| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1999 |
28-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,184.87 |
2,243.94 |
59.07 |
2.7% |
2,268.66 |
| High |
2,221.31 |
2,243.94 |
22.63 |
1.0% |
2,280.31 |
| Low |
2,174.11 |
2,185.76 |
11.65 |
0.5% |
2,174.11 |
| Close |
2,185.76 |
2,243.94 |
58.18 |
2.7% |
2,185.76 |
| Range |
47.20 |
58.18 |
10.98 |
23.3% |
106.20 |
| ATR |
62.66 |
62.34 |
-0.32 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.09 |
2,379.69 |
2,275.94 |
|
| R3 |
2,340.91 |
2,321.51 |
2,259.94 |
|
| R2 |
2,282.73 |
2,282.73 |
2,254.61 |
|
| R1 |
2,263.33 |
2,263.33 |
2,249.27 |
2,273.03 |
| PP |
2,224.55 |
2,224.55 |
2,224.55 |
2,229.40 |
| S1 |
2,205.15 |
2,205.15 |
2,238.61 |
2,214.85 |
| S2 |
2,166.37 |
2,166.37 |
2,233.27 |
|
| S3 |
2,108.19 |
2,146.97 |
2,227.94 |
|
| S4 |
2,050.01 |
2,088.79 |
2,211.94 |
|
|
| Weekly Pivots for week ending 25-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.99 |
2,465.08 |
2,244.17 |
|
| R3 |
2,425.79 |
2,358.88 |
2,214.97 |
|
| R2 |
2,319.59 |
2,319.59 |
2,205.23 |
|
| R1 |
2,252.68 |
2,252.68 |
2,195.50 |
2,233.04 |
| PP |
2,213.39 |
2,213.39 |
2,213.39 |
2,203.57 |
| S1 |
2,146.48 |
2,146.48 |
2,176.03 |
2,126.84 |
| S2 |
2,107.19 |
2,107.19 |
2,166.29 |
|
| S3 |
2,000.99 |
2,040.28 |
2,156.56 |
|
| S4 |
1,894.79 |
1,934.08 |
2,127.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,280.31 |
2,174.11 |
106.20 |
4.7% |
59.16 |
2.6% |
66% |
False |
False |
|
| 10 |
2,280.31 |
2,020.38 |
259.93 |
11.6% |
63.01 |
2.8% |
86% |
False |
False |
|
| 20 |
2,280.31 |
1,987.40 |
292.91 |
13.1% |
62.33 |
2.8% |
88% |
False |
False |
|
| 40 |
2,280.31 |
1,960.55 |
319.76 |
14.2% |
63.29 |
2.8% |
89% |
False |
False |
|
| 60 |
2,283.55 |
1,952.36 |
331.19 |
14.8% |
67.60 |
3.0% |
88% |
False |
False |
|
| 80 |
2,283.55 |
1,933.06 |
350.49 |
15.6% |
63.57 |
2.8% |
89% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
18.7% |
63.83 |
2.8% |
91% |
False |
False |
|
| 120 |
2,283.55 |
1,838.65 |
444.90 |
19.8% |
63.82 |
2.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.21 |
|
2.618 |
2,396.26 |
|
1.618 |
2,338.08 |
|
1.000 |
2,302.12 |
|
0.618 |
2,279.90 |
|
HIGH |
2,243.94 |
|
0.618 |
2,221.72 |
|
0.500 |
2,214.85 |
|
0.382 |
2,207.98 |
|
LOW |
2,185.76 |
|
0.618 |
2,149.80 |
|
1.000 |
2,127.58 |
|
1.618 |
2,091.62 |
|
2.618 |
2,033.44 |
|
4.250 |
1,938.50 |
|
|