| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-1999 |
27-May-1999 |
Change |
Change % |
Previous Week |
| Open |
2,053.04 |
2,053.04 |
0.00 |
0.0% |
2,175.74 |
| High |
2,053.04 |
2,069.11 |
16.07 |
0.8% |
2,193.45 |
| Low |
1,960.55 |
2,021.18 |
60.63 |
3.1% |
2,099.73 |
| Close |
2,053.04 |
2,050.09 |
-2.95 |
-0.1% |
2,114.40 |
| Range |
92.49 |
47.93 |
-44.56 |
-48.2% |
93.72 |
| ATR |
68.19 |
66.75 |
-1.45 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.58 |
2,168.27 |
2,076.45 |
|
| R3 |
2,142.65 |
2,120.34 |
2,063.27 |
|
| R2 |
2,094.72 |
2,094.72 |
2,058.88 |
|
| R1 |
2,072.41 |
2,072.41 |
2,054.48 |
2,059.60 |
| PP |
2,046.79 |
2,046.79 |
2,046.79 |
2,040.39 |
| S1 |
2,024.48 |
2,024.48 |
2,045.70 |
2,011.67 |
| S2 |
1,998.86 |
1,998.86 |
2,041.30 |
|
| S3 |
1,950.93 |
1,976.55 |
2,036.91 |
|
| S4 |
1,903.00 |
1,928.62 |
2,023.73 |
|
|
| Weekly Pivots for week ending 21-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.02 |
2,359.43 |
2,165.95 |
|
| R3 |
2,323.30 |
2,265.71 |
2,140.17 |
|
| R2 |
2,229.58 |
2,229.58 |
2,131.58 |
|
| R1 |
2,171.99 |
2,171.99 |
2,122.99 |
2,153.93 |
| PP |
2,135.86 |
2,135.86 |
2,135.86 |
2,126.83 |
| S1 |
2,078.27 |
2,078.27 |
2,105.81 |
2,060.21 |
| S2 |
2,042.14 |
2,042.14 |
2,097.22 |
|
| S3 |
1,948.42 |
1,984.55 |
2,088.63 |
|
| S4 |
1,854.70 |
1,890.83 |
2,062.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,152.56 |
1,960.55 |
192.01 |
9.4% |
69.85 |
3.4% |
47% |
False |
False |
|
| 10 |
2,193.45 |
1,960.55 |
232.90 |
11.4% |
63.80 |
3.1% |
38% |
False |
False |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.6% |
66.20 |
3.2% |
32% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
16.2% |
69.98 |
3.4% |
30% |
False |
False |
|
| 60 |
2,283.55 |
1,880.85 |
402.70 |
19.6% |
64.35 |
3.1% |
42% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
20.4% |
64.26 |
3.1% |
44% |
False |
False |
|
| 100 |
2,283.55 |
1,838.65 |
444.90 |
21.7% |
64.13 |
3.1% |
48% |
False |
False |
|
| 120 |
2,283.55 |
1,574.83 |
708.72 |
34.6% |
60.27 |
2.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.81 |
|
2.618 |
2,194.59 |
|
1.618 |
2,146.66 |
|
1.000 |
2,117.04 |
|
0.618 |
2,098.73 |
|
HIGH |
2,069.11 |
|
0.618 |
2,050.80 |
|
0.500 |
2,045.15 |
|
0.382 |
2,039.49 |
|
LOW |
2,021.18 |
|
0.618 |
1,991.56 |
|
1.000 |
1,973.25 |
|
1.618 |
1,943.63 |
|
2.618 |
1,895.70 |
|
4.250 |
1,817.48 |
|
|