| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1999 |
13-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,505.50 |
2,483.10 |
-22.40 |
-0.9% |
2,491.82 |
| High |
2,548.55 |
2,533.36 |
-15.19 |
-0.6% |
2,548.55 |
| Low |
2,502.61 |
2,483.10 |
-19.51 |
-0.8% |
2,453.44 |
| Close |
2,534.61 |
2,483.10 |
-51.51 |
-2.0% |
2,534.61 |
| Range |
45.94 |
50.26 |
4.32 |
9.4% |
95.11 |
| ATR |
56.75 |
56.37 |
-0.37 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.63 |
2,617.13 |
2,510.74 |
|
| R3 |
2,600.37 |
2,566.87 |
2,496.92 |
|
| R2 |
2,550.11 |
2,550.11 |
2,492.31 |
|
| R1 |
2,516.61 |
2,516.61 |
2,487.71 |
2,508.23 |
| PP |
2,499.85 |
2,499.85 |
2,499.85 |
2,495.67 |
| S1 |
2,466.35 |
2,466.35 |
2,478.49 |
2,457.97 |
| S2 |
2,449.59 |
2,449.59 |
2,473.89 |
|
| S3 |
2,399.33 |
2,416.09 |
2,469.28 |
|
| S4 |
2,349.07 |
2,365.83 |
2,455.46 |
|
|
| Weekly Pivots for week ending 10-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.53 |
2,761.18 |
2,586.92 |
|
| R3 |
2,702.42 |
2,666.07 |
2,560.77 |
|
| R2 |
2,607.31 |
2,607.31 |
2,552.05 |
|
| R1 |
2,570.96 |
2,570.96 |
2,543.33 |
2,589.14 |
| PP |
2,512.20 |
2,512.20 |
2,512.20 |
2,521.29 |
| S1 |
2,475.85 |
2,475.85 |
2,525.89 |
2,494.03 |
| S2 |
2,417.09 |
2,417.09 |
2,517.17 |
|
| S3 |
2,321.98 |
2,380.74 |
2,508.45 |
|
| S4 |
2,226.87 |
2,285.63 |
2,482.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,548.55 |
2,453.44 |
95.11 |
3.8% |
46.58 |
1.9% |
31% |
False |
False |
|
| 10 |
2,548.55 |
2,326.99 |
221.56 |
8.9% |
57.09 |
2.3% |
70% |
False |
False |
|
| 20 |
2,548.55 |
2,270.96 |
277.59 |
11.2% |
53.60 |
2.2% |
76% |
False |
False |
|
| 40 |
2,548.55 |
2,120.26 |
428.29 |
17.2% |
59.34 |
2.4% |
85% |
False |
False |
|
| 60 |
2,548.55 |
2,120.26 |
428.29 |
17.2% |
56.31 |
2.3% |
85% |
False |
False |
|
| 80 |
2,548.55 |
1,960.55 |
588.00 |
23.7% |
58.36 |
2.4% |
89% |
False |
False |
|
| 100 |
2,548.55 |
1,960.55 |
588.00 |
23.7% |
60.23 |
2.4% |
89% |
False |
False |
|
| 120 |
2,548.55 |
1,943.92 |
604.63 |
24.3% |
61.83 |
2.5% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,746.97 |
|
2.618 |
2,664.94 |
|
1.618 |
2,614.68 |
|
1.000 |
2,583.62 |
|
0.618 |
2,564.42 |
|
HIGH |
2,533.36 |
|
0.618 |
2,514.16 |
|
0.500 |
2,508.23 |
|
0.382 |
2,502.30 |
|
LOW |
2,483.10 |
|
0.618 |
2,452.04 |
|
1.000 |
2,432.84 |
|
1.618 |
2,401.78 |
|
2.618 |
2,351.52 |
|
4.250 |
2,269.50 |
|
|