| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1999 |
17-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,463.09 |
2,466.88 |
3.79 |
0.2% |
2,483.10 |
| High |
2,478.88 |
2,537.31 |
58.43 |
2.4% |
2,539.26 |
| Low |
2,413.02 |
2,468.88 |
55.86 |
2.3% |
2,413.02 |
| Close |
2,466.88 |
2,536.91 |
70.03 |
2.8% |
2,536.91 |
| Range |
65.86 |
68.43 |
2.57 |
3.9% |
126.24 |
| ATR |
57.63 |
58.55 |
0.91 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.66 |
2,696.71 |
2,574.55 |
|
| R3 |
2,651.23 |
2,628.28 |
2,555.73 |
|
| R2 |
2,582.80 |
2,582.80 |
2,549.46 |
|
| R1 |
2,559.85 |
2,559.85 |
2,543.18 |
2,571.33 |
| PP |
2,514.37 |
2,514.37 |
2,514.37 |
2,520.10 |
| S1 |
2,491.42 |
2,491.42 |
2,530.64 |
2,502.90 |
| S2 |
2,445.94 |
2,445.94 |
2,524.36 |
|
| S3 |
2,377.51 |
2,422.99 |
2,518.09 |
|
| S4 |
2,309.08 |
2,354.56 |
2,499.27 |
|
|
| Weekly Pivots for week ending 17-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.12 |
2,832.25 |
2,606.34 |
|
| R3 |
2,748.88 |
2,706.01 |
2,571.63 |
|
| R2 |
2,622.64 |
2,622.64 |
2,560.05 |
|
| R1 |
2,579.77 |
2,579.77 |
2,548.48 |
2,601.21 |
| PP |
2,496.40 |
2,496.40 |
2,496.40 |
2,507.11 |
| S1 |
2,453.53 |
2,453.53 |
2,525.34 |
2,474.97 |
| S2 |
2,370.16 |
2,370.16 |
2,513.77 |
|
| S3 |
2,243.92 |
2,327.29 |
2,502.19 |
|
| S4 |
2,117.68 |
2,201.05 |
2,467.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,539.26 |
2,413.02 |
126.24 |
5.0% |
61.03 |
2.4% |
98% |
False |
False |
|
| 10 |
2,548.55 |
2,393.75 |
154.80 |
6.1% |
60.08 |
2.4% |
92% |
False |
False |
|
| 20 |
2,548.55 |
2,276.20 |
272.35 |
10.7% |
57.84 |
2.3% |
96% |
False |
False |
|
| 40 |
2,548.55 |
2,120.26 |
428.29 |
16.9% |
59.00 |
2.3% |
97% |
False |
False |
|
| 60 |
2,548.55 |
2,120.26 |
428.29 |
16.9% |
56.44 |
2.2% |
97% |
False |
False |
|
| 80 |
2,548.55 |
1,960.55 |
588.00 |
23.2% |
58.27 |
2.3% |
98% |
False |
False |
|
| 100 |
2,548.55 |
1,960.55 |
588.00 |
23.2% |
59.73 |
2.4% |
98% |
False |
False |
|
| 120 |
2,548.55 |
1,952.36 |
596.19 |
23.5% |
61.83 |
2.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.14 |
|
2.618 |
2,716.46 |
|
1.618 |
2,648.03 |
|
1.000 |
2,605.74 |
|
0.618 |
2,579.60 |
|
HIGH |
2,537.31 |
|
0.618 |
2,511.17 |
|
0.500 |
2,503.10 |
|
0.382 |
2,495.02 |
|
LOW |
2,468.88 |
|
0.618 |
2,426.59 |
|
1.000 |
2,400.45 |
|
1.618 |
2,358.16 |
|
2.618 |
2,289.73 |
|
4.250 |
2,178.05 |
|
|