| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2001 |
16-Aug-2001 |
Change |
Change % |
Previous Week |
| Open |
1,629.53 |
1,548.30 |
-81.23 |
-5.0% |
1,705.88 |
| High |
1,641.84 |
1,582.20 |
-59.64 |
-3.6% |
1,718.59 |
| Low |
1,571.92 |
1,526.81 |
-45.11 |
-2.9% |
1,576.07 |
| Close |
1,572.03 |
1,581.98 |
9.95 |
0.6% |
1,617.45 |
| Range |
69.92 |
55.39 |
-14.53 |
-20.8% |
142.52 |
| ATR |
55.59 |
55.57 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,729.83 |
1,711.30 |
1,612.44 |
|
| R3 |
1,674.44 |
1,655.91 |
1,597.21 |
|
| R2 |
1,619.05 |
1,619.05 |
1,592.13 |
|
| R1 |
1,600.52 |
1,600.52 |
1,587.06 |
1,609.79 |
| PP |
1,563.66 |
1,563.66 |
1,563.66 |
1,568.30 |
| S1 |
1,545.13 |
1,545.13 |
1,576.90 |
1,554.40 |
| S2 |
1,508.27 |
1,508.27 |
1,571.83 |
|
| S3 |
1,452.88 |
1,489.74 |
1,566.75 |
|
| S4 |
1,397.49 |
1,434.35 |
1,551.52 |
|
|
| Weekly Pivots for week ending 10-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.93 |
1,983.71 |
1,695.84 |
|
| R3 |
1,922.41 |
1,841.19 |
1,656.64 |
|
| R2 |
1,779.89 |
1,779.89 |
1,643.58 |
|
| R1 |
1,698.67 |
1,698.67 |
1,630.51 |
1,668.02 |
| PP |
1,637.37 |
1,637.37 |
1,637.37 |
1,622.05 |
| S1 |
1,556.15 |
1,556.15 |
1,604.39 |
1,525.50 |
| S2 |
1,494.85 |
1,494.85 |
1,591.32 |
|
| S3 |
1,352.33 |
1,413.63 |
1,578.26 |
|
| S4 |
1,209.81 |
1,271.11 |
1,539.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,672.07 |
1,526.81 |
145.26 |
9.2% |
54.22 |
3.4% |
38% |
False |
True |
|
| 10 |
1,744.02 |
1,526.81 |
217.21 |
13.7% |
48.45 |
3.1% |
25% |
False |
True |
|
| 20 |
1,766.58 |
1,526.81 |
239.77 |
15.2% |
48.63 |
3.1% |
23% |
False |
True |
|
| 40 |
1,865.39 |
1,526.81 |
338.58 |
21.4% |
53.79 |
3.4% |
16% |
False |
True |
|
| 60 |
2,073.98 |
1,526.81 |
547.17 |
34.6% |
59.78 |
3.8% |
10% |
False |
True |
|
| 80 |
2,073.98 |
1,526.81 |
547.17 |
34.6% |
63.18 |
4.0% |
10% |
False |
True |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
45.9% |
68.67 |
4.3% |
32% |
False |
False |
|
| 120 |
2,081.79 |
1,348.52 |
733.27 |
46.4% |
72.78 |
4.6% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,817.61 |
|
2.618 |
1,727.21 |
|
1.618 |
1,671.82 |
|
1.000 |
1,637.59 |
|
0.618 |
1,616.43 |
|
HIGH |
1,582.20 |
|
0.618 |
1,561.04 |
|
0.500 |
1,554.51 |
|
0.382 |
1,547.97 |
|
LOW |
1,526.81 |
|
0.618 |
1,492.58 |
|
1.000 |
1,471.42 |
|
1.618 |
1,437.19 |
|
2.618 |
1,381.80 |
|
4.250 |
1,291.40 |
|
|