| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-1999 |
07-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,392.60 |
2,491.82 |
99.22 |
4.1% |
2,402.57 |
| High |
2,506.75 |
2,525.03 |
18.28 |
0.7% |
2,506.75 |
| Low |
2,393.75 |
2,491.82 |
98.07 |
4.1% |
2,326.99 |
| Close |
2,506.69 |
2,491.82 |
-14.87 |
-0.6% |
2,506.69 |
| Range |
113.00 |
33.21 |
-79.79 |
-70.6% |
179.76 |
| ATR |
60.45 |
58.51 |
-1.95 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.52 |
2,580.38 |
2,510.09 |
|
| R3 |
2,569.31 |
2,547.17 |
2,500.95 |
|
| R2 |
2,536.10 |
2,536.10 |
2,497.91 |
|
| R1 |
2,513.96 |
2,513.96 |
2,494.86 |
2,508.43 |
| PP |
2,502.89 |
2,502.89 |
2,502.89 |
2,500.12 |
| S1 |
2,480.75 |
2,480.75 |
2,488.78 |
2,475.22 |
| S2 |
2,469.68 |
2,469.68 |
2,485.73 |
|
| S3 |
2,436.47 |
2,447.54 |
2,482.69 |
|
| S4 |
2,403.26 |
2,414.33 |
2,473.55 |
|
|
| 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 |
2,525.03 |
2,326.99 |
198.04 |
7.9% |
62.88 |
2.5% |
83% |
True |
False |
|
| 10 |
2,525.03 |
2,326.99 |
198.04 |
7.9% |
59.19 |
2.4% |
83% |
True |
False |
|
| 20 |
2,525.03 |
2,120.26 |
404.77 |
16.2% |
58.04 |
2.3% |
92% |
True |
False |
|
| 40 |
2,525.03 |
2,120.26 |
404.77 |
16.2% |
58.05 |
2.3% |
92% |
True |
False |
|
| 60 |
2,525.03 |
2,020.38 |
504.65 |
20.3% |
57.42 |
2.3% |
93% |
True |
False |
|
| 80 |
2,525.03 |
1,960.55 |
564.48 |
22.7% |
58.81 |
2.4% |
94% |
True |
False |
|
| 100 |
2,525.03 |
1,952.36 |
572.67 |
23.0% |
61.91 |
2.5% |
94% |
True |
False |
|
| 120 |
2,525.03 |
1,943.92 |
581.11 |
23.3% |
61.97 |
2.5% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.17 |
|
2.618 |
2,611.97 |
|
1.618 |
2,578.76 |
|
1.000 |
2,558.24 |
|
0.618 |
2,545.55 |
|
HIGH |
2,525.03 |
|
0.618 |
2,512.34 |
|
0.500 |
2,508.43 |
|
0.382 |
2,504.51 |
|
LOW |
2,491.82 |
|
0.618 |
2,471.30 |
|
1.000 |
2,458.61 |
|
1.618 |
2,438.09 |
|
2.618 |
2,404.88 |
|
4.250 |
2,350.68 |
|
|