| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-1999 |
10-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,454.67 |
2,505.50 |
50.83 |
2.1% |
2,491.82 |
| High |
2,506.01 |
2,548.55 |
42.54 |
1.7% |
2,548.55 |
| Low |
2,453.44 |
2,502.61 |
49.17 |
2.0% |
2,453.44 |
| Close |
2,505.50 |
2,534.61 |
29.11 |
1.2% |
2,534.61 |
| Range |
52.57 |
45.94 |
-6.63 |
-12.6% |
95.11 |
| ATR |
57.58 |
56.75 |
-0.83 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.41 |
2,646.45 |
2,559.88 |
|
| R3 |
2,620.47 |
2,600.51 |
2,547.24 |
|
| R2 |
2,574.53 |
2,574.53 |
2,543.03 |
|
| R1 |
2,554.57 |
2,554.57 |
2,538.82 |
2,564.55 |
| PP |
2,528.59 |
2,528.59 |
2,528.59 |
2,533.58 |
| S1 |
2,508.63 |
2,508.63 |
2,530.40 |
2,518.61 |
| S2 |
2,482.65 |
2,482.65 |
2,526.19 |
|
| S3 |
2,436.71 |
2,462.69 |
2,521.98 |
|
| S4 |
2,390.77 |
2,416.75 |
2,509.34 |
|
|
| Weekly Pivots for week ending 10-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.53 |
2,761.18 |
2,586.92 |
|
| R3 |
2,702.42 |
2,666.07 |
2,560.77 |
|
| R2 |
2,607.31 |
2,607.31 |
2,552.05 |
|
| R1 |
2,570.96 |
2,570.96 |
2,543.33 |
2,589.14 |
| PP |
2,512.20 |
2,512.20 |
2,512.20 |
2,521.29 |
| S1 |
2,475.85 |
2,475.85 |
2,525.89 |
2,494.03 |
| S2 |
2,417.09 |
2,417.09 |
2,517.17 |
|
| S3 |
2,321.98 |
2,380.74 |
2,508.45 |
|
| S4 |
2,226.87 |
2,285.63 |
2,482.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,548.55 |
2,393.75 |
154.80 |
6.1% |
59.13 |
2.3% |
91% |
True |
False |
|
| 10 |
2,548.55 |
2,326.99 |
221.56 |
8.7% |
56.34 |
2.2% |
94% |
True |
False |
|
| 20 |
2,548.55 |
2,216.15 |
332.40 |
13.1% |
55.63 |
2.2% |
96% |
True |
False |
|
| 40 |
2,548.55 |
2,120.26 |
428.29 |
16.9% |
59.02 |
2.3% |
97% |
True |
False |
|
| 60 |
2,548.55 |
2,120.26 |
428.29 |
16.9% |
56.44 |
2.2% |
97% |
True |
False |
|
| 80 |
2,548.55 |
1,960.55 |
588.00 |
23.2% |
58.57 |
2.3% |
98% |
True |
False |
|
| 100 |
2,548.55 |
1,960.55 |
588.00 |
23.2% |
60.57 |
2.4% |
98% |
True |
False |
|
| 120 |
2,548.55 |
1,943.92 |
604.63 |
23.9% |
61.96 |
2.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.80 |
|
2.618 |
2,668.82 |
|
1.618 |
2,622.88 |
|
1.000 |
2,594.49 |
|
0.618 |
2,576.94 |
|
HIGH |
2,548.55 |
|
0.618 |
2,531.00 |
|
0.500 |
2,525.58 |
|
0.382 |
2,520.16 |
|
LOW |
2,502.61 |
|
0.618 |
2,474.22 |
|
1.000 |
2,456.67 |
|
1.618 |
2,428.28 |
|
2.618 |
2,382.34 |
|
4.250 |
2,307.37 |
|
|