| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2001 |
20-Jul-2001 |
Change |
Change % |
Previous Week |
| Open |
1,700.56 |
1,662.38 |
-38.18 |
-2.2% |
1,743.09 |
| High |
1,739.13 |
1,690.18 |
-48.95 |
-2.8% |
1,758.93 |
| Low |
1,674.57 |
1,659.98 |
-14.59 |
-0.9% |
1,652.00 |
| Close |
1,695.89 |
1,676.46 |
-19.43 |
-1.1% |
1,676.46 |
| Range |
64.56 |
30.20 |
-34.36 |
-53.2% |
106.93 |
| ATR |
70.55 |
68.07 |
-2.47 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.14 |
1,751.50 |
1,693.07 |
|
| R3 |
1,735.94 |
1,721.30 |
1,684.77 |
|
| R2 |
1,705.74 |
1,705.74 |
1,682.00 |
|
| R1 |
1,691.10 |
1,691.10 |
1,679.23 |
1,698.42 |
| PP |
1,675.54 |
1,675.54 |
1,675.54 |
1,679.20 |
| S1 |
1,660.90 |
1,660.90 |
1,673.69 |
1,668.22 |
| S2 |
1,645.34 |
1,645.34 |
1,670.92 |
|
| S3 |
1,615.14 |
1,630.70 |
1,668.16 |
|
| S4 |
1,584.94 |
1,600.50 |
1,659.85 |
|
|
| Weekly Pivots for week ending 20-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.59 |
1,953.45 |
1,735.27 |
|
| R3 |
1,909.66 |
1,846.52 |
1,705.87 |
|
| R2 |
1,802.73 |
1,802.73 |
1,696.06 |
|
| R1 |
1,739.59 |
1,739.59 |
1,686.26 |
1,717.70 |
| PP |
1,695.80 |
1,695.80 |
1,695.80 |
1,684.85 |
| S1 |
1,632.66 |
1,632.66 |
1,666.66 |
1,610.77 |
| S2 |
1,588.87 |
1,588.87 |
1,656.86 |
|
| S3 |
1,481.94 |
1,525.73 |
1,647.05 |
|
| S4 |
1,375.01 |
1,418.80 |
1,617.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,758.93 |
1,652.00 |
106.93 |
6.4% |
59.46 |
3.5% |
23% |
False |
False |
|
| 10 |
1,782.52 |
1,600.19 |
182.33 |
10.9% |
59.76 |
3.6% |
42% |
False |
False |
|
| 20 |
1,865.39 |
1,600.19 |
265.20 |
15.8% |
56.62 |
3.4% |
29% |
False |
False |
|
| 40 |
2,003.71 |
1,600.19 |
403.52 |
24.1% |
63.20 |
3.8% |
19% |
False |
False |
|
| 60 |
2,073.98 |
1,600.19 |
473.79 |
28.3% |
67.18 |
4.0% |
16% |
False |
False |
|
| 80 |
2,073.98 |
1,348.52 |
725.46 |
43.3% |
72.97 |
4.4% |
45% |
False |
False |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
43.3% |
76.73 |
4.6% |
45% |
False |
False |
|
| 120 |
2,718.51 |
1,348.52 |
1,369.99 |
81.7% |
81.42 |
4.9% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,818.53 |
|
2.618 |
1,769.24 |
|
1.618 |
1,739.04 |
|
1.000 |
1,720.38 |
|
0.618 |
1,708.84 |
|
HIGH |
1,690.18 |
|
0.618 |
1,678.64 |
|
0.500 |
1,675.08 |
|
0.382 |
1,671.52 |
|
LOW |
1,659.98 |
|
0.618 |
1,641.32 |
|
1.000 |
1,629.78 |
|
1.618 |
1,611.12 |
|
2.618 |
1,580.92 |
|
4.250 |
1,531.63 |
|
|