| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-1999 |
13-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,241.43 |
2,214.36 |
-27.07 |
-1.2% |
2,212.39 |
| High |
2,260.84 |
2,307.13 |
46.29 |
2.0% |
2,307.13 |
| Low |
2,212.99 |
2,216.15 |
3.16 |
0.1% |
2,120.26 |
| Close |
2,214.36 |
2,307.05 |
92.69 |
4.2% |
2,307.05 |
| Range |
47.85 |
90.98 |
43.13 |
90.1% |
186.87 |
| ATR |
60.21 |
62.53 |
2.33 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.72 |
2,519.36 |
2,357.09 |
|
| R3 |
2,458.74 |
2,428.38 |
2,332.07 |
|
| R2 |
2,367.76 |
2,367.76 |
2,323.73 |
|
| R1 |
2,337.40 |
2,337.40 |
2,315.39 |
2,352.58 |
| PP |
2,276.78 |
2,276.78 |
2,276.78 |
2,284.37 |
| S1 |
2,246.42 |
2,246.42 |
2,298.71 |
2,261.60 |
| S2 |
2,185.80 |
2,185.80 |
2,290.37 |
|
| S3 |
2,094.82 |
2,155.44 |
2,282.03 |
|
| S4 |
2,003.84 |
2,064.46 |
2,257.01 |
|
|
| Weekly Pivots for week ending 13-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.42 |
2,743.11 |
2,409.83 |
|
| R3 |
2,618.55 |
2,556.24 |
2,358.44 |
|
| R2 |
2,431.68 |
2,431.68 |
2,341.31 |
|
| R1 |
2,369.37 |
2,369.37 |
2,324.18 |
2,400.53 |
| PP |
2,244.81 |
2,244.81 |
2,244.81 |
2,260.39 |
| S1 |
2,182.50 |
2,182.50 |
2,289.92 |
2,213.66 |
| S2 |
2,057.94 |
2,057.94 |
2,272.79 |
|
| S3 |
1,871.07 |
1,995.63 |
2,255.66 |
|
| S4 |
1,684.20 |
1,808.76 |
2,204.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,307.13 |
2,120.26 |
186.87 |
8.1% |
66.29 |
2.9% |
100% |
True |
False |
|
| 10 |
2,307.55 |
2,120.26 |
187.29 |
8.1% |
66.25 |
2.9% |
100% |
False |
False |
|
| 20 |
2,468.42 |
2,120.26 |
348.16 |
15.1% |
65.08 |
2.8% |
54% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
15.1% |
57.66 |
2.5% |
54% |
False |
False |
|
| 60 |
2,468.42 |
1,960.55 |
507.87 |
22.0% |
59.95 |
2.6% |
68% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
22.0% |
61.89 |
2.7% |
68% |
False |
False |
|
| 100 |
2,468.42 |
1,943.92 |
524.50 |
22.7% |
63.47 |
2.8% |
69% |
False |
False |
|
| 120 |
2,468.42 |
1,870.37 |
598.05 |
25.9% |
61.57 |
2.7% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,693.80 |
|
2.618 |
2,545.32 |
|
1.618 |
2,454.34 |
|
1.000 |
2,398.11 |
|
0.618 |
2,363.36 |
|
HIGH |
2,307.13 |
|
0.618 |
2,272.38 |
|
0.500 |
2,261.64 |
|
0.382 |
2,250.90 |
|
LOW |
2,216.15 |
|
0.618 |
2,159.92 |
|
1.000 |
2,125.17 |
|
1.618 |
2,068.94 |
|
2.618 |
1,977.96 |
|
4.250 |
1,829.49 |
|
|