| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-1999 |
26-May-1999 |
Change |
Change % |
Previous Week |
| Open |
2,060.59 |
2,053.04 |
-7.55 |
-0.4% |
2,175.74 |
| High |
2,086.48 |
2,053.04 |
-33.44 |
-1.6% |
2,193.45 |
| Low |
1,997.82 |
1,960.55 |
-37.27 |
-1.9% |
2,099.73 |
| Close |
1,999.04 |
2,053.04 |
54.00 |
2.7% |
2,114.40 |
| Range |
88.66 |
92.49 |
3.83 |
4.3% |
93.72 |
| ATR |
66.32 |
68.19 |
1.87 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,299.68 |
2,268.85 |
2,103.91 |
|
| R3 |
2,207.19 |
2,176.36 |
2,078.47 |
|
| R2 |
2,114.70 |
2,114.70 |
2,070.00 |
|
| R1 |
2,083.87 |
2,083.87 |
2,061.52 |
2,099.29 |
| PP |
2,022.21 |
2,022.21 |
2,022.21 |
2,029.92 |
| S1 |
1,991.38 |
1,991.38 |
2,044.56 |
2,006.80 |
| S2 |
1,929.72 |
1,929.72 |
2,036.08 |
|
| S3 |
1,837.23 |
1,898.89 |
2,027.61 |
|
| S4 |
1,744.74 |
1,806.40 |
2,002.17 |
|
|
| Weekly Pivots for week ending 21-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.02 |
2,359.43 |
2,165.95 |
|
| R3 |
2,323.30 |
2,265.71 |
2,140.17 |
|
| R2 |
2,229.58 |
2,229.58 |
2,131.58 |
|
| R1 |
2,171.99 |
2,171.99 |
2,122.99 |
2,153.93 |
| PP |
2,135.86 |
2,135.86 |
2,135.86 |
2,126.83 |
| S1 |
2,078.27 |
2,078.27 |
2,105.81 |
2,060.21 |
| S2 |
2,042.14 |
2,042.14 |
2,097.22 |
|
| S3 |
1,948.42 |
1,984.55 |
2,088.63 |
|
| S4 |
1,854.70 |
1,890.83 |
2,062.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,193.45 |
1,960.55 |
232.90 |
11.3% |
70.97 |
3.5% |
40% |
False |
True |
|
| 10 |
2,239.86 |
1,960.55 |
279.31 |
13.6% |
65.15 |
3.2% |
33% |
False |
True |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.6% |
66.71 |
3.2% |
33% |
False |
True |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
16.1% |
70.39 |
3.4% |
30% |
False |
False |
|
| 60 |
2,283.55 |
1,870.37 |
413.18 |
20.1% |
64.26 |
3.1% |
44% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
20.4% |
64.50 |
3.1% |
45% |
False |
False |
|
| 100 |
2,283.55 |
1,833.43 |
450.12 |
21.9% |
64.06 |
3.1% |
49% |
False |
False |
|
| 120 |
2,283.55 |
1,573.82 |
709.73 |
34.6% |
60.43 |
2.9% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.12 |
|
2.618 |
2,295.18 |
|
1.618 |
2,202.69 |
|
1.000 |
2,145.53 |
|
0.618 |
2,110.20 |
|
HIGH |
2,053.04 |
|
0.618 |
2,017.71 |
|
0.500 |
2,006.80 |
|
0.382 |
1,995.88 |
|
LOW |
1,960.55 |
|
0.618 |
1,903.39 |
|
1.000 |
1,868.06 |
|
1.618 |
1,810.90 |
|
2.618 |
1,718.41 |
|
4.250 |
1,567.47 |
|
|