| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1999 |
23-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,473.74 |
2,513.94 |
40.20 |
1.6% |
2,483.10 |
| High |
2,515.62 |
2,539.66 |
24.04 |
1.0% |
2,539.26 |
| Low |
2,455.85 |
2,392.01 |
-63.84 |
-2.6% |
2,413.02 |
| Close |
2,513.94 |
2,403.07 |
-110.87 |
-4.4% |
2,536.91 |
| Range |
59.77 |
147.65 |
87.88 |
147.0% |
126.24 |
| ATR |
57.72 |
64.14 |
6.42 |
11.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.86 |
2,793.12 |
2,484.28 |
|
| R3 |
2,740.21 |
2,645.47 |
2,443.67 |
|
| R2 |
2,592.56 |
2,592.56 |
2,430.14 |
|
| R1 |
2,497.82 |
2,497.82 |
2,416.60 |
2,471.37 |
| PP |
2,444.91 |
2,444.91 |
2,444.91 |
2,431.69 |
| S1 |
2,350.17 |
2,350.17 |
2,389.54 |
2,323.72 |
| S2 |
2,297.26 |
2,297.26 |
2,376.00 |
|
| S3 |
2,149.61 |
2,202.52 |
2,362.47 |
|
| S4 |
2,001.96 |
2,054.87 |
2,321.86 |
|
|
| 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 |
2,392.01 |
159.65 |
6.6% |
73.64 |
3.1% |
7% |
False |
True |
|
| 10 |
2,551.66 |
2,392.01 |
159.65 |
6.6% |
65.09 |
2.7% |
7% |
False |
True |
|
| 20 |
2,551.66 |
2,326.99 |
224.67 |
9.3% |
60.98 |
2.5% |
34% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
18.0% |
60.32 |
2.5% |
66% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
18.0% |
57.26 |
2.4% |
66% |
False |
False |
|
| 80 |
2,551.66 |
1,987.40 |
564.26 |
23.5% |
58.82 |
2.4% |
74% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
24.6% |
60.07 |
2.5% |
75% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.9% |
62.54 |
2.6% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,167.17 |
|
2.618 |
2,926.21 |
|
1.618 |
2,778.56 |
|
1.000 |
2,687.31 |
|
0.618 |
2,630.91 |
|
HIGH |
2,539.66 |
|
0.618 |
2,483.26 |
|
0.500 |
2,465.84 |
|
0.382 |
2,448.41 |
|
LOW |
2,392.01 |
|
0.618 |
2,300.76 |
|
1.000 |
2,244.36 |
|
1.618 |
2,153.11 |
|
2.618 |
2,005.46 |
|
4.250 |
1,764.50 |
|
|