| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-1999 |
23-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,363.63 |
2,281.81 |
-81.82 |
-3.5% |
2,459.53 |
| High |
2,363.63 |
2,313.82 |
-49.81 |
-2.1% |
2,468.42 |
| Low |
2,281.31 |
2,270.00 |
-11.31 |
-0.5% |
2,270.00 |
| Close |
2,281.81 |
2,302.03 |
20.22 |
0.9% |
2,302.03 |
| Range |
82.32 |
43.82 |
-38.50 |
-46.8% |
198.42 |
| ATR |
54.77 |
53.99 |
-0.78 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.74 |
2,408.21 |
2,326.13 |
|
| R3 |
2,382.92 |
2,364.39 |
2,314.08 |
|
| R2 |
2,339.10 |
2,339.10 |
2,310.06 |
|
| R1 |
2,320.57 |
2,320.57 |
2,306.05 |
2,329.84 |
| PP |
2,295.28 |
2,295.28 |
2,295.28 |
2,299.92 |
| S1 |
2,276.75 |
2,276.75 |
2,298.01 |
2,286.02 |
| S2 |
2,251.46 |
2,251.46 |
2,294.00 |
|
| S3 |
2,207.64 |
2,232.93 |
2,289.98 |
|
| S4 |
2,163.82 |
2,189.11 |
2,277.93 |
|
|
| Weekly Pivots for week ending 23-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.08 |
2,820.47 |
2,411.16 |
|
| R3 |
2,743.66 |
2,622.05 |
2,356.60 |
|
| R2 |
2,545.24 |
2,545.24 |
2,338.41 |
|
| R1 |
2,423.63 |
2,423.63 |
2,320.22 |
2,385.23 |
| PP |
2,346.82 |
2,346.82 |
2,346.82 |
2,327.61 |
| S1 |
2,225.21 |
2,225.21 |
2,283.84 |
2,186.81 |
| S2 |
2,148.40 |
2,148.40 |
2,265.65 |
|
| S3 |
1,949.98 |
2,026.79 |
2,247.46 |
|
| S4 |
1,751.56 |
1,828.37 |
2,192.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,468.42 |
2,270.00 |
198.42 |
8.6% |
62.42 |
2.7% |
16% |
False |
True |
|
| 10 |
2,468.42 |
2,270.00 |
198.42 |
8.6% |
50.09 |
2.2% |
16% |
False |
True |
|
| 20 |
2,468.42 |
2,174.11 |
294.31 |
12.8% |
50.62 |
2.2% |
43% |
False |
False |
|
| 40 |
2,468.42 |
1,987.40 |
481.02 |
20.9% |
56.32 |
2.4% |
65% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.1% |
59.79 |
2.6% |
67% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
22.4% |
63.36 |
2.8% |
68% |
False |
False |
|
| 100 |
2,468.42 |
1,870.37 |
598.05 |
26.0% |
61.09 |
2.7% |
72% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
26.2% |
61.78 |
2.7% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.06 |
|
2.618 |
2,428.54 |
|
1.618 |
2,384.72 |
|
1.000 |
2,357.64 |
|
0.618 |
2,340.90 |
|
HIGH |
2,313.82 |
|
0.618 |
2,297.08 |
|
0.500 |
2,291.91 |
|
0.382 |
2,286.74 |
|
LOW |
2,270.00 |
|
0.618 |
2,242.92 |
|
1.000 |
2,226.18 |
|
1.618 |
2,199.10 |
|
2.618 |
2,155.28 |
|
4.250 |
2,083.77 |
|
|