| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-1999 |
17-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,058.17 |
2,167.49 |
109.32 |
5.3% |
2,109.41 |
| High |
2,167.82 |
2,198.29 |
30.47 |
1.4% |
2,158.80 |
| Low |
2,058.17 |
2,139.80 |
81.63 |
4.0% |
2,057.19 |
| Close |
2,167.49 |
2,190.83 |
23.34 |
1.1% |
2,062.29 |
| Range |
109.65 |
58.49 |
-51.16 |
-46.7% |
101.61 |
| ATR |
65.59 |
65.09 |
-0.51 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.78 |
2,329.79 |
2,223.00 |
|
| R3 |
2,293.29 |
2,271.30 |
2,206.91 |
|
| R2 |
2,234.80 |
2,234.80 |
2,201.55 |
|
| R1 |
2,212.81 |
2,212.81 |
2,196.19 |
2,223.81 |
| PP |
2,176.31 |
2,176.31 |
2,176.31 |
2,181.80 |
| S1 |
2,154.32 |
2,154.32 |
2,185.47 |
2,165.32 |
| S2 |
2,117.82 |
2,117.82 |
2,180.11 |
|
| S3 |
2,059.33 |
2,095.83 |
2,174.75 |
|
| S4 |
2,000.84 |
2,037.34 |
2,158.66 |
|
|
| Weekly Pivots for week ending 11-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.59 |
2,331.55 |
2,118.18 |
|
| R3 |
2,295.98 |
2,229.94 |
2,090.23 |
|
| R2 |
2,194.37 |
2,194.37 |
2,080.92 |
|
| R1 |
2,128.33 |
2,128.33 |
2,071.60 |
2,110.55 |
| PP |
2,092.76 |
2,092.76 |
2,092.76 |
2,083.87 |
| S1 |
2,026.72 |
2,026.72 |
2,052.98 |
2,008.94 |
| S2 |
1,991.15 |
1,991.15 |
2,043.66 |
|
| S3 |
1,889.54 |
1,925.11 |
2,034.35 |
|
| S4 |
1,787.93 |
1,823.50 |
2,006.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,198.29 |
2,020.38 |
177.91 |
8.1% |
65.97 |
3.0% |
96% |
True |
False |
|
| 10 |
2,198.29 |
2,020.38 |
177.91 |
8.1% |
62.95 |
2.9% |
96% |
True |
False |
|
| 20 |
2,198.29 |
1,960.55 |
237.74 |
10.9% |
64.54 |
2.9% |
97% |
True |
False |
|
| 40 |
2,283.55 |
1,960.55 |
323.00 |
14.7% |
66.13 |
3.0% |
71% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
15.5% |
67.35 |
3.1% |
73% |
False |
False |
|
| 80 |
2,283.55 |
1,870.37 |
413.18 |
18.9% |
63.53 |
2.9% |
78% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
19.1% |
63.83 |
2.9% |
78% |
False |
False |
|
| 120 |
2,283.55 |
1,802.86 |
480.69 |
21.9% |
62.35 |
2.8% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.87 |
|
2.618 |
2,351.42 |
|
1.618 |
2,292.93 |
|
1.000 |
2,256.78 |
|
0.618 |
2,234.44 |
|
HIGH |
2,198.29 |
|
0.618 |
2,175.95 |
|
0.500 |
2,169.05 |
|
0.382 |
2,162.14 |
|
LOW |
2,139.80 |
|
0.618 |
2,103.65 |
|
1.000 |
2,081.31 |
|
1.618 |
2,045.16 |
|
2.618 |
1,986.67 |
|
4.250 |
1,891.22 |
|
|