| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-1999 |
25-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,385.84 |
2,404.88 |
19.04 |
0.8% |
2,307.05 |
| High |
2,432.39 |
2,465.74 |
33.35 |
1.4% |
2,351.00 |
| Low |
2,371.14 |
2,400.21 |
29.07 |
1.2% |
2,270.96 |
| Close |
2,404.88 |
2,460.92 |
56.04 |
2.3% |
2,315.05 |
| Range |
61.25 |
65.53 |
4.28 |
7.0% |
80.04 |
| ATR |
57.47 |
58.04 |
0.58 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.88 |
2,615.43 |
2,496.96 |
|
| R3 |
2,573.35 |
2,549.90 |
2,478.94 |
|
| R2 |
2,507.82 |
2,507.82 |
2,472.93 |
|
| R1 |
2,484.37 |
2,484.37 |
2,466.93 |
2,496.10 |
| PP |
2,442.29 |
2,442.29 |
2,442.29 |
2,448.15 |
| S1 |
2,418.84 |
2,418.84 |
2,454.91 |
2,430.57 |
| S2 |
2,376.76 |
2,376.76 |
2,448.91 |
|
| S3 |
2,311.23 |
2,353.31 |
2,442.90 |
|
| S4 |
2,245.70 |
2,287.78 |
2,424.88 |
|
|
| 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 |
2,465.74 |
2,270.96 |
194.78 |
7.9% |
56.69 |
2.3% |
98% |
True |
False |
|
| 10 |
2,465.74 |
2,212.99 |
252.75 |
10.3% |
54.59 |
2.2% |
98% |
True |
False |
|
| 20 |
2,465.74 |
2,120.26 |
345.48 |
14.0% |
59.67 |
2.4% |
99% |
True |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.1% |
55.40 |
2.3% |
98% |
False |
False |
|
| 60 |
2,468.42 |
1,987.40 |
481.02 |
19.5% |
58.10 |
2.4% |
98% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
20.6% |
59.84 |
2.4% |
99% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.0% |
62.86 |
2.6% |
99% |
False |
False |
|
| 120 |
2,468.42 |
1,943.92 |
524.50 |
21.3% |
61.14 |
2.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,744.24 |
|
2.618 |
2,637.30 |
|
1.618 |
2,571.77 |
|
1.000 |
2,531.27 |
|
0.618 |
2,506.24 |
|
HIGH |
2,465.74 |
|
0.618 |
2,440.71 |
|
0.500 |
2,432.98 |
|
0.382 |
2,425.24 |
|
LOW |
2,400.21 |
|
0.618 |
2,359.71 |
|
1.000 |
2,334.68 |
|
1.618 |
2,294.18 |
|
2.618 |
2,228.65 |
|
4.250 |
2,121.71 |
|
|