| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2001 |
19-Jul-2001 |
Change |
Change % |
Previous Week |
| Open |
1,692.16 |
1,700.56 |
8.40 |
0.5% |
1,680.88 |
| High |
1,716.16 |
1,739.13 |
22.97 |
1.3% |
1,782.52 |
| Low |
1,652.00 |
1,674.57 |
22.57 |
1.4% |
1,600.19 |
| Close |
1,666.87 |
1,695.89 |
29.02 |
1.7% |
1,751.11 |
| Range |
64.16 |
64.56 |
0.40 |
0.6% |
182.33 |
| ATR |
70.42 |
70.55 |
0.13 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.88 |
1,860.94 |
1,731.40 |
|
| R3 |
1,832.32 |
1,796.38 |
1,713.64 |
|
| R2 |
1,767.76 |
1,767.76 |
1,707.73 |
|
| R1 |
1,731.82 |
1,731.82 |
1,701.81 |
1,717.51 |
| PP |
1,703.20 |
1,703.20 |
1,703.20 |
1,696.04 |
| S1 |
1,667.26 |
1,667.26 |
1,689.97 |
1,652.95 |
| S2 |
1,638.64 |
1,638.64 |
1,684.05 |
|
| S3 |
1,574.08 |
1,602.70 |
1,678.14 |
|
| S4 |
1,509.52 |
1,538.14 |
1,660.38 |
|
|
| 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 |
1,652.00 |
130.52 |
7.7% |
65.31 |
3.9% |
34% |
False |
False |
|
| 10 |
1,782.52 |
1,600.19 |
182.33 |
10.8% |
63.04 |
3.7% |
52% |
False |
False |
|
| 20 |
1,865.39 |
1,600.19 |
265.20 |
15.6% |
58.94 |
3.5% |
36% |
False |
False |
|
| 40 |
2,073.98 |
1,600.19 |
473.79 |
27.9% |
65.36 |
3.9% |
20% |
False |
False |
|
| 60 |
2,073.98 |
1,600.19 |
473.79 |
27.9% |
68.03 |
4.0% |
20% |
False |
False |
|
| 80 |
2,073.98 |
1,348.52 |
725.46 |
42.8% |
73.68 |
4.3% |
48% |
False |
False |
|
| 100 |
2,081.79 |
1,348.52 |
733.27 |
43.2% |
77.61 |
4.6% |
47% |
False |
False |
|
| 120 |
2,718.51 |
1,348.52 |
1,369.99 |
80.8% |
82.15 |
4.8% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,013.51 |
|
2.618 |
1,908.15 |
|
1.618 |
1,843.59 |
|
1.000 |
1,803.69 |
|
0.618 |
1,779.03 |
|
HIGH |
1,739.13 |
|
0.618 |
1,714.47 |
|
0.500 |
1,706.85 |
|
0.382 |
1,699.23 |
|
LOW |
1,674.57 |
|
0.618 |
1,634.67 |
|
1.000 |
1,610.01 |
|
1.618 |
1,570.11 |
|
2.618 |
1,505.55 |
|
4.250 |
1,400.19 |
|
|