| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-1999 |
18-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,313.08 |
2,317.39 |
4.31 |
0.2% |
2,212.39 |
| High |
2,346.55 |
2,351.00 |
4.45 |
0.2% |
2,307.13 |
| Low |
2,295.11 |
2,317.39 |
22.28 |
1.0% |
2,120.26 |
| Close |
2,337.41 |
2,317.39 |
-20.02 |
-0.9% |
2,307.05 |
| Range |
51.44 |
33.61 |
-17.83 |
-34.7% |
186.87 |
| ATR |
60.15 |
58.26 |
-1.90 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.42 |
2,407.02 |
2,335.88 |
|
| R3 |
2,395.81 |
2,373.41 |
2,326.63 |
|
| R2 |
2,362.20 |
2,362.20 |
2,323.55 |
|
| R1 |
2,339.80 |
2,339.80 |
2,320.47 |
2,334.20 |
| PP |
2,328.59 |
2,328.59 |
2,328.59 |
2,325.79 |
| S1 |
2,306.19 |
2,306.19 |
2,314.31 |
2,300.59 |
| S2 |
2,294.98 |
2,294.98 |
2,311.23 |
|
| S3 |
2,261.37 |
2,272.58 |
2,308.15 |
|
| S4 |
2,227.76 |
2,238.97 |
2,298.90 |
|
|
| 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 |
2,351.00 |
2,212.99 |
138.01 |
6.0% |
52.50 |
2.3% |
76% |
True |
False |
|
| 10 |
2,351.00 |
2,120.26 |
230.74 |
10.0% |
59.72 |
2.6% |
85% |
True |
False |
|
| 20 |
2,363.63 |
2,120.26 |
243.37 |
10.5% |
61.96 |
2.7% |
81% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
15.0% |
56.14 |
2.4% |
57% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
21.9% |
59.12 |
2.6% |
70% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.9% |
60.70 |
2.6% |
70% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
22.3% |
62.94 |
2.7% |
71% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
25.8% |
61.10 |
2.6% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.84 |
|
2.618 |
2,438.99 |
|
1.618 |
2,405.38 |
|
1.000 |
2,384.61 |
|
0.618 |
2,371.77 |
|
HIGH |
2,351.00 |
|
0.618 |
2,338.16 |
|
0.500 |
2,334.20 |
|
0.382 |
2,330.23 |
|
LOW |
2,317.39 |
|
0.618 |
2,296.62 |
|
1.000 |
2,283.78 |
|
1.618 |
2,263.01 |
|
2.618 |
2,229.40 |
|
4.250 |
2,174.55 |
|
|