| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1999 |
23-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,278.79 |
2,315.05 |
36.26 |
1.6% |
2,307.05 |
| High |
2,315.49 |
2,386.01 |
70.52 |
3.0% |
2,351.00 |
| Low |
2,276.20 |
2,315.07 |
38.87 |
1.7% |
2,270.96 |
| Close |
2,315.05 |
2,385.84 |
70.79 |
3.1% |
2,315.05 |
| Range |
39.29 |
70.94 |
31.65 |
80.6% |
80.04 |
| ATR |
56.12 |
57.18 |
1.06 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.13 |
2,551.42 |
2,424.86 |
|
| R3 |
2,504.19 |
2,480.48 |
2,405.35 |
|
| R2 |
2,433.25 |
2,433.25 |
2,398.85 |
|
| R1 |
2,409.54 |
2,409.54 |
2,392.34 |
2,421.40 |
| PP |
2,362.31 |
2,362.31 |
2,362.31 |
2,368.23 |
| S1 |
2,338.60 |
2,338.60 |
2,379.34 |
2,350.46 |
| S2 |
2,291.37 |
2,291.37 |
2,372.83 |
|
| S3 |
2,220.43 |
2,267.66 |
2,366.33 |
|
| S4 |
2,149.49 |
2,196.72 |
2,346.82 |
|
|
| Weekly Pivots for week ending 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.46 |
2,513.79 |
2,359.07 |
|
| R3 |
2,472.42 |
2,433.75 |
2,337.06 |
|
| R2 |
2,392.38 |
2,392.38 |
2,329.72 |
|
| R1 |
2,353.71 |
2,353.71 |
2,322.39 |
2,373.05 |
| PP |
2,312.34 |
2,312.34 |
2,312.34 |
2,322.00 |
| S1 |
2,273.67 |
2,273.67 |
2,307.71 |
2,293.01 |
| S2 |
2,232.30 |
2,232.30 |
2,300.38 |
|
| S3 |
2,152.26 |
2,193.63 |
2,293.04 |
|
| S4 |
2,072.22 |
2,113.59 |
2,271.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.01 |
2,270.96 |
115.05 |
4.8% |
48.34 |
2.0% |
100% |
True |
False |
|
| 10 |
2,386.01 |
2,120.26 |
265.75 |
11.1% |
56.89 |
2.4% |
100% |
True |
False |
|
| 20 |
2,386.01 |
2,120.26 |
265.75 |
11.1% |
60.05 |
2.5% |
100% |
True |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.6% |
55.87 |
2.3% |
76% |
False |
False |
|
| 60 |
2,468.42 |
1,987.40 |
481.02 |
20.2% |
57.91 |
2.4% |
83% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.3% |
59.98 |
2.5% |
84% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.6% |
62.74 |
2.6% |
84% |
False |
False |
|
| 120 |
2,468.42 |
1,880.85 |
587.57 |
24.6% |
61.13 |
2.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.51 |
|
2.618 |
2,571.73 |
|
1.618 |
2,500.79 |
|
1.000 |
2,456.95 |
|
0.618 |
2,429.85 |
|
HIGH |
2,386.01 |
|
0.618 |
2,358.91 |
|
0.500 |
2,350.54 |
|
0.382 |
2,342.17 |
|
LOW |
2,315.07 |
|
0.618 |
2,271.23 |
|
1.000 |
2,244.13 |
|
1.618 |
2,200.29 |
|
2.618 |
2,129.35 |
|
4.250 |
2,013.58 |
|
|