| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-1999 |
29-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,243.94 |
2,243.94 |
0.00 |
0.0% |
2,268.66 |
| High |
2,243.94 |
2,280.41 |
36.47 |
1.6% |
2,280.31 |
| Low |
2,185.76 |
2,192.95 |
7.19 |
0.3% |
2,174.11 |
| Close |
2,243.94 |
2,280.06 |
36.12 |
1.6% |
2,185.76 |
| Range |
58.18 |
87.46 |
29.28 |
50.3% |
106.20 |
| ATR |
62.34 |
64.13 |
1.79 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.52 |
2,484.25 |
2,328.16 |
|
| R3 |
2,426.06 |
2,396.79 |
2,304.11 |
|
| R2 |
2,338.60 |
2,338.60 |
2,296.09 |
|
| R1 |
2,309.33 |
2,309.33 |
2,288.08 |
2,323.97 |
| PP |
2,251.14 |
2,251.14 |
2,251.14 |
2,258.46 |
| S1 |
2,221.87 |
2,221.87 |
2,272.04 |
2,236.51 |
| S2 |
2,163.68 |
2,163.68 |
2,264.03 |
|
| S3 |
2,076.22 |
2,134.41 |
2,256.01 |
|
| S4 |
1,988.76 |
2,046.95 |
2,231.96 |
|
|
| 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 |
2,280.41 |
2,174.11 |
106.30 |
4.7% |
62.56 |
2.7% |
100% |
True |
False |
|
| 10 |
2,280.41 |
2,058.17 |
222.24 |
9.7% |
66.56 |
2.9% |
100% |
True |
False |
|
| 20 |
2,280.41 |
1,987.40 |
293.01 |
12.9% |
63.50 |
2.8% |
100% |
True |
False |
|
| 40 |
2,280.41 |
1,960.55 |
319.86 |
14.0% |
64.27 |
2.8% |
100% |
True |
False |
|
| 60 |
2,283.55 |
1,952.36 |
331.19 |
14.5% |
67.82 |
3.0% |
99% |
False |
False |
|
| 80 |
2,283.55 |
1,943.92 |
339.63 |
14.9% |
64.00 |
2.8% |
99% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
18.4% |
63.76 |
2.8% |
99% |
False |
False |
|
| 120 |
2,283.55 |
1,838.65 |
444.90 |
19.5% |
64.04 |
2.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.12 |
|
2.618 |
2,509.38 |
|
1.618 |
2,421.92 |
|
1.000 |
2,367.87 |
|
0.618 |
2,334.46 |
|
HIGH |
2,280.41 |
|
0.618 |
2,247.00 |
|
0.500 |
2,236.68 |
|
0.382 |
2,226.36 |
|
LOW |
2,192.95 |
|
0.618 |
2,138.90 |
|
1.000 |
2,105.49 |
|
1.618 |
2,051.44 |
|
2.618 |
1,963.98 |
|
4.250 |
1,821.25 |
|
|