| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-1999 |
16-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,028.92 |
2,058.17 |
29.25 |
1.4% |
2,109.41 |
| High |
2,072.35 |
2,167.82 |
95.47 |
4.6% |
2,158.80 |
| Low |
2,020.38 |
2,058.17 |
37.79 |
1.9% |
2,057.19 |
| Close |
2,058.17 |
2,167.49 |
109.32 |
5.3% |
2,062.29 |
| Range |
51.97 |
109.65 |
57.68 |
111.0% |
101.61 |
| ATR |
62.21 |
65.59 |
3.39 |
5.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.11 |
2,423.45 |
2,227.80 |
|
| R3 |
2,350.46 |
2,313.80 |
2,197.64 |
|
| R2 |
2,240.81 |
2,240.81 |
2,187.59 |
|
| R1 |
2,204.15 |
2,204.15 |
2,177.54 |
2,222.48 |
| PP |
2,131.16 |
2,131.16 |
2,131.16 |
2,140.33 |
| S1 |
2,094.50 |
2,094.50 |
2,157.44 |
2,112.83 |
| S2 |
2,021.51 |
2,021.51 |
2,147.39 |
|
| S3 |
1,911.86 |
1,984.85 |
2,137.34 |
|
| S4 |
1,802.21 |
1,875.20 |
2,107.18 |
|
|
| 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 |
2,167.82 |
2,020.38 |
147.44 |
6.8% |
65.03 |
3.0% |
100% |
True |
False |
|
| 10 |
2,167.82 |
2,020.38 |
147.44 |
6.8% |
62.48 |
2.9% |
100% |
True |
False |
|
| 20 |
2,193.45 |
1,960.55 |
232.90 |
10.7% |
64.96 |
3.0% |
89% |
False |
False |
|
| 40 |
2,283.55 |
1,960.55 |
323.00 |
14.9% |
66.77 |
3.1% |
64% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
15.7% |
67.48 |
3.1% |
66% |
False |
False |
|
| 80 |
2,283.55 |
1,870.37 |
413.18 |
19.1% |
63.34 |
2.9% |
72% |
False |
False |
|
| 100 |
2,283.55 |
1,864.90 |
418.65 |
19.3% |
63.71 |
2.9% |
72% |
False |
False |
|
| 120 |
2,283.55 |
1,767.82 |
515.73 |
23.8% |
62.29 |
2.9% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,633.83 |
|
2.618 |
2,454.88 |
|
1.618 |
2,345.23 |
|
1.000 |
2,277.47 |
|
0.618 |
2,235.58 |
|
HIGH |
2,167.82 |
|
0.618 |
2,125.93 |
|
0.500 |
2,113.00 |
|
0.382 |
2,100.06 |
|
LOW |
2,058.17 |
|
0.618 |
1,990.41 |
|
1.000 |
1,948.52 |
|
1.618 |
1,880.76 |
|
2.618 |
1,771.11 |
|
4.250 |
1,592.16 |
|
|