| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-1999 |
26-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,404.88 |
2,460.92 |
56.04 |
2.3% |
2,307.05 |
| High |
2,465.74 |
2,467.46 |
1.72 |
0.1% |
2,351.00 |
| Low |
2,400.21 |
2,416.31 |
16.10 |
0.7% |
2,270.96 |
| Close |
2,460.92 |
2,417.30 |
-43.62 |
-1.8% |
2,315.05 |
| Range |
65.53 |
51.15 |
-14.38 |
-21.9% |
80.04 |
| ATR |
58.04 |
57.55 |
-0.49 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.14 |
2,553.37 |
2,445.43 |
|
| R3 |
2,535.99 |
2,502.22 |
2,431.37 |
|
| R2 |
2,484.84 |
2,484.84 |
2,426.68 |
|
| R1 |
2,451.07 |
2,451.07 |
2,421.99 |
2,442.38 |
| PP |
2,433.69 |
2,433.69 |
2,433.69 |
2,429.35 |
| S1 |
2,399.92 |
2,399.92 |
2,412.61 |
2,391.23 |
| S2 |
2,382.54 |
2,382.54 |
2,407.92 |
|
| S3 |
2,331.39 |
2,348.77 |
2,403.23 |
|
| S4 |
2,280.24 |
2,297.62 |
2,389.17 |
|
|
| 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 |
2,467.46 |
2,276.20 |
191.26 |
7.9% |
57.63 |
2.4% |
74% |
True |
False |
|
| 10 |
2,467.46 |
2,216.15 |
251.31 |
10.4% |
54.92 |
2.3% |
80% |
True |
False |
|
| 20 |
2,467.46 |
2,120.26 |
347.20 |
14.4% |
58.34 |
2.4% |
86% |
True |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.4% |
54.94 |
2.3% |
85% |
False |
False |
|
| 60 |
2,468.42 |
2,020.38 |
448.04 |
18.5% |
57.47 |
2.4% |
89% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.0% |
59.55 |
2.5% |
90% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.3% |
62.93 |
2.6% |
90% |
False |
False |
|
| 120 |
2,468.42 |
1,943.92 |
524.50 |
21.7% |
61.02 |
2.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,684.85 |
|
2.618 |
2,601.37 |
|
1.618 |
2,550.22 |
|
1.000 |
2,518.61 |
|
0.618 |
2,499.07 |
|
HIGH |
2,467.46 |
|
0.618 |
2,447.92 |
|
0.500 |
2,441.89 |
|
0.382 |
2,435.85 |
|
LOW |
2,416.31 |
|
0.618 |
2,384.70 |
|
1.000 |
2,365.16 |
|
1.618 |
2,333.55 |
|
2.618 |
2,282.40 |
|
4.250 |
2,198.92 |
|
|