| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1999 |
15-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,483.10 |
2,522.46 |
39.36 |
1.6% |
2,491.82 |
| High |
2,525.42 |
2,539.26 |
13.84 |
0.5% |
2,548.55 |
| Low |
2,482.14 |
2,461.93 |
-20.21 |
-0.8% |
2,453.44 |
| Close |
2,522.46 |
2,463.09 |
-59.37 |
-2.4% |
2,534.61 |
| Range |
43.28 |
77.33 |
34.05 |
78.7% |
95.11 |
| ATR |
55.44 |
57.00 |
1.56 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,720.08 |
2,668.92 |
2,505.62 |
|
| R3 |
2,642.75 |
2,591.59 |
2,484.36 |
|
| R2 |
2,565.42 |
2,565.42 |
2,477.27 |
|
| R1 |
2,514.26 |
2,514.26 |
2,470.18 |
2,501.18 |
| PP |
2,488.09 |
2,488.09 |
2,488.09 |
2,481.55 |
| S1 |
2,436.93 |
2,436.93 |
2,456.00 |
2,423.85 |
| S2 |
2,410.76 |
2,410.76 |
2,448.91 |
|
| S3 |
2,333.43 |
2,359.60 |
2,441.82 |
|
| S4 |
2,256.10 |
2,282.27 |
2,420.56 |
|
|
| 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 |
2,453.44 |
95.11 |
3.9% |
53.88 |
2.2% |
10% |
False |
False |
|
| 10 |
2,548.55 |
2,356.40 |
192.15 |
7.8% |
56.10 |
2.3% |
56% |
False |
False |
|
| 20 |
2,548.55 |
2,270.96 |
277.59 |
11.3% |
55.13 |
2.2% |
69% |
False |
False |
|
| 40 |
2,548.55 |
2,120.26 |
428.29 |
17.4% |
58.79 |
2.4% |
80% |
False |
False |
|
| 60 |
2,548.55 |
2,120.26 |
428.29 |
17.4% |
56.41 |
2.3% |
80% |
False |
False |
|
| 80 |
2,548.55 |
1,960.55 |
588.00 |
23.9% |
58.61 |
2.4% |
85% |
False |
False |
|
| 100 |
2,548.55 |
1,960.55 |
588.00 |
23.9% |
59.91 |
2.4% |
85% |
False |
False |
|
| 120 |
2,548.55 |
1,952.36 |
596.19 |
24.2% |
61.67 |
2.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.91 |
|
2.618 |
2,741.71 |
|
1.618 |
2,664.38 |
|
1.000 |
2,616.59 |
|
0.618 |
2,587.05 |
|
HIGH |
2,539.26 |
|
0.618 |
2,509.72 |
|
0.500 |
2,500.60 |
|
0.382 |
2,491.47 |
|
LOW |
2,461.93 |
|
0.618 |
2,414.14 |
|
1.000 |
2,384.60 |
|
1.618 |
2,336.81 |
|
2.618 |
2,259.48 |
|
4.250 |
2,133.28 |
|
|