Day Change Summary |
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Previous |
Current |
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20-Sep-1999 |
21-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,803.60 |
10,823.90 |
20.30 |
0.2% |
11,028.40 |
High |
10,845.70 |
10,823.00 |
-22.70 |
-0.2% |
11,042.40 |
Low |
10,780.80 |
10,551.90 |
-228.90 |
-2.1% |
10,626.70 |
Close |
10,823.90 |
10,598.50 |
-225.40 |
-2.1% |
10,803.60 |
Range |
64.90 |
271.10 |
206.20 |
317.7% |
415.70 |
ATR |
143.20 |
152.40 |
9.20 |
6.4% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,471.10 |
11,305.90 |
10,747.61 |
|
R3 |
11,200.00 |
11,034.80 |
10,673.05 |
|
R2 |
10,928.90 |
10,928.90 |
10,648.20 |
|
R1 |
10,763.70 |
10,763.70 |
10,623.35 |
10,710.75 |
PP |
10,657.80 |
10,657.80 |
10,657.80 |
10,631.33 |
S1 |
10,492.60 |
10,492.60 |
10,573.65 |
10,439.65 |
S2 |
10,386.70 |
10,386.70 |
10,548.80 |
|
S3 |
10,115.60 |
10,221.50 |
10,523.95 |
|
S4 |
9,844.50 |
9,950.40 |
10,449.40 |
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Weekly Pivots for week ending 17-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,071.33 |
11,853.17 |
11,032.24 |
|
R3 |
11,655.63 |
11,437.47 |
10,917.92 |
|
R2 |
11,239.93 |
11,239.93 |
10,879.81 |
|
R1 |
11,021.77 |
11,021.77 |
10,841.71 |
10,923.00 |
PP |
10,824.23 |
10,824.23 |
10,824.23 |
10,774.85 |
S1 |
10,606.07 |
10,606.07 |
10,765.49 |
10,507.30 |
S2 |
10,408.53 |
10,408.53 |
10,727.39 |
|
S3 |
9,992.83 |
10,190.37 |
10,689.28 |
|
S4 |
9,577.13 |
9,774.67 |
10,574.97 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,013.90 |
10,551.90 |
462.00 |
4.4% |
167.94 |
1.6% |
10% |
False |
True |
|
10 |
11,142.40 |
10,551.90 |
590.50 |
5.6% |
142.51 |
1.3% |
8% |
False |
True |
|
20 |
11,365.90 |
10,551.90 |
814.00 |
7.7% |
154.22 |
1.5% |
6% |
False |
True |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.7% |
153.29 |
1.4% |
6% |
False |
False |
|
60 |
11,365.90 |
10,549.10 |
816.80 |
7.7% |
144.66 |
1.4% |
6% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
9.0% |
144.60 |
1.4% |
20% |
False |
False |
|
100 |
11,365.90 |
10,409.10 |
956.80 |
9.0% |
151.43 |
1.4% |
20% |
False |
False |
|
120 |
11,365.90 |
9,765.63 |
1,600.27 |
15.1% |
150.60 |
1.4% |
52% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,975.18 |
2.618 |
11,532.74 |
1.618 |
11,261.64 |
1.000 |
11,094.10 |
0.618 |
10,990.54 |
HIGH |
10,823.00 |
0.618 |
10,719.44 |
0.500 |
10,687.45 |
0.382 |
10,655.46 |
LOW |
10,551.90 |
0.618 |
10,384.36 |
1.000 |
10,280.80 |
1.618 |
10,113.26 |
2.618 |
9,842.16 |
4.250 |
9,399.73 |
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