| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-1999 |
14-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,483.10 |
2,483.10 |
0.00 |
0.0% |
2,491.82 |
| High |
2,533.36 |
2,525.42 |
-7.94 |
-0.3% |
2,548.55 |
| Low |
2,483.10 |
2,482.14 |
-0.96 |
0.0% |
2,453.44 |
| Close |
2,483.10 |
2,522.46 |
39.36 |
1.6% |
2,534.61 |
| Range |
50.26 |
43.28 |
-6.98 |
-13.9% |
95.11 |
| ATR |
56.37 |
55.44 |
-0.94 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.85 |
2,624.43 |
2,546.26 |
|
| R3 |
2,596.57 |
2,581.15 |
2,534.36 |
|
| R2 |
2,553.29 |
2,553.29 |
2,530.39 |
|
| R1 |
2,537.87 |
2,537.87 |
2,526.43 |
2,545.58 |
| PP |
2,510.01 |
2,510.01 |
2,510.01 |
2,513.86 |
| S1 |
2,494.59 |
2,494.59 |
2,518.49 |
2,502.30 |
| S2 |
2,466.73 |
2,466.73 |
2,514.53 |
|
| S3 |
2,423.45 |
2,451.31 |
2,510.56 |
|
| S4 |
2,380.17 |
2,408.03 |
2,498.66 |
|
|
| 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% |
48.59 |
1.9% |
73% |
False |
False |
|
| 10 |
2,548.55 |
2,326.99 |
221.56 |
8.8% |
55.74 |
2.2% |
88% |
False |
False |
|
| 20 |
2,548.55 |
2,270.96 |
277.59 |
11.0% |
53.83 |
2.1% |
91% |
False |
False |
|
| 40 |
2,548.55 |
2,120.26 |
428.29 |
17.0% |
59.27 |
2.3% |
94% |
False |
False |
|
| 60 |
2,548.55 |
2,120.26 |
428.29 |
17.0% |
56.18 |
2.2% |
94% |
False |
False |
|
| 80 |
2,548.55 |
1,960.55 |
588.00 |
23.3% |
58.24 |
2.3% |
96% |
False |
False |
|
| 100 |
2,548.55 |
1,960.55 |
588.00 |
23.3% |
59.87 |
2.4% |
96% |
False |
False |
|
| 120 |
2,548.55 |
1,952.36 |
596.19 |
23.6% |
61.61 |
2.4% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,709.36 |
|
2.618 |
2,638.73 |
|
1.618 |
2,595.45 |
|
1.000 |
2,568.70 |
|
0.618 |
2,552.17 |
|
HIGH |
2,525.42 |
|
0.618 |
2,508.89 |
|
0.500 |
2,503.78 |
|
0.382 |
2,498.67 |
|
LOW |
2,482.14 |
|
0.618 |
2,455.39 |
|
1.000 |
2,438.86 |
|
1.618 |
2,412.11 |
|
2.618 |
2,368.83 |
|
4.250 |
2,298.20 |
|
|