| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-1999 |
21-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,190.83 |
2,268.66 |
77.83 |
3.6% |
2,062.29 |
| High |
2,206.20 |
2,268.66 |
62.46 |
2.8% |
2,206.20 |
| Low |
2,155.19 |
2,205.46 |
50.27 |
2.3% |
2,020.38 |
| Close |
2,205.46 |
2,268.66 |
63.20 |
2.9% |
2,205.46 |
| Range |
51.01 |
63.20 |
12.19 |
23.9% |
185.82 |
| ATR |
64.08 |
64.02 |
-0.06 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.19 |
2,416.13 |
2,303.42 |
|
| R3 |
2,373.99 |
2,352.93 |
2,286.04 |
|
| R2 |
2,310.79 |
2,310.79 |
2,280.25 |
|
| R1 |
2,289.73 |
2,289.73 |
2,274.45 |
2,300.26 |
| PP |
2,247.59 |
2,247.59 |
2,247.59 |
2,252.86 |
| S1 |
2,226.53 |
2,226.53 |
2,262.87 |
2,237.06 |
| S2 |
2,184.39 |
2,184.39 |
2,257.07 |
|
| S3 |
2,121.19 |
2,163.33 |
2,251.28 |
|
| S4 |
2,057.99 |
2,100.13 |
2,233.90 |
|
|
| Weekly Pivots for week ending 18-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.47 |
2,639.29 |
2,307.66 |
|
| R3 |
2,515.65 |
2,453.47 |
2,256.56 |
|
| R2 |
2,329.83 |
2,329.83 |
2,239.53 |
|
| R1 |
2,267.65 |
2,267.65 |
2,222.49 |
2,298.74 |
| PP |
2,144.01 |
2,144.01 |
2,144.01 |
2,159.56 |
| S1 |
2,081.83 |
2,081.83 |
2,188.43 |
2,112.92 |
| S2 |
1,958.19 |
1,958.19 |
2,171.39 |
|
| S3 |
1,772.37 |
1,896.01 |
2,154.36 |
|
| S4 |
1,586.55 |
1,710.19 |
2,103.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.66 |
2,020.38 |
248.28 |
10.9% |
66.86 |
2.9% |
100% |
True |
False |
|
| 10 |
2,268.66 |
2,020.38 |
248.28 |
10.9% |
62.02 |
2.7% |
100% |
True |
False |
|
| 20 |
2,268.66 |
1,960.55 |
308.11 |
13.6% |
65.20 |
2.9% |
100% |
True |
False |
|
| 40 |
2,283.55 |
1,960.55 |
323.00 |
14.2% |
65.16 |
2.9% |
95% |
False |
False |
|
| 60 |
2,283.55 |
1,952.36 |
331.19 |
14.6% |
66.92 |
2.9% |
96% |
False |
False |
|
| 80 |
2,283.55 |
1,870.37 |
413.18 |
18.2% |
63.45 |
2.8% |
96% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
18.5% |
63.76 |
2.8% |
96% |
False |
False |
|
| 120 |
2,283.55 |
1,802.86 |
480.69 |
21.2% |
62.97 |
2.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,537.26 |
|
2.618 |
2,434.12 |
|
1.618 |
2,370.92 |
|
1.000 |
2,331.86 |
|
0.618 |
2,307.72 |
|
HIGH |
2,268.66 |
|
0.618 |
2,244.52 |
|
0.500 |
2,237.06 |
|
0.382 |
2,229.60 |
|
LOW |
2,205.46 |
|
0.618 |
2,166.40 |
|
1.000 |
2,142.26 |
|
1.618 |
2,103.20 |
|
2.618 |
2,040.00 |
|
4.250 |
1,936.86 |
|
|