| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1999 |
09-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
1,395.28 |
1,394.42 |
-0.86 |
-0.1% |
1,392.32 |
| High |
1,403.25 |
1,403.28 |
0.03 |
0.0% |
1,405.29 |
| Low |
1,386.69 |
1,394.42 |
7.73 |
0.6% |
1,384.95 |
| Close |
1,394.42 |
1,403.28 |
8.86 |
0.6% |
1,403.28 |
| Range |
16.56 |
8.86 |
-7.70 |
-46.5% |
20.34 |
| ATR |
19.18 |
18.44 |
-0.74 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,426.91 |
1,423.95 |
1,408.15 |
|
| R3 |
1,418.05 |
1,415.09 |
1,405.72 |
|
| R2 |
1,409.19 |
1,409.19 |
1,404.90 |
|
| R1 |
1,406.23 |
1,406.23 |
1,404.09 |
1,407.71 |
| PP |
1,400.33 |
1,400.33 |
1,400.33 |
1,401.07 |
| S1 |
1,397.37 |
1,397.37 |
1,402.47 |
1,398.85 |
| S2 |
1,391.47 |
1,391.47 |
1,401.66 |
|
| S3 |
1,382.61 |
1,388.51 |
1,400.84 |
|
| S4 |
1,373.75 |
1,379.65 |
1,398.41 |
|
|
| Weekly Pivots for week ending 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.86 |
1,451.41 |
1,414.47 |
|
| R3 |
1,438.52 |
1,431.07 |
1,408.87 |
|
| R2 |
1,418.18 |
1,418.18 |
1,407.01 |
|
| R1 |
1,410.73 |
1,410.73 |
1,405.14 |
1,414.46 |
| PP |
1,397.84 |
1,397.84 |
1,397.84 |
1,399.70 |
| S1 |
1,390.39 |
1,390.39 |
1,401.42 |
1,394.12 |
| S2 |
1,377.50 |
1,377.50 |
1,399.55 |
|
| S3 |
1,357.16 |
1,370.05 |
1,397.69 |
|
| S4 |
1,336.82 |
1,349.71 |
1,392.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.29 |
1,379.57 |
25.72 |
1.8% |
13.26 |
0.9% |
92% |
False |
False |
|
| 10 |
1,405.29 |
1,312.64 |
92.65 |
6.6% |
18.54 |
1.3% |
98% |
False |
False |
|
| 20 |
1,405.29 |
1,287.88 |
117.41 |
8.4% |
18.22 |
1.3% |
98% |
False |
False |
|
| 40 |
1,405.29 |
1,277.31 |
127.98 |
9.1% |
19.53 |
1.4% |
98% |
False |
False |
|
| 60 |
1,405.29 |
1,277.31 |
127.98 |
9.1% |
21.04 |
1.5% |
98% |
False |
False |
|
| 80 |
1,405.29 |
1,256.43 |
148.86 |
10.6% |
20.95 |
1.5% |
99% |
False |
False |
|
| 100 |
1,405.29 |
1,216.03 |
189.26 |
13.5% |
20.79 |
1.5% |
99% |
False |
False |
|
| 120 |
1,405.29 |
1,211.89 |
193.40 |
13.8% |
20.89 |
1.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.94 |
|
2.618 |
1,426.48 |
|
1.618 |
1,417.62 |
|
1.000 |
1,412.14 |
|
0.618 |
1,408.76 |
|
HIGH |
1,403.28 |
|
0.618 |
1,399.90 |
|
0.500 |
1,398.85 |
|
0.382 |
1,397.80 |
|
LOW |
1,394.42 |
|
0.618 |
1,388.94 |
|
1.000 |
1,385.56 |
|
1.618 |
1,380.08 |
|
2.618 |
1,371.22 |
|
4.250 |
1,356.77 |
|
|