| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-1999 |
02-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,263.06 |
2,270.93 |
7.87 |
0.3% |
2,302.03 |
| High |
2,309.18 |
2,307.55 |
-1.63 |
-0.1% |
2,338.01 |
| Low |
2,263.06 |
2,255.79 |
-7.27 |
-0.3% |
2,233.15 |
| Close |
2,270.93 |
2,264.81 |
-6.12 |
-0.3% |
2,270.93 |
| Range |
46.12 |
51.76 |
5.64 |
12.2% |
104.86 |
| ATR |
57.30 |
56.91 |
-0.40 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.33 |
2,399.83 |
2,293.28 |
|
| R3 |
2,379.57 |
2,348.07 |
2,279.04 |
|
| R2 |
2,327.81 |
2,327.81 |
2,274.30 |
|
| R1 |
2,296.31 |
2,296.31 |
2,269.55 |
2,286.18 |
| PP |
2,276.05 |
2,276.05 |
2,276.05 |
2,270.99 |
| S1 |
2,244.55 |
2,244.55 |
2,260.07 |
2,234.42 |
| S2 |
2,224.29 |
2,224.29 |
2,255.32 |
|
| S3 |
2,172.53 |
2,192.79 |
2,250.58 |
|
| S4 |
2,120.77 |
2,141.03 |
2,236.34 |
|
|
| 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 |
2,233.51 |
104.50 |
4.6% |
61.98 |
2.7% |
30% |
False |
False |
|
| 10 |
2,424.62 |
2,233.15 |
191.47 |
8.5% |
64.51 |
2.8% |
17% |
False |
False |
|
| 20 |
2,468.42 |
2,233.15 |
235.27 |
10.4% |
52.30 |
2.3% |
13% |
False |
False |
|
| 40 |
2,468.42 |
2,020.38 |
448.04 |
19.8% |
56.19 |
2.5% |
55% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.4% |
58.32 |
2.6% |
60% |
False |
False |
|
| 80 |
2,468.42 |
1,952.36 |
516.06 |
22.8% |
63.29 |
2.8% |
61% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
23.2% |
61.74 |
2.7% |
61% |
False |
False |
|
| 120 |
2,468.42 |
1,864.90 |
603.52 |
26.6% |
61.25 |
2.7% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.53 |
|
2.618 |
2,443.06 |
|
1.618 |
2,391.30 |
|
1.000 |
2,359.31 |
|
0.618 |
2,339.54 |
|
HIGH |
2,307.55 |
|
0.618 |
2,287.78 |
|
0.500 |
2,281.67 |
|
0.382 |
2,275.56 |
|
LOW |
2,255.79 |
|
0.618 |
2,223.80 |
|
1.000 |
2,204.03 |
|
1.618 |
2,172.04 |
|
2.618 |
2,120.28 |
|
4.250 |
2,035.81 |
|
|