| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2001 |
09-Aug-2001 |
Change |
Change % |
Previous Week |
| Open |
1,681.85 |
1,622.45 |
-59.40 |
-3.5% |
1,689.21 |
| High |
1,710.52 |
1,639.54 |
-70.98 |
-4.1% |
1,766.58 |
| Low |
1,618.77 |
1,603.98 |
-14.79 |
-0.9% |
1,662.67 |
| Close |
1,626.20 |
1,628.92 |
2.72 |
0.2% |
1,725.90 |
| Range |
91.75 |
35.56 |
-56.19 |
-61.2% |
103.91 |
| ATR |
57.61 |
56.03 |
-1.57 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,730.83 |
1,715.43 |
1,648.48 |
|
| R3 |
1,695.27 |
1,679.87 |
1,638.70 |
|
| R2 |
1,659.71 |
1,659.71 |
1,635.44 |
|
| R1 |
1,644.31 |
1,644.31 |
1,632.18 |
1,652.01 |
| PP |
1,624.15 |
1,624.15 |
1,624.15 |
1,628.00 |
| S1 |
1,608.75 |
1,608.75 |
1,625.66 |
1,616.45 |
| S2 |
1,588.59 |
1,588.59 |
1,622.40 |
|
| S3 |
1,553.03 |
1,573.19 |
1,619.14 |
|
| S4 |
1,517.47 |
1,537.63 |
1,609.36 |
|
|
| Weekly Pivots for week ending 03-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,030.11 |
1,981.92 |
1,783.05 |
|
| R3 |
1,926.20 |
1,878.01 |
1,754.48 |
|
| R2 |
1,822.29 |
1,822.29 |
1,744.95 |
|
| R1 |
1,774.10 |
1,774.10 |
1,735.43 |
1,798.20 |
| PP |
1,718.38 |
1,718.38 |
1,718.38 |
1,730.43 |
| S1 |
1,670.19 |
1,670.19 |
1,716.37 |
1,694.29 |
| S2 |
1,614.47 |
1,614.47 |
1,706.85 |
|
| S3 |
1,510.56 |
1,566.28 |
1,697.32 |
|
| S4 |
1,406.65 |
1,462.37 |
1,668.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,744.02 |
1,603.98 |
140.04 |
8.6% |
42.68 |
2.6% |
18% |
False |
True |
|
| 10 |
1,766.58 |
1,603.98 |
162.60 |
10.0% |
41.71 |
2.6% |
15% |
False |
True |
|
| 20 |
1,782.52 |
1,580.57 |
201.95 |
12.4% |
51.41 |
3.2% |
24% |
False |
False |
|
| 40 |
1,865.39 |
1,580.57 |
284.82 |
17.5% |
55.92 |
3.4% |
17% |
False |
False |
|
| 60 |
2,073.98 |
1,580.57 |
493.41 |
30.3% |
62.07 |
3.8% |
10% |
False |
False |
|
| 80 |
2,073.98 |
1,580.57 |
493.41 |
30.3% |
66.55 |
4.1% |
10% |
False |
False |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
44.5% |
70.88 |
4.4% |
39% |
False |
False |
|
| 120 |
2,235.74 |
1,348.52 |
887.22 |
54.5% |
75.52 |
4.6% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,790.67 |
|
2.618 |
1,732.64 |
|
1.618 |
1,697.08 |
|
1.000 |
1,675.10 |
|
0.618 |
1,661.52 |
|
HIGH |
1,639.54 |
|
0.618 |
1,625.96 |
|
0.500 |
1,621.76 |
|
0.382 |
1,617.56 |
|
LOW |
1,603.98 |
|
0.618 |
1,582.00 |
|
1.000 |
1,568.42 |
|
1.618 |
1,546.44 |
|
2.618 |
1,510.88 |
|
4.250 |
1,452.85 |
|
|