| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1999 |
27-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,460.92 |
2,417.30 |
-43.62 |
-1.8% |
2,315.05 |
| High |
2,467.46 |
2,438.88 |
-28.58 |
-1.2% |
2,467.46 |
| Low |
2,416.31 |
2,396.07 |
-20.24 |
-0.8% |
2,315.07 |
| Close |
2,417.30 |
2,402.57 |
-14.73 |
-0.6% |
2,402.57 |
| Range |
51.15 |
42.81 |
-8.34 |
-16.3% |
152.39 |
| ATR |
57.55 |
56.50 |
-1.05 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.94 |
2,514.56 |
2,426.12 |
|
| R3 |
2,498.13 |
2,471.75 |
2,414.34 |
|
| R2 |
2,455.32 |
2,455.32 |
2,410.42 |
|
| R1 |
2,428.94 |
2,428.94 |
2,406.49 |
2,420.73 |
| PP |
2,412.51 |
2,412.51 |
2,412.51 |
2,408.40 |
| S1 |
2,386.13 |
2,386.13 |
2,398.65 |
2,377.92 |
| S2 |
2,369.70 |
2,369.70 |
2,394.72 |
|
| S3 |
2,326.89 |
2,343.32 |
2,390.80 |
|
| S4 |
2,284.08 |
2,300.51 |
2,379.02 |
|
|
| Weekly Pivots for week ending 27-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.20 |
2,779.78 |
2,486.38 |
|
| R3 |
2,699.81 |
2,627.39 |
2,444.48 |
|
| R2 |
2,547.42 |
2,547.42 |
2,430.51 |
|
| R1 |
2,475.00 |
2,475.00 |
2,416.54 |
2,511.21 |
| PP |
2,395.03 |
2,395.03 |
2,395.03 |
2,413.14 |
| S1 |
2,322.61 |
2,322.61 |
2,388.60 |
2,358.82 |
| S2 |
2,242.64 |
2,242.64 |
2,374.63 |
|
| S3 |
2,090.25 |
2,170.22 |
2,360.66 |
|
| S4 |
1,937.86 |
2,017.83 |
2,318.76 |
|
|
| 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 |
2,315.07 |
152.39 |
6.3% |
58.34 |
2.4% |
57% |
False |
False |
|
| 10 |
2,467.46 |
2,270.96 |
196.50 |
8.2% |
50.11 |
2.1% |
67% |
False |
False |
|
| 20 |
2,467.46 |
2,120.26 |
347.20 |
14.5% |
58.18 |
2.4% |
81% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.5% |
54.59 |
2.3% |
81% |
False |
False |
|
| 60 |
2,468.42 |
2,020.38 |
448.04 |
18.6% |
57.28 |
2.4% |
85% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.1% |
58.73 |
2.4% |
87% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.5% |
62.43 |
2.6% |
87% |
False |
False |
|
| 120 |
2,468.42 |
1,943.92 |
524.50 |
21.8% |
60.97 |
2.5% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,620.82 |
|
2.618 |
2,550.96 |
|
1.618 |
2,508.15 |
|
1.000 |
2,481.69 |
|
0.618 |
2,465.34 |
|
HIGH |
2,438.88 |
|
0.618 |
2,422.53 |
|
0.500 |
2,417.48 |
|
0.382 |
2,412.42 |
|
LOW |
2,396.07 |
|
0.618 |
2,369.61 |
|
1.000 |
2,353.26 |
|
1.618 |
2,326.80 |
|
2.618 |
2,283.99 |
|
4.250 |
2,214.13 |
|
|