71 |
9.2% |
64.93 |
2.8% |
91% |
True |
False |
|
| 20 |
2,424.62 |
2,120.26 |
304.36 |
13.2% |
64.72 |
2.8% |
63% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
15.1% |
57.35 |
2.5% |
55% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.0% |
59.71 |
2.6% |
69% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
22.0% |
61.38 |
2.7% |
69% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
22.3% |
63.16 |
2.7% |
70% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
25.9% |
61.33 |
2.7% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.02 |
|
2.618 |
2,434.02 |
|
1.618 |
2,395.42 |
|
1.000 |
2,371.57 |
|
0.618 |
2,356.82 |
|
HIGH |
2,332.97 |
|
0.618 |
2,318.22 |
|
0.500 |
2,313.67 |
|
0.382 |
2,309.12 |
|
LOW |
2,294.37 |
|
0.618 |
2,270.52 |
|
1.000 |
2,255.77 |
|
1.618 |
2,231.92 |
|
2.618 |
2,193.32 |
|
4.250 |
2,130.32 |
|
|