| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-1999 |
31-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,402.57 |
2,366.88 |
-35.69 |
-1.5% |
2,315.05 |
| High |
2,415.60 |
2,400.65 |
-14.95 |
-0.6% |
2,467.46 |
| Low |
2,358.79 |
2,326.99 |
-31.80 |
-1.3% |
2,315.07 |
| Close |
2,366.88 |
2,396.87 |
29.99 |
1.3% |
2,402.57 |
| Range |
56.81 |
73.66 |
16.85 |
29.7% |
152.39 |
| ATR |
56.52 |
57.75 |
1.22 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.82 |
2,570.00 |
2,437.38 |
|
| R3 |
2,522.16 |
2,496.34 |
2,417.13 |
|
| R2 |
2,448.50 |
2,448.50 |
2,410.37 |
|
| R1 |
2,422.68 |
2,422.68 |
2,403.62 |
2,435.59 |
| PP |
2,374.84 |
2,374.84 |
2,374.84 |
2,381.29 |
| S1 |
2,349.02 |
2,349.02 |
2,390.12 |
2,361.93 |
| S2 |
2,301.18 |
2,301.18 |
2,383.37 |
|
| S3 |
2,227.52 |
2,275.36 |
2,376.61 |
|
| S4 |
2,153.86 |
2,201.70 |
2,356.36 |
|
|
| 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 |
2,326.99 |
140.47 |
5.9% |
57.99 |
2.4% |
50% |
False |
True |
|
| 10 |
2,467.46 |
2,270.96 |
196.50 |
8.2% |
54.15 |
2.3% |
64% |
False |
False |
|
| 20 |
2,467.46 |
2,120.26 |
347.20 |
14.5% |
58.07 |
2.4% |
80% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.5% |
55.76 |
2.3% |
79% |
False |
False |
|
| 60 |
2,468.42 |
2,020.38 |
448.04 |
18.7% |
57.40 |
2.4% |
84% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.2% |
58.57 |
2.4% |
86% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.5% |
62.75 |
2.6% |
86% |
False |
False |
|
| 120 |
2,468.42 |
1,943.92 |
524.50 |
21.9% |
61.41 |
2.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.71 |
|
2.618 |
2,593.49 |
|
1.618 |
2,519.83 |
|
1.000 |
2,474.31 |
|
0.618 |
2,446.17 |
|
HIGH |
2,400.65 |
|
0.618 |
2,372.51 |
|
0.500 |
2,363.82 |
|
0.382 |
2,355.13 |
|
LOW |
2,326.99 |
|
0.618 |
2,281.47 |
|
1.000 |
2,253.33 |
|
1.618 |
2,207.81 |
|
2.618 |
2,134.15 |
|
4.250 |
2,013.94 |
|
|