| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2001 |
01-Aug-2001 |
Change |
Change % |
Previous Week |
| Open |
1,678.71 |
1,713.67 |
34.96 |
2.1% |
1,695.20 |
| High |
1,715.37 |
1,743.73 |
28.36 |
1.7% |
1,699.44 |
| Low |
1,665.81 |
1,704.43 |
38.62 |
2.3% |
1,580.57 |
| Close |
1,683.61 |
1,729.53 |
45.92 |
2.7% |
1,683.18 |
| Range |
49.56 |
39.30 |
-10.26 |
-20.7% |
118.87 |
| ATR |
61.43 |
61.34 |
-0.09 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.80 |
1,825.96 |
1,751.15 |
|
| R3 |
1,804.50 |
1,786.66 |
1,740.34 |
|
| R2 |
1,765.20 |
1,765.20 |
1,736.74 |
|
| R1 |
1,747.36 |
1,747.36 |
1,733.13 |
1,756.28 |
| PP |
1,725.90 |
1,725.90 |
1,725.90 |
1,730.36 |
| S1 |
1,708.06 |
1,708.06 |
1,725.93 |
1,716.98 |
| S2 |
1,686.60 |
1,686.60 |
1,722.33 |
|
| S3 |
1,647.30 |
1,668.76 |
1,718.72 |
|
| S4 |
1,608.00 |
1,629.46 |
1,707.92 |
|
|
| 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 |
1,743.73 |
1,604.92 |
138.81 |
8.0% |
46.08 |
2.7% |
90% |
True |
False |
|
| 10 |
1,743.73 |
1,580.57 |
163.16 |
9.4% |
50.51 |
2.9% |
91% |
True |
False |
|
| 20 |
1,812.26 |
1,580.57 |
231.69 |
13.4% |
56.63 |
3.3% |
64% |
False |
False |
|
| 40 |
1,963.83 |
1,580.57 |
383.26 |
22.2% |
60.42 |
3.5% |
39% |
False |
False |
|
| 60 |
2,073.98 |
1,580.57 |
493.41 |
28.5% |
63.81 |
3.7% |
30% |
False |
False |
|
| 80 |
2,073.98 |
1,437.85 |
636.13 |
36.8% |
69.68 |
4.0% |
46% |
False |
False |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
41.9% |
73.99 |
4.3% |
53% |
False |
False |
|
| 120 |
2,423.65 |
1,348.52 |
1,075.13 |
62.2% |
78.56 |
4.5% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,910.76 |
|
2.618 |
1,846.62 |
|
1.618 |
1,807.32 |
|
1.000 |
1,783.03 |
|
0.618 |
1,768.02 |
|
HIGH |
1,743.73 |
|
0.618 |
1,728.72 |
|
0.500 |
1,724.08 |
|
0.382 |
1,719.44 |
|
LOW |
1,704.43 |
|
0.618 |
1,680.14 |
|
1.000 |
1,665.13 |
|
1.618 |
1,640.84 |
|
2.618 |
1,601.54 |
|
4.250 |
1,537.41 |
|
|