| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-1999 |
21-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,536.91 |
2,545.41 |
8.50 |
0.3% |
2,483.10 |
| High |
2,551.66 |
2,536.66 |
-15.00 |
-0.6% |
2,539.26 |
| Low |
2,523.04 |
2,472.94 |
-50.10 |
-2.0% |
2,413.02 |
| Close |
2,545.41 |
2,473.74 |
-71.67 |
-2.8% |
2,536.91 |
| Range |
28.62 |
63.72 |
35.10 |
122.6% |
126.24 |
| ATR |
56.41 |
57.56 |
1.15 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.61 |
2,643.39 |
2,508.79 |
|
| R3 |
2,621.89 |
2,579.67 |
2,491.26 |
|
| R2 |
2,558.17 |
2,558.17 |
2,485.42 |
|
| R1 |
2,515.95 |
2,515.95 |
2,479.58 |
2,505.20 |
| PP |
2,494.45 |
2,494.45 |
2,494.45 |
2,489.07 |
| S1 |
2,452.23 |
2,452.23 |
2,467.90 |
2,441.48 |
| S2 |
2,430.73 |
2,430.73 |
2,462.06 |
|
| S3 |
2,367.01 |
2,388.51 |
2,456.22 |
|
| S4 |
2,303.29 |
2,324.79 |
2,438.69 |
|
|
| Weekly Pivots for week ending 17-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.12 |
2,832.25 |
2,606.34 |
|
| R3 |
2,748.88 |
2,706.01 |
2,571.63 |
|
| R2 |
2,622.64 |
2,622.64 |
2,560.05 |
|
| R1 |
2,579.77 |
2,579.77 |
2,548.48 |
2,601.21 |
| PP |
2,496.40 |
2,496.40 |
2,496.40 |
2,507.11 |
| S1 |
2,453.53 |
2,453.53 |
2,525.34 |
2,474.97 |
| S2 |
2,370.16 |
2,370.16 |
2,513.77 |
|
| S3 |
2,243.92 |
2,327.29 |
2,502.19 |
|
| S4 |
2,117.68 |
2,201.05 |
2,467.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,551.66 |
2,413.02 |
138.64 |
5.6% |
60.79 |
2.5% |
44% |
False |
False |
|
| 10 |
2,551.66 |
2,413.02 |
138.64 |
5.6% |
54.69 |
2.2% |
44% |
False |
False |
|
| 20 |
2,551.66 |
2,326.99 |
224.67 |
9.1% |
56.94 |
2.3% |
65% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.4% |
58.49 |
2.4% |
82% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.4% |
56.23 |
2.3% |
82% |
False |
False |
|
| 80 |
2,551.66 |
1,987.40 |
564.26 |
22.8% |
57.67 |
2.3% |
86% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
23.9% |
59.38 |
2.4% |
87% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.2% |
61.77 |
2.5% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.47 |
|
2.618 |
2,703.48 |
|
1.618 |
2,639.76 |
|
1.000 |
2,600.38 |
|
0.618 |
2,576.04 |
|
HIGH |
2,536.66 |
|
0.618 |
2,512.32 |
|
0.500 |
2,504.80 |
|
0.382 |
2,497.28 |
|
LOW |
2,472.94 |
|
0.618 |
2,433.56 |
|
1.000 |
2,409.22 |
|
1.618 |
2,369.84 |
|
2.618 |
2,306.12 |
|
4.250 |
2,202.13 |
|
|