| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-1999 |
22-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,545.41 |
2,473.74 |
-71.67 |
-2.8% |
2,483.10 |
| High |
2,536.66 |
2,515.62 |
-21.04 |
-0.8% |
2,539.26 |
| Low |
2,472.94 |
2,455.85 |
-17.09 |
-0.7% |
2,413.02 |
| Close |
2,473.74 |
2,513.94 |
40.20 |
1.6% |
2,536.91 |
| Range |
63.72 |
59.77 |
-3.95 |
-6.2% |
126.24 |
| ATR |
57.56 |
57.72 |
0.16 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.45 |
2,653.96 |
2,546.81 |
|
| R3 |
2,614.68 |
2,594.19 |
2,530.38 |
|
| R2 |
2,554.91 |
2,554.91 |
2,524.90 |
|
| R1 |
2,534.42 |
2,534.42 |
2,519.42 |
2,544.67 |
| PP |
2,495.14 |
2,495.14 |
2,495.14 |
2,500.26 |
| S1 |
2,474.65 |
2,474.65 |
2,508.46 |
2,484.90 |
| S2 |
2,435.37 |
2,435.37 |
2,502.98 |
|
| S3 |
2,375.60 |
2,414.88 |
2,497.50 |
|
| S4 |
2,315.83 |
2,355.11 |
2,481.07 |
|
|
| 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 |
5.5% |
57.28 |
2.3% |
73% |
False |
False |
|
| 10 |
2,551.66 |
2,413.02 |
138.64 |
5.5% |
55.58 |
2.2% |
73% |
False |
False |
|
| 20 |
2,551.66 |
2,326.99 |
224.67 |
8.9% |
56.87 |
2.3% |
83% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.2% |
58.01 |
2.3% |
91% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.2% |
56.26 |
2.2% |
91% |
False |
False |
|
| 80 |
2,551.66 |
1,987.40 |
564.26 |
22.4% |
57.77 |
2.3% |
93% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
23.5% |
59.07 |
2.3% |
94% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
23.8% |
61.93 |
2.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.64 |
|
2.618 |
2,672.10 |
|
1.618 |
2,612.33 |
|
1.000 |
2,575.39 |
|
0.618 |
2,552.56 |
|
HIGH |
2,515.62 |
|
0.618 |
2,492.79 |
|
0.500 |
2,485.74 |
|
0.382 |
2,478.68 |
|
LOW |
2,455.85 |
|
0.618 |
2,418.91 |
|
1.000 |
2,396.08 |
|
1.618 |
2,359.14 |
|
2.618 |
2,299.37 |
|
4.250 |
2,201.83 |
|
|