| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-1999 |
28-May-1999 |
Change |
Change % |
Previous Week |
| Open |
2,053.04 |
2,050.09 |
-2.95 |
-0.1% |
2,114.40 |
| High |
2,069.11 |
2,090.16 |
21.05 |
1.0% |
2,123.47 |
| Low |
2,021.18 |
2,038.74 |
17.56 |
0.9% |
1,960.55 |
| Close |
2,050.09 |
2,089.70 |
39.61 |
1.9% |
2,089.70 |
| Range |
47.93 |
51.42 |
3.49 |
7.3% |
162.92 |
| ATR |
66.75 |
65.65 |
-1.09 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.13 |
2,209.83 |
2,117.98 |
|
| R3 |
2,175.71 |
2,158.41 |
2,103.84 |
|
| R2 |
2,124.29 |
2,124.29 |
2,099.13 |
|
| R1 |
2,106.99 |
2,106.99 |
2,094.41 |
2,115.64 |
| PP |
2,072.87 |
2,072.87 |
2,072.87 |
2,077.19 |
| S1 |
2,055.57 |
2,055.57 |
2,084.99 |
2,064.22 |
| S2 |
2,021.45 |
2,021.45 |
2,080.27 |
|
| S3 |
1,970.03 |
2,004.15 |
2,075.56 |
|
| S4 |
1,918.61 |
1,952.73 |
2,061.42 |
|
|
| Weekly Pivots for week ending 28-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.67 |
2,481.10 |
2,179.31 |
|
| R3 |
2,383.75 |
2,318.18 |
2,134.50 |
|
| R2 |
2,220.83 |
2,220.83 |
2,119.57 |
|
| R1 |
2,155.26 |
2,155.26 |
2,104.63 |
2,106.59 |
| PP |
2,057.91 |
2,057.91 |
2,057.91 |
2,033.57 |
| S1 |
1,992.34 |
1,992.34 |
2,074.77 |
1,943.67 |
| S2 |
1,894.99 |
1,894.99 |
2,059.83 |
|
| S3 |
1,732.07 |
1,829.42 |
2,044.90 |
|
| S4 |
1,569.15 |
1,666.50 |
2,000.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,123.47 |
1,960.55 |
162.92 |
7.8% |
70.63 |
3.4% |
79% |
False |
False |
|
| 10 |
2,193.45 |
1,960.55 |
232.90 |
11.1% |
63.10 |
3.0% |
55% |
False |
False |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.4% |
64.25 |
3.1% |
46% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
15.8% |
70.23 |
3.4% |
41% |
False |
False |
|
| 60 |
2,283.55 |
1,933.06 |
350.49 |
16.8% |
63.98 |
3.1% |
45% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
20.0% |
64.20 |
3.1% |
54% |
False |
False |
|
| 100 |
2,283.55 |
1,838.65 |
444.90 |
21.3% |
64.11 |
3.1% |
56% |
False |
False |
|
| 120 |
2,283.55 |
1,607.53 |
676.02 |
32.4% |
60.24 |
2.9% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.70 |
|
2.618 |
2,224.78 |
|
1.618 |
2,173.36 |
|
1.000 |
2,141.58 |
|
0.618 |
2,121.94 |
|
HIGH |
2,090.16 |
|
0.618 |
2,070.52 |
|
0.500 |
2,064.45 |
|
0.382 |
2,058.38 |
|
LOW |
2,038.74 |
|
0.618 |
2,006.96 |
|
1.000 |
1,987.32 |
|
1.618 |
1,955.54 |
|
2.618 |
1,904.12 |
|
4.250 |
1,820.21 |
|
|