| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1999 |
25-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
1,332.65 |
1,317.44 |
-15.21 |
-1.1% |
1,343.55 |
| High |
1,333.06 |
1,329.13 |
-3.93 |
-0.3% |
1,351.12 |
| Low |
1,308.47 |
1,312.64 |
4.17 |
0.3% |
1,308.47 |
| Close |
1,315.78 |
1,315.31 |
-0.47 |
0.0% |
1,315.31 |
| Range |
24.59 |
16.49 |
-8.10 |
-32.9% |
42.65 |
| ATR |
19.32 |
19.12 |
-0.20 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.50 |
1,358.39 |
1,324.38 |
|
| R3 |
1,352.01 |
1,341.90 |
1,319.84 |
|
| R2 |
1,335.52 |
1,335.52 |
1,318.33 |
|
| R1 |
1,325.41 |
1,325.41 |
1,316.82 |
1,322.22 |
| PP |
1,319.03 |
1,319.03 |
1,319.03 |
1,317.43 |
| S1 |
1,308.92 |
1,308.92 |
1,313.80 |
1,305.73 |
| S2 |
1,302.54 |
1,302.54 |
1,312.29 |
|
| S3 |
1,286.05 |
1,292.43 |
1,310.78 |
|
| S4 |
1,269.56 |
1,275.94 |
1,306.24 |
|
|
| Weekly Pivots for week ending 25-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.92 |
1,426.76 |
1,338.77 |
|
| R3 |
1,410.27 |
1,384.11 |
1,327.04 |
|
| R2 |
1,367.62 |
1,367.62 |
1,323.13 |
|
| R1 |
1,341.46 |
1,341.46 |
1,319.22 |
1,333.22 |
| PP |
1,324.97 |
1,324.97 |
1,324.97 |
1,320.84 |
| S1 |
1,298.81 |
1,298.81 |
1,311.40 |
1,290.57 |
| S2 |
1,282.32 |
1,282.32 |
1,307.49 |
|
| S3 |
1,239.67 |
1,256.16 |
1,303.58 |
|
| S4 |
1,197.02 |
1,213.51 |
1,291.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,351.12 |
1,308.47 |
42.65 |
3.2% |
16.29 |
1.2% |
16% |
False |
False |
|
| 10 |
1,351.12 |
1,292.20 |
58.92 |
4.5% |
17.14 |
1.3% |
39% |
False |
False |
|
| 20 |
1,351.12 |
1,277.47 |
73.65 |
5.6% |
18.26 |
1.4% |
51% |
False |
False |
|
| 40 |
1,375.98 |
1,277.31 |
98.67 |
7.5% |
21.01 |
1.6% |
39% |
False |
False |
|
| 60 |
1,375.98 |
1,277.31 |
98.67 |
7.5% |
21.30 |
1.6% |
39% |
False |
False |
|
| 80 |
1,375.98 |
1,227.70 |
148.28 |
11.3% |
20.72 |
1.6% |
59% |
False |
False |
|
| 100 |
1,375.98 |
1,211.89 |
164.09 |
12.5% |
21.14 |
1.6% |
63% |
False |
False |
|
| 120 |
1,375.98 |
1,205.46 |
170.52 |
13.0% |
21.37 |
1.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.21 |
|
2.618 |
1,372.30 |
|
1.618 |
1,355.81 |
|
1.000 |
1,345.62 |
|
0.618 |
1,339.32 |
|
HIGH |
1,329.13 |
|
0.618 |
1,322.83 |
|
0.500 |
1,320.89 |
|
0.382 |
1,318.94 |
|
LOW |
1,312.64 |
|
0.618 |
1,302.45 |
|
1.000 |
1,296.15 |
|
1.618 |
1,285.96 |
|
2.618 |
1,269.47 |
|
4.250 |
1,242.56 |
|
|