| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1999 |
20-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,317.39 |
2,278.79 |
-38.60 |
-1.7% |
2,307.05 |
| High |
2,317.39 |
2,315.49 |
-1.90 |
-0.1% |
2,351.00 |
| Low |
2,270.96 |
2,276.20 |
5.24 |
0.2% |
2,270.96 |
| Close |
2,278.79 |
2,315.05 |
36.26 |
1.6% |
2,315.05 |
| Range |
46.43 |
39.29 |
-7.14 |
-15.4% |
80.04 |
| ATR |
57.41 |
56.12 |
-1.29 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.12 |
2,406.87 |
2,336.66 |
|
| R3 |
2,380.83 |
2,367.58 |
2,325.85 |
|
| R2 |
2,341.54 |
2,341.54 |
2,322.25 |
|
| R1 |
2,328.29 |
2,328.29 |
2,318.65 |
2,334.92 |
| PP |
2,302.25 |
2,302.25 |
2,302.25 |
2,305.56 |
| S1 |
2,289.00 |
2,289.00 |
2,311.45 |
2,295.63 |
| S2 |
2,262.96 |
2,262.96 |
2,307.85 |
|
| S3 |
2,223.67 |
2,249.71 |
2,304.25 |
|
| S4 |
2,184.38 |
2,210.42 |
2,293.44 |
|
|
| Weekly Pivots for week ending 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.46 |
2,513.79 |
2,359.07 |
|
| R3 |
2,472.42 |
2,433.75 |
2,337.06 |
|
| R2 |
2,392.38 |
2,392.38 |
2,329.72 |
|
| R1 |
2,353.71 |
2,353.71 |
2,322.39 |
2,373.05 |
| PP |
2,312.34 |
2,312.34 |
2,312.34 |
2,322.00 |
| S1 |
2,273.67 |
2,273.67 |
2,307.71 |
2,293.01 |
| S2 |
2,232.30 |
2,232.30 |
2,300.38 |
|
| S3 |
2,152.26 |
2,193.63 |
2,293.04 |
|
| S4 |
2,072.22 |
2,113.59 |
2,271.03 |
|
|
| 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 |
2,270.96 |
80.04 |
3.5% |
41.87 |
1.8% |
55% |
False |
False |
|
| 10 |
2,351.00 |
2,120.26 |
230.74 |
10.0% |
54.08 |
2.3% |
84% |
False |
False |
|
| 20 |
2,351.00 |
2,120.26 |
230.74 |
10.0% |
59.94 |
2.6% |
84% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
15.0% |
55.28 |
2.4% |
56% |
False |
False |
|
| 60 |
2,468.42 |
1,987.40 |
481.02 |
20.8% |
57.53 |
2.5% |
68% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.9% |
59.82 |
2.6% |
70% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
22.3% |
62.67 |
2.7% |
70% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
25.8% |
60.90 |
2.6% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.47 |
|
2.618 |
2,418.35 |
|
1.618 |
2,379.06 |
|
1.000 |
2,354.78 |
|
0.618 |
2,339.77 |
|
HIGH |
2,315.49 |
|
0.618 |
2,300.48 |
|
0.500 |
2,295.85 |
|
0.382 |
2,291.21 |
|
LOW |
2,276.20 |
|
0.618 |
2,251.92 |
|
1.000 |
2,236.91 |
|
1.618 |
2,212.63 |
|
2.618 |
2,173.34 |
|
4.250 |
2,109.22 |
|
|