| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-1999 |
30-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,243.94 |
2,280.06 |
36.12 |
1.6% |
2,268.66 |
| High |
2,280.41 |
2,320.43 |
40.02 |
1.8% |
2,280.31 |
| Low |
2,192.95 |
2,250.95 |
58.00 |
2.6% |
2,174.11 |
| Close |
2,280.06 |
2,296.77 |
16.71 |
0.7% |
2,185.76 |
| Range |
87.46 |
69.48 |
-17.98 |
-20.6% |
106.20 |
| ATR |
64.13 |
64.52 |
0.38 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.82 |
2,466.78 |
2,334.98 |
|
| R3 |
2,428.34 |
2,397.30 |
2,315.88 |
|
| R2 |
2,358.86 |
2,358.86 |
2,309.51 |
|
| R1 |
2,327.82 |
2,327.82 |
2,303.14 |
2,343.34 |
| PP |
2,289.38 |
2,289.38 |
2,289.38 |
2,297.15 |
| S1 |
2,258.34 |
2,258.34 |
2,290.40 |
2,273.86 |
| S2 |
2,219.90 |
2,219.90 |
2,284.03 |
|
| S3 |
2,150.42 |
2,188.86 |
2,277.66 |
|
| S4 |
2,080.94 |
2,119.38 |
2,258.56 |
|
|
| 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 |
2,320.43 |
2,174.11 |
146.32 |
6.4% |
64.03 |
2.8% |
84% |
True |
False |
|
| 10 |
2,320.43 |
2,139.80 |
180.63 |
7.9% |
62.54 |
2.7% |
87% |
True |
False |
|
| 20 |
2,320.43 |
2,020.38 |
300.05 |
13.1% |
62.51 |
2.7% |
92% |
True |
False |
|
| 40 |
2,320.43 |
1,960.55 |
359.88 |
15.7% |
64.15 |
2.8% |
93% |
True |
False |
|
| 60 |
2,320.43 |
1,952.36 |
368.07 |
16.0% |
68.25 |
3.0% |
94% |
True |
False |
|
| 80 |
2,320.43 |
1,943.92 |
376.51 |
16.4% |
64.06 |
2.8% |
94% |
True |
False |
|
| 100 |
2,320.43 |
1,864.90 |
455.53 |
19.8% |
63.70 |
2.8% |
95% |
True |
False |
|
| 120 |
2,320.43 |
1,838.65 |
481.78 |
21.0% |
64.21 |
2.8% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.72 |
|
2.618 |
2,502.33 |
|
1.618 |
2,432.85 |
|
1.000 |
2,389.91 |
|
0.618 |
2,363.37 |
|
HIGH |
2,320.43 |
|
0.618 |
2,293.89 |
|
0.500 |
2,285.69 |
|
0.382 |
2,277.49 |
|
LOW |
2,250.95 |
|
0.618 |
2,208.01 |
|
1.000 |
2,181.47 |
|
1.618 |
2,138.53 |
|
2.618 |
2,069.05 |
|
4.250 |
1,955.66 |
|
|