| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-1999 |
09-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,152.69 |
2,086.75 |
-65.94 |
-3.1% |
2,089.70 |
| High |
2,158.80 |
2,136.52 |
-22.28 |
-1.0% |
2,109.47 |
| Low |
2,083.81 |
2,089.14 |
5.33 |
0.3% |
1,987.40 |
| Close |
2,086.75 |
2,135.48 |
48.73 |
2.3% |
2,109.41 |
| Range |
74.99 |
47.38 |
-27.61 |
-36.8% |
122.07 |
| ATR |
66.33 |
65.15 |
-1.18 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.52 |
2,246.38 |
2,161.54 |
|
| R3 |
2,215.14 |
2,199.00 |
2,148.51 |
|
| R2 |
2,167.76 |
2,167.76 |
2,144.17 |
|
| R1 |
2,151.62 |
2,151.62 |
2,139.82 |
2,159.69 |
| PP |
2,120.38 |
2,120.38 |
2,120.38 |
2,124.42 |
| S1 |
2,104.24 |
2,104.24 |
2,131.14 |
2,112.31 |
| S2 |
2,073.00 |
2,073.00 |
2,126.79 |
|
| S3 |
2,025.62 |
2,056.86 |
2,122.45 |
|
| S4 |
1,978.24 |
2,009.48 |
2,109.42 |
|
|
| 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 |
2,158.80 |
2,029.22 |
129.58 |
6.1% |
59.93 |
2.8% |
82% |
False |
False |
|
| 10 |
2,158.80 |
1,960.55 |
198.25 |
9.3% |
64.48 |
3.0% |
88% |
False |
False |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.1% |
63.73 |
3.0% |
63% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
15.5% |
70.55 |
3.3% |
55% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
15.9% |
65.54 |
3.1% |
56% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
19.6% |
62.94 |
2.9% |
65% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
19.6% |
63.79 |
3.0% |
65% |
False |
False |
|
| 120 |
2,283.55 |
1,641.51 |
642.04 |
30.1% |
61.34 |
2.9% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.89 |
|
2.618 |
2,260.56 |
|
1.618 |
2,213.18 |
|
1.000 |
2,183.90 |
|
0.618 |
2,165.80 |
|
HIGH |
2,136.52 |
|
0.618 |
2,118.42 |
|
0.500 |
2,112.83 |
|
0.382 |
2,107.24 |
|
LOW |
2,089.14 |
|
0.618 |
2,059.86 |
|
1.000 |
2,041.76 |
|
1.618 |
2,012.48 |
|
2.618 |
1,965.10 |
|
4.250 |
1,887.78 |
|
|