| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-1999 |
16-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,522.46 |
2,463.09 |
-59.37 |
-2.4% |
2,491.82 |
| High |
2,539.26 |
2,478.88 |
-60.38 |
-2.4% |
2,548.55 |
| Low |
2,461.93 |
2,413.02 |
-48.91 |
-2.0% |
2,453.44 |
| Close |
2,463.09 |
2,466.88 |
3.79 |
0.2% |
2,534.61 |
| Range |
77.33 |
65.86 |
-11.47 |
-14.8% |
95.11 |
| ATR |
57.00 |
57.63 |
0.63 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.51 |
2,624.55 |
2,503.10 |
|
| R3 |
2,584.65 |
2,558.69 |
2,484.99 |
|
| R2 |
2,518.79 |
2,518.79 |
2,478.95 |
|
| R1 |
2,492.83 |
2,492.83 |
2,472.92 |
2,505.81 |
| PP |
2,452.93 |
2,452.93 |
2,452.93 |
2,459.42 |
| S1 |
2,426.97 |
2,426.97 |
2,460.84 |
2,439.95 |
| S2 |
2,387.07 |
2,387.07 |
2,454.81 |
|
| S3 |
2,321.21 |
2,361.11 |
2,448.77 |
|
| S4 |
2,255.35 |
2,295.25 |
2,430.66 |
|
|
| 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 |
2,413.02 |
135.53 |
5.5% |
56.53 |
2.3% |
40% |
False |
True |
|
| 10 |
2,548.55 |
2,356.40 |
192.15 |
7.8% |
58.35 |
2.4% |
57% |
False |
False |
|
| 20 |
2,548.55 |
2,270.96 |
277.59 |
11.3% |
56.74 |
2.3% |
71% |
False |
False |
|
| 40 |
2,548.55 |
2,120.26 |
428.29 |
17.4% |
59.35 |
2.4% |
81% |
False |
False |
|
| 60 |
2,548.55 |
2,120.26 |
428.29 |
17.4% |
56.34 |
2.3% |
81% |
False |
False |
|
| 80 |
2,548.55 |
1,960.55 |
588.00 |
23.8% |
58.52 |
2.4% |
86% |
False |
False |
|
| 100 |
2,548.55 |
1,960.55 |
588.00 |
23.8% |
59.91 |
2.4% |
86% |
False |
False |
|
| 120 |
2,548.55 |
1,952.36 |
596.19 |
24.2% |
61.91 |
2.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,758.79 |
|
2.618 |
2,651.30 |
|
1.618 |
2,585.44 |
|
1.000 |
2,544.74 |
|
0.618 |
2,519.58 |
|
HIGH |
2,478.88 |
|
0.618 |
2,453.72 |
|
0.500 |
2,445.95 |
|
0.382 |
2,438.18 |
|
LOW |
2,413.02 |
|
0.618 |
2,372.32 |
|
1.000 |
2,347.16 |
|
1.618 |
2,306.46 |
|
2.618 |
2,240.60 |
|
4.250 |
2,133.12 |
|
|