| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-1999 |
30-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,333.80 |
2,263.06 |
-70.74 |
-3.0% |
2,302.03 |
| High |
2,333.78 |
2,309.18 |
-24.60 |
-1.1% |
2,338.01 |
| Low |
2,256.18 |
2,263.06 |
6.88 |
0.3% |
2,233.15 |
| Close |
2,263.06 |
2,270.93 |
7.87 |
0.3% |
2,270.93 |
| Range |
77.60 |
46.12 |
-31.48 |
-40.6% |
104.86 |
| ATR |
58.16 |
57.30 |
-0.86 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.42 |
2,391.29 |
2,296.30 |
|
| R3 |
2,373.30 |
2,345.17 |
2,283.61 |
|
| R2 |
2,327.18 |
2,327.18 |
2,279.39 |
|
| R1 |
2,299.05 |
2,299.05 |
2,275.16 |
2,313.12 |
| PP |
2,281.06 |
2,281.06 |
2,281.06 |
2,288.09 |
| S1 |
2,252.93 |
2,252.93 |
2,266.70 |
2,267.00 |
| S2 |
2,234.94 |
2,234.94 |
2,262.47 |
|
| S3 |
2,188.82 |
2,206.81 |
2,258.25 |
|
| S4 |
2,142.70 |
2,160.69 |
2,245.56 |
|
|
| Weekly Pivots for week ending 30-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.28 |
2,537.96 |
2,328.60 |
|
| R3 |
2,490.42 |
2,433.10 |
2,299.77 |
|
| R2 |
2,385.56 |
2,385.56 |
2,290.15 |
|
| R1 |
2,328.24 |
2,328.24 |
2,280.54 |
2,304.47 |
| PP |
2,280.70 |
2,280.70 |
2,280.70 |
2,268.81 |
| S1 |
2,223.38 |
2,223.38 |
2,261.32 |
2,199.61 |
| S2 |
2,175.84 |
2,175.84 |
2,251.71 |
|
| S3 |
2,070.98 |
2,118.52 |
2,242.09 |
|
| S4 |
1,966.12 |
2,013.66 |
2,213.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.01 |
2,233.15 |
104.86 |
4.6% |
65.40 |
2.9% |
36% |
False |
False |
|
| 10 |
2,468.42 |
2,233.15 |
235.27 |
10.4% |
63.91 |
2.8% |
16% |
False |
False |
|
| 20 |
2,468.42 |
2,233.15 |
235.27 |
10.4% |
51.01 |
2.2% |
16% |
False |
False |
|
| 40 |
2,468.42 |
2,020.38 |
448.04 |
19.7% |
56.84 |
2.5% |
56% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.4% |
58.92 |
2.6% |
61% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
22.7% |
63.50 |
2.8% |
62% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.1% |
61.53 |
2.7% |
62% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
26.6% |
61.66 |
2.7% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.19 |
|
2.618 |
2,429.92 |
|
1.618 |
2,383.80 |
|
1.000 |
2,355.30 |
|
0.618 |
2,337.68 |
|
HIGH |
2,309.18 |
|
0.618 |
2,291.56 |
|
0.500 |
2,286.12 |
|
0.382 |
2,280.68 |
|
LOW |
2,263.06 |
|
0.618 |
2,234.56 |
|
1.000 |
2,216.94 |
|
1.618 |
2,188.44 |
|
2.618 |
2,142.32 |
|
4.250 |
2,067.05 |
|
|