| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-1999 |
01-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,366.88 |
2,396.87 |
29.99 |
1.3% |
2,315.05 |
| High |
2,400.65 |
2,433.45 |
32.80 |
1.4% |
2,467.46 |
| Low |
2,326.99 |
2,390.02 |
63.03 |
2.7% |
2,315.07 |
| Close |
2,396.87 |
2,404.94 |
8.07 |
0.3% |
2,402.57 |
| Range |
73.66 |
43.43 |
-30.23 |
-41.0% |
152.39 |
| ATR |
57.75 |
56.72 |
-1.02 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.76 |
2,515.78 |
2,428.83 |
|
| R3 |
2,496.33 |
2,472.35 |
2,416.88 |
|
| R2 |
2,452.90 |
2,452.90 |
2,412.90 |
|
| R1 |
2,428.92 |
2,428.92 |
2,408.92 |
2,440.91 |
| PP |
2,409.47 |
2,409.47 |
2,409.47 |
2,415.47 |
| S1 |
2,385.49 |
2,385.49 |
2,400.96 |
2,397.48 |
| S2 |
2,366.04 |
2,366.04 |
2,396.98 |
|
| S3 |
2,322.61 |
2,342.06 |
2,393.00 |
|
| S4 |
2,279.18 |
2,298.63 |
2,381.05 |
|
|
| 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 |
5.8% |
53.57 |
2.2% |
55% |
False |
False |
|
| 10 |
2,467.46 |
2,270.96 |
196.50 |
8.2% |
55.13 |
2.3% |
68% |
False |
False |
|
| 20 |
2,467.46 |
2,120.26 |
347.20 |
14.4% |
57.42 |
2.4% |
82% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.5% |
56.10 |
2.3% |
82% |
False |
False |
|
| 60 |
2,468.42 |
2,020.38 |
448.04 |
18.6% |
56.87 |
2.4% |
86% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.1% |
58.59 |
2.4% |
88% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.5% |
62.54 |
2.6% |
88% |
False |
False |
|
| 120 |
2,468.42 |
1,943.92 |
524.50 |
21.8% |
61.32 |
2.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.03 |
|
2.618 |
2,547.15 |
|
1.618 |
2,503.72 |
|
1.000 |
2,476.88 |
|
0.618 |
2,460.29 |
|
HIGH |
2,433.45 |
|
0.618 |
2,416.86 |
|
0.500 |
2,411.74 |
|
0.382 |
2,406.61 |
|
LOW |
2,390.02 |
|
0.618 |
2,363.18 |
|
1.000 |
2,346.59 |
|
1.618 |
2,319.75 |
|
2.618 |
2,276.32 |
|
4.250 |
2,205.44 |
|
|