| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-1997 |
21-Jul-1997 |
Change |
Change % |
Previous Week |
| Open |
1,094.95 |
1,070.99 |
-23.96 |
-2.2% |
1,041.88 |
| High |
1,094.95 |
1,072.94 |
-22.01 |
-2.0% |
1,108.12 |
| Low |
1,057.10 |
1,051.03 |
-6.07 |
-0.6% |
1,015.62 |
| Close |
1,070.99 |
1,058.45 |
-12.54 |
-1.2% |
1,070.99 |
| Range |
37.85 |
21.91 |
-15.94 |
-42.1% |
92.50 |
| ATR |
21.27 |
21.31 |
0.05 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,126.54 |
1,114.40 |
1,070.50 |
|
| R3 |
1,104.63 |
1,092.49 |
1,064.48 |
|
| R2 |
1,082.72 |
1,082.72 |
1,062.47 |
|
| R1 |
1,070.58 |
1,070.58 |
1,060.46 |
1,065.70 |
| PP |
1,060.81 |
1,060.81 |
1,060.81 |
1,058.36 |
| S1 |
1,048.67 |
1,048.67 |
1,056.44 |
1,043.79 |
| S2 |
1,038.90 |
1,038.90 |
1,054.43 |
|
| S3 |
1,016.99 |
1,026.76 |
1,052.42 |
|
| S4 |
995.08 |
1,004.85 |
1,046.40 |
|
|
| Weekly Pivots for week ending 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.41 |
1,299.20 |
1,121.87 |
|
| R3 |
1,249.91 |
1,206.70 |
1,096.43 |
|
| R2 |
1,157.41 |
1,157.41 |
1,087.95 |
|
| R1 |
1,114.20 |
1,114.20 |
1,079.47 |
1,135.81 |
| PP |
1,064.91 |
1,064.91 |
1,064.91 |
1,075.71 |
| S1 |
1,021.70 |
1,021.70 |
1,062.51 |
1,043.31 |
| S2 |
972.41 |
972.41 |
1,054.03 |
|
| S3 |
879.91 |
929.20 |
1,045.55 |
|
| S4 |
787.41 |
836.70 |
1,020.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,108.12 |
1,041.88 |
66.24 |
6.3% |
29.82 |
2.8% |
25% |
False |
False |
|
| 10 |
1,108.12 |
989.97 |
118.15 |
11.2% |
23.72 |
2.2% |
58% |
False |
False |
|
| 20 |
1,108.12 |
947.78 |
160.34 |
15.1% |
20.16 |
1.9% |
69% |
False |
False |
|
| 40 |
1,108.12 |
917.34 |
190.78 |
18.0% |
19.40 |
1.8% |
74% |
False |
False |
|
| 60 |
1,108.12 |
812.25 |
295.87 |
28.0% |
19.76 |
1.9% |
83% |
False |
False |
|
| 80 |
1,108.12 |
779.17 |
328.95 |
31.1% |
20.37 |
1.9% |
85% |
False |
False |
|
| 100 |
1,108.12 |
779.17 |
328.95 |
31.1% |
20.18 |
1.9% |
85% |
False |
False |
|
| 120 |
1,108.12 |
779.17 |
328.95 |
31.1% |
19.97 |
1.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,166.06 |
|
2.618 |
1,130.30 |
|
1.618 |
1,108.39 |
|
1.000 |
1,094.85 |
|
0.618 |
1,086.48 |
|
HIGH |
1,072.94 |
|
0.618 |
1,064.57 |
|
0.500 |
1,061.99 |
|
0.382 |
1,059.40 |
|
LOW |
1,051.03 |
|
0.618 |
1,037.49 |
|
1.000 |
1,029.12 |
|
1.618 |
1,015.58 |
|
2.618 |
993.67 |
|
4.250 |
957.91 |
|
|