| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2001 |
30-Jul-2001 |
Change |
Change % |
Previous Week |
| Open |
1,673.43 |
1,689.21 |
15.78 |
0.9% |
1,695.20 |
| High |
1,694.69 |
1,696.34 |
1.65 |
0.1% |
1,699.44 |
| Low |
1,661.12 |
1,662.67 |
1.55 |
0.1% |
1,580.57 |
| Close |
1,683.18 |
1,670.03 |
-13.15 |
-0.8% |
1,683.18 |
| Range |
33.57 |
33.67 |
0.10 |
0.3% |
118.87 |
| ATR |
64.55 |
62.35 |
-2.21 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,777.36 |
1,757.36 |
1,688.55 |
|
| R3 |
1,743.69 |
1,723.69 |
1,679.29 |
|
| R2 |
1,710.02 |
1,710.02 |
1,676.20 |
|
| R1 |
1,690.02 |
1,690.02 |
1,673.12 |
1,683.19 |
| PP |
1,676.35 |
1,676.35 |
1,676.35 |
1,672.93 |
| S1 |
1,656.35 |
1,656.35 |
1,666.94 |
1,649.52 |
| S2 |
1,642.68 |
1,642.68 |
1,663.86 |
|
| S3 |
1,609.01 |
1,622.68 |
1,660.77 |
|
| S4 |
1,575.34 |
1,589.01 |
1,651.51 |
|
|
| Weekly Pivots for week ending 27-Jul-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.01 |
1,965.96 |
1,748.56 |
|
| R3 |
1,892.14 |
1,847.09 |
1,715.87 |
|
| R2 |
1,773.27 |
1,773.27 |
1,704.97 |
|
| R1 |
1,728.22 |
1,728.22 |
1,694.08 |
1,691.31 |
| PP |
1,654.40 |
1,654.40 |
1,654.40 |
1,635.94 |
| S1 |
1,609.35 |
1,609.35 |
1,672.28 |
1,572.44 |
| S2 |
1,535.53 |
1,535.53 |
1,661.39 |
|
| S3 |
1,416.66 |
1,490.48 |
1,650.49 |
|
| S4 |
1,297.79 |
1,371.61 |
1,617.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,696.34 |
1,580.57 |
115.77 |
6.9% |
50.35 |
3.0% |
77% |
True |
False |
|
| 10 |
1,739.13 |
1,580.57 |
158.56 |
9.5% |
54.25 |
3.2% |
56% |
False |
False |
|
| 20 |
1,864.20 |
1,580.57 |
283.63 |
17.0% |
56.32 |
3.4% |
32% |
False |
False |
|
| 40 |
1,963.83 |
1,580.57 |
383.26 |
22.9% |
61.59 |
3.7% |
23% |
False |
False |
|
| 60 |
2,073.98 |
1,580.57 |
493.41 |
29.5% |
65.29 |
3.9% |
18% |
False |
False |
|
| 80 |
2,073.98 |
1,425.89 |
648.09 |
38.8% |
70.41 |
4.2% |
38% |
False |
False |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
43.4% |
74.60 |
4.5% |
44% |
False |
False |
|
| 120 |
2,464.19 |
1,348.52 |
1,115.67 |
66.8% |
79.54 |
4.8% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,839.44 |
|
2.618 |
1,784.49 |
|
1.618 |
1,750.82 |
|
1.000 |
1,730.01 |
|
0.618 |
1,717.15 |
|
HIGH |
1,696.34 |
|
0.618 |
1,683.48 |
|
0.500 |
1,679.51 |
|
0.382 |
1,675.53 |
|
LOW |
1,662.67 |
|
0.618 |
1,641.86 |
|
1.000 |
1,629.00 |
|
1.618 |
1,608.19 |
|
2.618 |
1,574.52 |
|
4.250 |
1,519.57 |
|
|