| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-1999 |
09-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,491.82 |
2,454.67 |
-37.15 |
-1.5% |
2,402.57 |
| High |
2,504.55 |
2,506.01 |
1.46 |
0.1% |
2,506.75 |
| Low |
2,453.64 |
2,453.44 |
-0.20 |
0.0% |
2,326.99 |
| Close |
2,454.67 |
2,505.50 |
50.83 |
2.1% |
2,506.69 |
| Range |
50.91 |
52.57 |
1.66 |
3.3% |
179.76 |
| ATR |
57.96 |
57.58 |
-0.39 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.03 |
2,628.33 |
2,534.41 |
|
| R3 |
2,593.46 |
2,575.76 |
2,519.96 |
|
| R2 |
2,540.89 |
2,540.89 |
2,515.14 |
|
| R1 |
2,523.19 |
2,523.19 |
2,510.32 |
2,532.04 |
| PP |
2,488.32 |
2,488.32 |
2,488.32 |
2,492.74 |
| S1 |
2,470.62 |
2,470.62 |
2,500.68 |
2,479.47 |
| S2 |
2,435.75 |
2,435.75 |
2,495.86 |
|
| S3 |
2,383.18 |
2,418.05 |
2,491.04 |
|
| S4 |
2,330.61 |
2,365.48 |
2,476.59 |
|
|
| 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 |
6.7% |
60.16 |
2.4% |
88% |
False |
False |
|
| 10 |
2,525.03 |
2,326.99 |
198.04 |
7.9% |
56.86 |
2.3% |
90% |
False |
False |
|
| 20 |
2,525.03 |
2,212.99 |
312.04 |
12.5% |
55.73 |
2.2% |
94% |
False |
False |
|
| 40 |
2,525.03 |
2,120.26 |
404.77 |
16.2% |
58.45 |
2.3% |
95% |
False |
False |
|
| 60 |
2,525.03 |
2,058.17 |
466.86 |
18.6% |
57.51 |
2.3% |
96% |
False |
False |
|
| 80 |
2,525.03 |
1,960.55 |
564.48 |
22.5% |
58.42 |
2.3% |
97% |
False |
False |
|
| 100 |
2,525.03 |
1,952.36 |
572.67 |
22.9% |
60.89 |
2.4% |
97% |
False |
False |
|
| 120 |
2,525.03 |
1,943.92 |
581.11 |
23.2% |
61.91 |
2.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.43 |
|
2.618 |
2,643.64 |
|
1.618 |
2,591.07 |
|
1.000 |
2,558.58 |
|
0.618 |
2,538.50 |
|
HIGH |
2,506.01 |
|
0.618 |
2,485.93 |
|
0.500 |
2,479.73 |
|
0.382 |
2,473.52 |
|
LOW |
2,453.44 |
|
0.618 |
2,420.95 |
|
1.000 |
2,400.87 |
|
1.618 |
2,368.38 |
|
2.618 |
2,315.81 |
|
4.250 |
2,230.02 |
|
|