| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-1999 |
08-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,491.82 |
2,491.82 |
0.00 |
0.0% |
2,402.57 |
| High |
2,525.03 |
2,504.55 |
-20.48 |
-0.8% |
2,506.75 |
| Low |
2,491.82 |
2,453.64 |
-38.18 |
-1.5% |
2,326.99 |
| Close |
2,491.82 |
2,454.67 |
-37.15 |
-1.5% |
2,506.69 |
| Range |
33.21 |
50.91 |
17.70 |
53.3% |
179.76 |
| ATR |
58.51 |
57.96 |
-0.54 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,623.68 |
2,590.09 |
2,482.67 |
|
| R3 |
2,572.77 |
2,539.18 |
2,468.67 |
|
| R2 |
2,521.86 |
2,521.86 |
2,464.00 |
|
| R1 |
2,488.27 |
2,488.27 |
2,459.34 |
2,479.61 |
| PP |
2,470.95 |
2,470.95 |
2,470.95 |
2,466.63 |
| S1 |
2,437.36 |
2,437.36 |
2,450.00 |
2,428.70 |
| S2 |
2,420.04 |
2,420.04 |
2,445.34 |
|
| S3 |
2,369.13 |
2,386.45 |
2,440.67 |
|
| S4 |
2,318.22 |
2,335.54 |
2,426.67 |
|
|
| Weekly Pivots for week ending 03-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.09 |
2,926.15 |
2,605.56 |
|
| R3 |
2,806.33 |
2,746.39 |
2,556.12 |
|
| R2 |
2,626.57 |
2,626.57 |
2,539.65 |
|
| R1 |
2,566.63 |
2,566.63 |
2,523.17 |
2,596.60 |
| PP |
2,446.81 |
2,446.81 |
2,446.81 |
2,461.80 |
| S1 |
2,386.87 |
2,386.87 |
2,490.21 |
2,416.84 |
| S2 |
2,267.05 |
2,267.05 |
2,473.73 |
|
| S3 |
2,087.29 |
2,207.11 |
2,457.26 |
|
| S4 |
1,907.53 |
2,027.35 |
2,407.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,525.03 |
2,356.40 |
168.63 |
6.9% |
58.33 |
2.4% |
58% |
False |
False |
|
| 10 |
2,525.03 |
2,326.99 |
198.04 |
8.1% |
58.16 |
2.4% |
64% |
False |
False |
|
| 20 |
2,525.03 |
2,164.55 |
360.48 |
14.7% |
56.96 |
2.3% |
80% |
False |
False |
|
| 40 |
2,525.03 |
2,120.26 |
404.77 |
16.5% |
58.53 |
2.4% |
83% |
False |
False |
|
| 60 |
2,525.03 |
2,020.38 |
504.65 |
20.6% |
57.50 |
2.3% |
86% |
False |
False |
|
| 80 |
2,525.03 |
1,960.55 |
564.48 |
23.0% |
58.72 |
2.4% |
88% |
False |
False |
|
| 100 |
2,525.03 |
1,952.36 |
572.67 |
23.3% |
61.79 |
2.5% |
88% |
False |
False |
|
| 120 |
2,525.03 |
1,943.92 |
581.11 |
23.7% |
62.04 |
2.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.92 |
|
2.618 |
2,637.83 |
|
1.618 |
2,586.92 |
|
1.000 |
2,555.46 |
|
0.618 |
2,536.01 |
|
HIGH |
2,504.55 |
|
0.618 |
2,485.10 |
|
0.500 |
2,479.10 |
|
0.382 |
2,473.09 |
|
LOW |
2,453.64 |
|
0.618 |
2,422.18 |
|
1.000 |
2,402.73 |
|
1.618 |
2,371.27 |
|
2.618 |
2,320.36 |
|
4.250 |
2,237.27 |
|
|