| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1999 |
12-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,374.58 |
2,392.86 |
18.28 |
0.8% |
2,347.88 |
| High |
2,393.36 |
2,410.62 |
17.26 |
0.7% |
2,393.36 |
| Low |
2,363.41 |
2,370.09 |
6.68 |
0.3% |
2,317.38 |
| Close |
2,392.86 |
2,384.49 |
-8.37 |
-0.3% |
2,392.86 |
| Range |
29.95 |
40.53 |
10.58 |
35.3% |
75.98 |
| ATR |
56.05 |
54.94 |
-1.11 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.99 |
2,487.77 |
2,406.78 |
|
| R3 |
2,469.46 |
2,447.24 |
2,395.64 |
|
| R2 |
2,428.93 |
2,428.93 |
2,391.92 |
|
| R1 |
2,406.71 |
2,406.71 |
2,388.21 |
2,397.56 |
| PP |
2,388.40 |
2,388.40 |
2,388.40 |
2,383.82 |
| S1 |
2,366.18 |
2,366.18 |
2,380.77 |
2,357.03 |
| S2 |
2,347.87 |
2,347.87 |
2,377.06 |
|
| S3 |
2,307.34 |
2,325.65 |
2,373.34 |
|
| S4 |
2,266.81 |
2,285.12 |
2,362.20 |
|
|
| Weekly Pivots for week ending 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.81 |
2,570.31 |
2,434.65 |
|
| R3 |
2,519.83 |
2,494.33 |
2,413.75 |
|
| R2 |
2,443.85 |
2,443.85 |
2,406.79 |
|
| R1 |
2,418.35 |
2,418.35 |
2,399.82 |
2,431.10 |
| PP |
2,367.87 |
2,367.87 |
2,367.87 |
2,374.24 |
| S1 |
2,342.37 |
2,342.37 |
2,385.90 |
2,355.12 |
| S2 |
2,291.89 |
2,291.89 |
2,378.93 |
|
| S3 |
2,215.91 |
2,266.39 |
2,371.97 |
|
| S4 |
2,139.93 |
2,190.41 |
2,351.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,410.62 |
2,317.38 |
93.24 |
3.9% |
41.37 |
1.7% |
72% |
True |
False |
|
| 10 |
2,410.62 |
2,185.76 |
224.86 |
9.4% |
50.48 |
2.1% |
88% |
True |
False |
|
| 20 |
2,410.62 |
2,020.38 |
390.24 |
16.4% |
56.15 |
2.4% |
93% |
True |
False |
|
| 40 |
2,410.62 |
1,960.55 |
450.07 |
18.9% |
59.56 |
2.5% |
94% |
True |
False |
|
| 60 |
2,410.62 |
1,952.36 |
458.26 |
19.2% |
64.47 |
2.7% |
94% |
True |
False |
|
| 80 |
2,410.62 |
1,943.92 |
466.70 |
19.6% |
63.93 |
2.7% |
94% |
True |
False |
|
| 100 |
2,410.62 |
1,864.90 |
545.72 |
22.9% |
61.43 |
2.6% |
95% |
True |
False |
|
| 120 |
2,410.62 |
1,864.90 |
545.72 |
22.9% |
62.42 |
2.6% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.87 |
|
2.618 |
2,516.73 |
|
1.618 |
2,476.20 |
|
1.000 |
2,451.15 |
|
0.618 |
2,435.67 |
|
HIGH |
2,410.62 |
|
0.618 |
2,395.14 |
|
0.500 |
2,390.36 |
|
0.382 |
2,385.57 |
|
LOW |
2,370.09 |
|
0.618 |
2,345.04 |
|
1.000 |
2,329.56 |
|
1.618 |
2,304.51 |
|
2.618 |
2,263.98 |
|
4.250 |
2,197.84 |
|
|