| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-1999 |
03-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,025.79 |
2,074.54 |
48.75 |
2.4% |
2,114.40 |
| High |
2,076.65 |
2,083.00 |
6.35 |
0.3% |
2,123.47 |
| Low |
1,987.40 |
2,029.22 |
41.82 |
2.1% |
1,960.55 |
| Close |
2,074.54 |
2,030.40 |
-44.14 |
-2.1% |
2,089.70 |
| Range |
89.25 |
53.78 |
-35.47 |
-39.7% |
162.92 |
| ATR |
67.23 |
66.27 |
-0.96 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.88 |
2,173.42 |
2,059.98 |
|
| R3 |
2,155.10 |
2,119.64 |
2,045.19 |
|
| R2 |
2,101.32 |
2,101.32 |
2,040.26 |
|
| R1 |
2,065.86 |
2,065.86 |
2,035.33 |
2,056.70 |
| PP |
2,047.54 |
2,047.54 |
2,047.54 |
2,042.96 |
| S1 |
2,012.08 |
2,012.08 |
2,025.47 |
2,002.92 |
| S2 |
1,993.76 |
1,993.76 |
2,020.54 |
|
| S3 |
1,939.98 |
1,958.30 |
2,015.61 |
|
| S4 |
1,886.20 |
1,904.52 |
2,000.82 |
|
|
| 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 |
2,090.16 |
1,987.40 |
102.76 |
5.1% |
61.28 |
3.0% |
42% |
False |
False |
|
| 10 |
2,193.45 |
1,960.55 |
232.90 |
11.5% |
66.13 |
3.3% |
30% |
False |
False |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.8% |
63.08 |
3.1% |
25% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
16.3% |
70.15 |
3.5% |
24% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
16.7% |
64.66 |
3.2% |
25% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
20.6% |
64.07 |
3.2% |
40% |
False |
False |
|
| 100 |
2,283.55 |
1,838.65 |
444.90 |
21.9% |
64.42 |
3.2% |
43% |
False |
False |
|
| 120 |
2,283.55 |
1,607.53 |
676.02 |
33.3% |
60.93 |
3.0% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,311.57 |
|
2.618 |
2,223.80 |
|
1.618 |
2,170.02 |
|
1.000 |
2,136.78 |
|
0.618 |
2,116.24 |
|
HIGH |
2,083.00 |
|
0.618 |
2,062.46 |
|
0.500 |
2,056.11 |
|
0.382 |
2,049.76 |
|
LOW |
2,029.22 |
|
0.618 |
1,995.98 |
|
1.000 |
1,975.44 |
|
1.618 |
1,942.20 |
|
2.618 |
1,888.42 |
|
4.250 |
1,800.66 |
|
|