| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1999 |
04-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,074.54 |
2,030.40 |
-44.14 |
-2.1% |
2,089.70 |
| High |
2,083.00 |
2,109.47 |
26.47 |
1.3% |
2,109.47 |
| Low |
2,029.22 |
2,031.97 |
2.75 |
0.1% |
1,987.40 |
| Close |
2,030.40 |
2,109.41 |
79.01 |
3.9% |
2,109.41 |
| Range |
53.78 |
77.50 |
23.72 |
44.1% |
122.07 |
| ATR |
66.27 |
67.18 |
0.91 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,316.12 |
2,290.26 |
2,152.04 |
|
| R3 |
2,238.62 |
2,212.76 |
2,130.72 |
|
| R2 |
2,161.12 |
2,161.12 |
2,123.62 |
|
| R1 |
2,135.26 |
2,135.26 |
2,116.51 |
2,148.19 |
| PP |
2,083.62 |
2,083.62 |
2,083.62 |
2,090.08 |
| S1 |
2,057.76 |
2,057.76 |
2,102.31 |
2,070.69 |
| S2 |
2,006.12 |
2,006.12 |
2,095.20 |
|
| S3 |
1,928.62 |
1,980.26 |
2,088.10 |
|
| S4 |
1,851.12 |
1,902.76 |
2,066.79 |
|
|
| Weekly Pivots for week ending 04-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.97 |
2,394.26 |
2,176.55 |
|
| R3 |
2,312.90 |
2,272.19 |
2,142.98 |
|
| R2 |
2,190.83 |
2,190.83 |
2,131.79 |
|
| R1 |
2,150.12 |
2,150.12 |
2,120.60 |
2,170.48 |
| PP |
2,068.76 |
2,068.76 |
2,068.76 |
2,078.94 |
| S1 |
2,028.05 |
2,028.05 |
2,098.22 |
2,048.41 |
| S2 |
1,946.69 |
1,946.69 |
2,087.03 |
|
| S3 |
1,824.62 |
1,905.98 |
2,075.84 |
|
| S4 |
1,702.55 |
1,783.91 |
2,042.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,109.47 |
1,987.40 |
122.07 |
5.8% |
67.20 |
3.2% |
100% |
True |
False |
|
| 10 |
2,152.56 |
1,960.55 |
192.01 |
9.1% |
68.53 |
3.2% |
78% |
False |
False |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.2% |
62.56 |
3.0% |
53% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
15.7% |
70.39 |
3.3% |
47% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
16.1% |
65.44 |
3.1% |
49% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
19.8% |
63.77 |
3.0% |
58% |
False |
False |
|
| 100 |
2,283.55 |
1,838.65 |
444.90 |
21.1% |
64.87 |
3.1% |
61% |
False |
False |
|
| 120 |
2,283.55 |
1,607.53 |
676.02 |
32.0% |
61.21 |
2.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.85 |
|
2.618 |
2,312.37 |
|
1.618 |
2,234.87 |
|
1.000 |
2,186.97 |
|
0.618 |
2,157.37 |
|
HIGH |
2,109.47 |
|
0.618 |
2,079.87 |
|
0.500 |
2,070.72 |
|
0.382 |
2,061.58 |
|
LOW |
2,031.97 |
|
0.618 |
1,984.08 |
|
1.000 |
1,954.47 |
|
1.618 |
1,906.58 |
|
2.618 |
1,829.08 |
|
4.250 |
1,702.60 |
|
|