| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2001 |
13-Jul-2001 |
Change |
Change % |
Previous Week |
| Open |
1,708.32 |
1,741.36 |
33.04 |
1.9% |
1,680.88 |
| High |
1,757.29 |
1,782.52 |
25.23 |
1.4% |
1,782.52 |
| Low |
1,700.41 |
1,723.08 |
22.67 |
1.3% |
1,600.19 |
| Close |
1,750.13 |
1,751.11 |
0.98 |
0.1% |
1,751.11 |
| Range |
56.88 |
59.44 |
2.56 |
4.5% |
182.33 |
| ATR |
70.83 |
70.02 |
-0.81 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,930.56 |
1,900.27 |
1,783.80 |
|
| R3 |
1,871.12 |
1,840.83 |
1,767.46 |
|
| R2 |
1,811.68 |
1,811.68 |
1,762.01 |
|
| R1 |
1,781.39 |
1,781.39 |
1,756.56 |
1,796.54 |
| PP |
1,752.24 |
1,752.24 |
1,752.24 |
1,759.81 |
| S1 |
1,721.95 |
1,721.95 |
1,745.66 |
1,737.10 |
| S2 |
1,692.80 |
1,692.80 |
1,740.21 |
|
| S3 |
1,633.36 |
1,662.51 |
1,734.76 |
|
| S4 |
1,573.92 |
1,603.07 |
1,718.42 |
|
|
| Weekly Pivots for week ending 13-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.26 |
2,187.02 |
1,851.39 |
|
| R3 |
2,075.93 |
2,004.69 |
1,801.25 |
|
| R2 |
1,893.60 |
1,893.60 |
1,784.54 |
|
| R1 |
1,822.36 |
1,822.36 |
1,767.82 |
1,857.98 |
| PP |
1,711.27 |
1,711.27 |
1,711.27 |
1,729.09 |
| S1 |
1,640.03 |
1,640.03 |
1,734.40 |
1,675.65 |
| S2 |
1,528.94 |
1,528.94 |
1,717.68 |
|
| S3 |
1,346.61 |
1,457.70 |
1,700.97 |
|
| S4 |
1,164.28 |
1,275.37 |
1,650.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,782.52 |
1,600.19 |
182.33 |
10.4% |
60.07 |
3.4% |
83% |
True |
False |
|
| 10 |
1,865.39 |
1,600.19 |
265.20 |
15.1% |
57.76 |
3.3% |
57% |
False |
False |
|
| 20 |
1,865.39 |
1,600.19 |
265.20 |
15.1% |
60.16 |
3.4% |
57% |
False |
False |
|
| 40 |
2,073.98 |
1,600.19 |
473.79 |
27.1% |
65.50 |
3.7% |
32% |
False |
False |
|
| 60 |
2,073.98 |
1,600.19 |
473.79 |
27.1% |
70.02 |
4.0% |
32% |
False |
False |
|
| 80 |
2,073.98 |
1,348.52 |
725.46 |
41.4% |
74.81 |
4.3% |
55% |
False |
False |
|
| 100 |
2,164.25 |
1,348.52 |
815.73 |
46.6% |
79.53 |
4.5% |
49% |
False |
False |
|
| 120 |
2,771.63 |
1,348.52 |
1,423.11 |
81.3% |
83.44 |
4.8% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.14 |
|
2.618 |
1,938.13 |
|
1.618 |
1,878.69 |
|
1.000 |
1,841.96 |
|
0.618 |
1,819.25 |
|
HIGH |
1,782.52 |
|
0.618 |
1,759.81 |
|
0.500 |
1,752.80 |
|
0.382 |
1,745.79 |
|
LOW |
1,723.08 |
|
0.618 |
1,686.35 |
|
1.000 |
1,663.64 |
|
1.618 |
1,626.91 |
|
2.618 |
1,567.47 |
|
4.250 |
1,470.46 |
|
|