| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2001 |
28-Aug-2001 |
Change |
Change % |
Previous Week |
| Open |
1,576.16 |
1,579.55 |
3.39 |
0.2% |
1,518.19 |
| High |
1,601.97 |
1,581.82 |
-20.15 |
-1.3% |
1,579.68 |
| Low |
1,559.67 |
1,526.08 |
-33.59 |
-2.2% |
1,467.58 |
| Close |
1,578.33 |
1,526.30 |
-52.03 |
-3.3% |
1,579.62 |
| Range |
42.30 |
55.74 |
13.44 |
31.8% |
112.10 |
| ATR |
55.60 |
55.61 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,711.95 |
1,674.87 |
1,556.96 |
|
| R3 |
1,656.21 |
1,619.13 |
1,541.63 |
|
| R2 |
1,600.47 |
1,600.47 |
1,536.52 |
|
| R1 |
1,563.39 |
1,563.39 |
1,531.41 |
1,554.06 |
| PP |
1,544.73 |
1,544.73 |
1,544.73 |
1,540.07 |
| S1 |
1,507.65 |
1,507.65 |
1,521.19 |
1,498.32 |
| S2 |
1,488.99 |
1,488.99 |
1,516.08 |
|
| S3 |
1,433.25 |
1,451.91 |
1,510.97 |
|
| S4 |
1,377.51 |
1,396.17 |
1,495.64 |
|
|
| Weekly Pivots for week ending 24-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.59 |
1,841.21 |
1,641.28 |
|
| R3 |
1,766.49 |
1,729.11 |
1,610.45 |
|
| R2 |
1,654.39 |
1,654.39 |
1,600.17 |
|
| R1 |
1,617.01 |
1,617.01 |
1,589.90 |
1,635.70 |
| PP |
1,542.29 |
1,542.29 |
1,542.29 |
1,551.64 |
| S1 |
1,504.91 |
1,504.91 |
1,569.34 |
1,523.60 |
| S2 |
1,430.19 |
1,430.19 |
1,559.07 |
|
| S3 |
1,318.09 |
1,392.81 |
1,548.79 |
|
| S4 |
1,205.99 |
1,280.71 |
1,517.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,601.97 |
1,467.58 |
134.39 |
8.8% |
51.72 |
3.4% |
44% |
False |
False |
|
| 10 |
1,641.84 |
1,467.58 |
174.26 |
11.4% |
52.59 |
3.4% |
34% |
False |
False |
|
| 20 |
1,766.58 |
1,467.58 |
299.00 |
19.6% |
48.60 |
3.2% |
20% |
False |
False |
|
| 40 |
1,832.01 |
1,467.58 |
364.43 |
23.9% |
52.47 |
3.4% |
16% |
False |
False |
|
| 60 |
1,963.83 |
1,467.58 |
496.25 |
32.5% |
57.24 |
3.7% |
12% |
False |
False |
|
| 80 |
2,073.98 |
1,467.58 |
606.40 |
39.7% |
60.25 |
3.9% |
10% |
False |
False |
|
| 100 |
2,073.98 |
1,425.89 |
648.09 |
42.5% |
65.66 |
4.3% |
15% |
False |
False |
|
| 120 |
2,073.98 |
1,348.52 |
725.46 |
47.5% |
70.18 |
4.6% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,818.72 |
|
2.618 |
1,727.75 |
|
1.618 |
1,672.01 |
|
1.000 |
1,637.56 |
|
0.618 |
1,616.27 |
|
HIGH |
1,581.82 |
|
0.618 |
1,560.53 |
|
0.500 |
1,553.95 |
|
0.382 |
1,547.37 |
|
LOW |
1,526.08 |
|
0.618 |
1,491.63 |
|
1.000 |
1,470.34 |
|
1.618 |
1,435.89 |
|
2.618 |
1,380.15 |
|
4.250 |
1,289.19 |
|
|