| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1999 |
01-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
2,280.06 |
2,296.77 |
16.71 |
0.7% |
2,268.66 |
| High |
2,320.43 |
2,329.06 |
8.63 |
0.4% |
2,280.31 |
| Low |
2,250.95 |
2,272.17 |
21.22 |
0.9% |
2,174.11 |
| Close |
2,296.77 |
2,322.32 |
25.55 |
1.1% |
2,185.76 |
| Range |
69.48 |
56.89 |
-12.59 |
-18.1% |
106.20 |
| ATR |
64.52 |
63.97 |
-0.54 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,478.52 |
2,457.31 |
2,353.61 |
|
| R3 |
2,421.63 |
2,400.42 |
2,337.96 |
|
| R2 |
2,364.74 |
2,364.74 |
2,332.75 |
|
| R1 |
2,343.53 |
2,343.53 |
2,327.53 |
2,354.14 |
| PP |
2,307.85 |
2,307.85 |
2,307.85 |
2,313.15 |
| S1 |
2,286.64 |
2,286.64 |
2,317.11 |
2,297.25 |
| S2 |
2,250.96 |
2,250.96 |
2,311.89 |
|
| S3 |
2,194.07 |
2,229.75 |
2,306.68 |
|
| S4 |
2,137.18 |
2,172.86 |
2,291.03 |
|
|
| 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 |
2,329.06 |
2,174.11 |
154.95 |
6.7% |
63.84 |
2.7% |
96% |
True |
False |
|
| 10 |
2,329.06 |
2,155.19 |
173.87 |
7.5% |
62.38 |
2.7% |
96% |
True |
False |
|
| 20 |
2,329.06 |
2,020.38 |
308.68 |
13.3% |
62.67 |
2.7% |
98% |
True |
False |
|
| 40 |
2,329.06 |
1,960.55 |
368.51 |
15.9% |
62.87 |
2.7% |
98% |
True |
False |
|
| 60 |
2,329.06 |
1,952.36 |
376.70 |
16.2% |
67.66 |
2.9% |
98% |
True |
False |
|
| 80 |
2,329.06 |
1,943.92 |
385.14 |
16.6% |
64.16 |
2.8% |
98% |
True |
False |
|
| 100 |
2,329.06 |
1,864.90 |
464.16 |
20.0% |
63.79 |
2.7% |
99% |
True |
False |
|
| 120 |
2,329.06 |
1,838.65 |
490.41 |
21.1% |
64.12 |
2.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.84 |
|
2.618 |
2,478.00 |
|
1.618 |
2,421.11 |
|
1.000 |
2,385.95 |
|
0.618 |
2,364.22 |
|
HIGH |
2,329.06 |
|
0.618 |
2,307.33 |
|
0.500 |
2,300.62 |
|
0.382 |
2,293.90 |
|
LOW |
2,272.17 |
|
0.618 |
2,237.01 |
|
1.000 |
2,215.28 |
|
1.618 |
2,180.12 |
|
2.618 |
2,123.23 |
|
4.250 |
2,030.39 |
|
|