| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-1999 |
15-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,062.29 |
2,028.92 |
-33.37 |
-1.6% |
2,109.41 |
| High |
2,074.28 |
2,072.35 |
-1.93 |
-0.1% |
2,158.80 |
| Low |
2,027.90 |
2,020.38 |
-7.52 |
-0.4% |
2,057.19 |
| Close |
2,028.92 |
2,058.17 |
29.25 |
1.4% |
2,062.29 |
| Range |
46.38 |
51.97 |
5.59 |
12.1% |
101.61 |
| ATR |
62.99 |
62.21 |
-0.79 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.21 |
2,184.16 |
2,086.75 |
|
| R3 |
2,154.24 |
2,132.19 |
2,072.46 |
|
| R2 |
2,102.27 |
2,102.27 |
2,067.70 |
|
| R1 |
2,080.22 |
2,080.22 |
2,062.93 |
2,091.25 |
| PP |
2,050.30 |
2,050.30 |
2,050.30 |
2,055.81 |
| S1 |
2,028.25 |
2,028.25 |
2,053.41 |
2,039.28 |
| S2 |
1,998.33 |
1,998.33 |
2,048.64 |
|
| S3 |
1,946.36 |
1,976.28 |
2,043.88 |
|
| S4 |
1,894.39 |
1,924.31 |
2,029.59 |
|
|
| Weekly Pivots for week ending 11-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.59 |
2,331.55 |
2,118.18 |
|
| R3 |
2,295.98 |
2,229.94 |
2,090.23 |
|
| R2 |
2,194.37 |
2,194.37 |
2,080.92 |
|
| R1 |
2,128.33 |
2,128.33 |
2,071.60 |
2,110.55 |
| PP |
2,092.76 |
2,092.76 |
2,092.76 |
2,083.87 |
| S1 |
2,026.72 |
2,026.72 |
2,052.98 |
2,008.94 |
| S2 |
1,991.15 |
1,991.15 |
2,043.66 |
|
| S3 |
1,889.54 |
1,925.11 |
2,034.35 |
|
| S4 |
1,787.93 |
1,823.50 |
2,006.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,136.52 |
2,020.38 |
116.14 |
5.6% |
52.58 |
2.6% |
33% |
False |
True |
|
| 10 |
2,158.80 |
1,987.40 |
171.40 |
8.3% |
60.44 |
2.9% |
41% |
False |
False |
|
| 20 |
2,193.45 |
1,960.55 |
232.90 |
11.3% |
61.17 |
3.0% |
42% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
16.1% |
65.98 |
3.2% |
32% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
16.5% |
66.31 |
3.2% |
34% |
False |
False |
|
| 80 |
2,283.55 |
1,870.37 |
413.18 |
20.1% |
62.94 |
3.1% |
45% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
20.3% |
63.26 |
3.1% |
46% |
False |
False |
|
| 120 |
2,283.55 |
1,751.68 |
531.87 |
25.8% |
61.72 |
3.0% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,293.22 |
|
2.618 |
2,208.41 |
|
1.618 |
2,156.44 |
|
1.000 |
2,124.32 |
|
0.618 |
2,104.47 |
|
HIGH |
2,072.35 |
|
0.618 |
2,052.50 |
|
0.500 |
2,046.37 |
|
0.382 |
2,040.23 |
|
LOW |
2,020.38 |
|
0.618 |
1,988.26 |
|
1.000 |
1,968.41 |
|
1.618 |
1,936.29 |
|
2.618 |
1,884.32 |
|
4.250 |
1,799.51 |
|
|