| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2001 |
21-Aug-2001 |
Change |
Change % |
Previous Week |
| Open |
1,518.19 |
1,538.80 |
20.61 |
1.4% |
1,627.34 |
| High |
1,536.78 |
1,550.20 |
13.42 |
0.9% |
1,672.07 |
| Low |
1,506.53 |
1,480.43 |
-26.10 |
-1.7% |
1,514.00 |
| Close |
1,535.99 |
1,480.74 |
-55.25 |
-3.6% |
1,516.58 |
| Range |
30.25 |
69.77 |
39.52 |
130.6% |
158.07 |
| ATR |
54.59 |
55.67 |
1.08 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.10 |
1,666.69 |
1,519.11 |
|
| R3 |
1,643.33 |
1,596.92 |
1,499.93 |
|
| R2 |
1,573.56 |
1,573.56 |
1,493.53 |
|
| R1 |
1,527.15 |
1,527.15 |
1,487.14 |
1,515.47 |
| PP |
1,503.79 |
1,503.79 |
1,503.79 |
1,497.95 |
| S1 |
1,457.38 |
1,457.38 |
1,474.34 |
1,445.70 |
| S2 |
1,434.02 |
1,434.02 |
1,467.95 |
|
| S3 |
1,364.25 |
1,387.61 |
1,461.55 |
|
| S4 |
1,294.48 |
1,317.84 |
1,442.37 |
|
|
| Weekly Pivots for week ending 17-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.76 |
1,937.24 |
1,603.52 |
|
| R3 |
1,883.69 |
1,779.17 |
1,560.05 |
|
| R2 |
1,725.62 |
1,725.62 |
1,545.56 |
|
| R1 |
1,621.10 |
1,621.10 |
1,531.07 |
1,594.33 |
| PP |
1,567.55 |
1,567.55 |
1,567.55 |
1,554.16 |
| S1 |
1,463.03 |
1,463.03 |
1,502.09 |
1,436.26 |
| S2 |
1,409.48 |
1,409.48 |
1,487.60 |
|
| S3 |
1,251.41 |
1,304.96 |
1,473.11 |
|
| S4 |
1,093.34 |
1,146.89 |
1,429.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,641.84 |
1,480.43 |
161.41 |
10.9% |
53.47 |
3.6% |
0% |
False |
True |
|
| 10 |
1,710.52 |
1,480.43 |
230.09 |
15.5% |
54.04 |
3.6% |
0% |
False |
True |
|
| 20 |
1,766.58 |
1,480.43 |
286.15 |
19.3% |
47.79 |
3.2% |
0% |
False |
True |
|
| 40 |
1,865.39 |
1,480.43 |
384.96 |
26.0% |
52.98 |
3.6% |
0% |
False |
True |
|
| 60 |
1,963.83 |
1,480.43 |
483.40 |
32.6% |
58.27 |
3.9% |
0% |
False |
True |
|
| 80 |
2,073.98 |
1,480.43 |
593.55 |
40.1% |
62.34 |
4.2% |
0% |
False |
True |
|
| 100 |
2,073.98 |
1,348.52 |
725.46 |
49.0% |
67.51 |
4.6% |
18% |
False |
False |
|
| 120 |
2,073.98 |
1,348.52 |
725.46 |
49.0% |
70.81 |
4.8% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.72 |
|
2.618 |
1,732.86 |
|
1.618 |
1,663.09 |
|
1.000 |
1,619.97 |
|
0.618 |
1,593.32 |
|
HIGH |
1,550.20 |
|
0.618 |
1,523.55 |
|
0.500 |
1,515.32 |
|
0.382 |
1,507.08 |
|
LOW |
1,480.43 |
|
0.618 |
1,437.31 |
|
1.000 |
1,410.66 |
|
1.618 |
1,367.54 |
|
2.618 |
1,297.77 |
|
4.250 |
1,183.91 |
|
|