| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2001 |
26-Jul-2001 |
Change |
Change % |
Previous Week |
| Open |
1,609.37 |
1,624.22 |
14.85 |
0.9% |
1,743.09 |
| High |
1,632.89 |
1,679.24 |
46.35 |
2.8% |
1,758.93 |
| Low |
1,581.67 |
1,604.92 |
23.25 |
1.5% |
1,652.00 |
| Close |
1,627.86 |
1,673.39 |
45.53 |
2.8% |
1,676.46 |
| Range |
51.22 |
74.32 |
23.10 |
45.1% |
106.93 |
| ATR |
66.37 |
66.94 |
0.57 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.48 |
1,848.75 |
1,714.27 |
|
| R3 |
1,801.16 |
1,774.43 |
1,693.83 |
|
| R2 |
1,726.84 |
1,726.84 |
1,687.02 |
|
| R1 |
1,700.11 |
1,700.11 |
1,680.20 |
1,713.48 |
| PP |
1,652.52 |
1,652.52 |
1,652.52 |
1,659.20 |
| S1 |
1,625.79 |
1,625.79 |
1,666.58 |
1,639.16 |
| S2 |
1,578.20 |
1,578.20 |
1,659.76 |
|
| S3 |
1,503.88 |
1,551.47 |
1,652.95 |
|
| S4 |
1,429.56 |
1,477.15 |
1,632.51 |
|
|
| 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 |
1,699.44 |
1,580.57 |
118.87 |
7.1% |
56.89 |
3.4% |
78% |
False |
False |
|
| 10 |
1,782.52 |
1,580.57 |
201.95 |
12.1% |
61.10 |
3.7% |
46% |
False |
False |
|
| 20 |
1,865.39 |
1,580.57 |
284.82 |
17.0% |
59.71 |
3.6% |
33% |
False |
False |
|
| 40 |
1,963.83 |
1,580.57 |
383.26 |
22.9% |
62.91 |
3.8% |
24% |
False |
False |
|
| 60 |
2,073.98 |
1,580.57 |
493.41 |
29.5% |
66.32 |
4.0% |
19% |
False |
False |
|
| 80 |
2,073.98 |
1,348.52 |
725.46 |
43.4% |
71.94 |
4.3% |
45% |
False |
False |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
43.4% |
75.01 |
4.5% |
45% |
False |
False |
|
| 120 |
2,531.05 |
1,348.52 |
1,182.53 |
70.7% |
80.22 |
4.8% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,995.10 |
|
2.618 |
1,873.81 |
|
1.618 |
1,799.49 |
|
1.000 |
1,753.56 |
|
0.618 |
1,725.17 |
|
HIGH |
1,679.24 |
|
0.618 |
1,650.85 |
|
0.500 |
1,642.08 |
|
0.382 |
1,633.31 |
|
LOW |
1,604.92 |
|
0.618 |
1,558.99 |
|
1.000 |
1,530.60 |
|
1.618 |
1,484.67 |
|
2.618 |
1,410.35 |
|
4.250 |
1,289.06 |
|
|