| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1999 |
03-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,404.94 |
2,392.60 |
-12.34 |
-0.5% |
2,402.57 |
| High |
2,407.49 |
2,506.75 |
99.26 |
4.1% |
2,506.75 |
| Low |
2,356.40 |
2,393.75 |
37.35 |
1.6% |
2,326.99 |
| Close |
2,392.60 |
2,506.69 |
114.09 |
4.8% |
2,506.69 |
| Range |
51.09 |
113.00 |
61.91 |
121.2% |
179.76 |
| ATR |
56.32 |
60.45 |
4.13 |
7.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.06 |
2,770.38 |
2,568.84 |
|
| R3 |
2,695.06 |
2,657.38 |
2,537.77 |
|
| R2 |
2,582.06 |
2,582.06 |
2,527.41 |
|
| R1 |
2,544.38 |
2,544.38 |
2,517.05 |
2,563.22 |
| PP |
2,469.06 |
2,469.06 |
2,469.06 |
2,478.49 |
| S1 |
2,431.38 |
2,431.38 |
2,496.33 |
2,450.22 |
| S2 |
2,356.06 |
2,356.06 |
2,485.97 |
|
| S3 |
2,243.06 |
2,318.38 |
2,475.62 |
|
| S4 |
2,130.06 |
2,205.38 |
2,444.54 |
|
|
| Weekly Pivots for week ending 03-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.09 |
2,926.15 |
2,605.56 |
|
| R3 |
2,806.33 |
2,746.39 |
2,556.12 |
|
| R2 |
2,626.57 |
2,626.57 |
2,539.65 |
|
| R1 |
2,566.63 |
2,566.63 |
2,523.17 |
2,596.60 |
| PP |
2,446.81 |
2,446.81 |
2,446.81 |
2,461.80 |
| S1 |
2,386.87 |
2,386.87 |
2,490.21 |
2,416.84 |
| S2 |
2,267.05 |
2,267.05 |
2,473.73 |
|
| S3 |
2,087.29 |
2,207.11 |
2,457.26 |
|
| S4 |
1,907.53 |
2,027.35 |
2,407.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,506.75 |
2,326.99 |
179.76 |
7.2% |
67.60 |
2.7% |
100% |
True |
False |
|
| 10 |
2,506.75 |
2,315.07 |
191.68 |
7.6% |
62.97 |
2.5% |
100% |
True |
False |
|
| 20 |
2,506.75 |
2,120.26 |
386.49 |
15.4% |
58.52 |
2.3% |
100% |
True |
False |
|
| 40 |
2,506.75 |
2,120.26 |
386.49 |
15.4% |
58.24 |
2.3% |
100% |
True |
False |
|
| 60 |
2,506.75 |
2,020.38 |
486.37 |
19.4% |
57.92 |
2.3% |
100% |
True |
False |
|
| 80 |
2,506.75 |
1,960.55 |
546.20 |
21.8% |
59.16 |
2.4% |
100% |
True |
False |
|
| 100 |
2,506.75 |
1,952.36 |
554.39 |
22.1% |
62.40 |
2.5% |
100% |
True |
False |
|
| 120 |
2,506.75 |
1,943.92 |
562.83 |
22.5% |
61.89 |
2.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.00 |
|
2.618 |
2,802.58 |
|
1.618 |
2,689.58 |
|
1.000 |
2,619.75 |
|
0.618 |
2,576.58 |
|
HIGH |
2,506.75 |
|
0.618 |
2,463.58 |
|
0.500 |
2,450.25 |
|
0.382 |
2,436.92 |
|
LOW |
2,393.75 |
|
0.618 |
2,323.92 |
|
1.000 |
2,280.75 |
|
1.618 |
2,210.92 |
|
2.618 |
2,097.92 |
|
4.250 |
1,913.50 |
|
|