| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-1999 |
30-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,417.30 |
2,402.57 |
-14.73 |
-0.6% |
2,315.05 |
| High |
2,438.88 |
2,415.60 |
-23.28 |
-1.0% |
2,467.46 |
| Low |
2,396.07 |
2,358.79 |
-37.28 |
-1.6% |
2,315.07 |
| Close |
2,402.57 |
2,366.88 |
-35.69 |
-1.5% |
2,402.57 |
| Range |
42.81 |
56.81 |
14.00 |
32.7% |
152.39 |
| ATR |
56.50 |
56.52 |
0.02 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.85 |
2,515.68 |
2,398.13 |
|
| R3 |
2,494.04 |
2,458.87 |
2,382.50 |
|
| R2 |
2,437.23 |
2,437.23 |
2,377.30 |
|
| R1 |
2,402.06 |
2,402.06 |
2,372.09 |
2,391.24 |
| PP |
2,380.42 |
2,380.42 |
2,380.42 |
2,375.02 |
| S1 |
2,345.25 |
2,345.25 |
2,361.67 |
2,334.43 |
| S2 |
2,323.61 |
2,323.61 |
2,356.46 |
|
| S3 |
2,266.80 |
2,288.44 |
2,351.26 |
|
| S4 |
2,209.99 |
2,231.63 |
2,335.63 |
|
|
| Weekly Pivots for week ending 27-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.20 |
2,779.78 |
2,486.38 |
|
| R3 |
2,699.81 |
2,627.39 |
2,444.48 |
|
| R2 |
2,547.42 |
2,547.42 |
2,430.51 |
|
| R1 |
2,475.00 |
2,475.00 |
2,416.54 |
2,511.21 |
| PP |
2,395.03 |
2,395.03 |
2,395.03 |
2,413.14 |
| S1 |
2,322.61 |
2,322.61 |
2,388.60 |
2,358.82 |
| S2 |
2,242.64 |
2,242.64 |
2,374.63 |
|
| S3 |
2,090.25 |
2,170.22 |
2,360.66 |
|
| S4 |
1,937.86 |
2,017.83 |
2,318.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,467.46 |
2,358.79 |
108.67 |
4.6% |
55.51 |
2.3% |
7% |
False |
True |
|
| 10 |
2,467.46 |
2,270.96 |
196.50 |
8.3% |
51.93 |
2.2% |
49% |
False |
False |
|
| 20 |
2,467.46 |
2,120.26 |
347.20 |
14.7% |
58.43 |
2.5% |
71% |
False |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.7% |
55.36 |
2.3% |
71% |
False |
False |
|
| 60 |
2,468.42 |
2,020.38 |
448.04 |
18.9% |
56.94 |
2.4% |
77% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.5% |
58.34 |
2.5% |
80% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.8% |
62.32 |
2.6% |
80% |
False |
False |
|
| 120 |
2,468.42 |
1,943.92 |
524.50 |
22.2% |
61.19 |
2.6% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.04 |
|
2.618 |
2,564.33 |
|
1.618 |
2,507.52 |
|
1.000 |
2,472.41 |
|
0.618 |
2,450.71 |
|
HIGH |
2,415.60 |
|
0.618 |
2,393.90 |
|
0.500 |
2,387.20 |
|
0.382 |
2,380.49 |
|
LOW |
2,358.79 |
|
0.618 |
2,323.68 |
|
1.000 |
2,301.98 |
|
1.618 |
2,266.87 |
|
2.618 |
2,210.06 |
|
4.250 |
2,117.35 |
|
|