| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1999 |
24-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,513.94 |
2,403.07 |
-110.87 |
-4.4% |
2,536.91 |
| High |
2,539.66 |
2,410.58 |
-129.08 |
-5.1% |
2,551.66 |
| Low |
2,392.01 |
2,345.22 |
-46.79 |
-2.0% |
2,345.22 |
| Close |
2,403.07 |
2,399.58 |
-3.49 |
-0.1% |
2,399.58 |
| Range |
147.65 |
65.36 |
-82.29 |
-55.7% |
206.44 |
| ATR |
64.14 |
64.23 |
0.09 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.21 |
2,555.75 |
2,435.53 |
|
| R3 |
2,515.85 |
2,490.39 |
2,417.55 |
|
| R2 |
2,450.49 |
2,450.49 |
2,411.56 |
|
| R1 |
2,425.03 |
2,425.03 |
2,405.57 |
2,405.08 |
| PP |
2,385.13 |
2,385.13 |
2,385.13 |
2,375.15 |
| S1 |
2,359.67 |
2,359.67 |
2,393.59 |
2,339.72 |
| S2 |
2,319.77 |
2,319.77 |
2,387.60 |
|
| S3 |
2,254.41 |
2,294.31 |
2,381.61 |
|
| S4 |
2,189.05 |
2,228.95 |
2,363.63 |
|
|
| Weekly Pivots for week ending 24-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.47 |
2,931.97 |
2,513.12 |
|
| R3 |
2,845.03 |
2,725.53 |
2,456.35 |
|
| R2 |
2,638.59 |
2,638.59 |
2,437.43 |
|
| R1 |
2,519.09 |
2,519.09 |
2,418.50 |
2,475.62 |
| PP |
2,432.15 |
2,432.15 |
2,432.15 |
2,410.42 |
| S1 |
2,312.65 |
2,312.65 |
2,380.66 |
2,269.18 |
| S2 |
2,225.71 |
2,225.71 |
2,361.73 |
|
| S3 |
2,019.27 |
2,106.21 |
2,342.81 |
|
| S4 |
1,812.83 |
1,899.77 |
2,286.04 |
|
|
| 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 |
2,345.22 |
206.44 |
8.6% |
73.02 |
3.0% |
26% |
False |
True |
|
| 10 |
2,551.66 |
2,345.22 |
206.44 |
8.6% |
67.03 |
2.8% |
26% |
False |
True |
|
| 20 |
2,551.66 |
2,326.99 |
224.67 |
9.4% |
61.69 |
2.6% |
32% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
18.0% |
60.01 |
2.5% |
65% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
18.0% |
57.19 |
2.4% |
65% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
22.1% |
58.52 |
2.4% |
71% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
24.6% |
59.97 |
2.5% |
74% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
25.0% |
62.72 |
2.6% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.36 |
|
2.618 |
2,581.69 |
|
1.618 |
2,516.33 |
|
1.000 |
2,475.94 |
|
0.618 |
2,450.97 |
|
HIGH |
2,410.58 |
|
0.618 |
2,385.61 |
|
0.500 |
2,377.90 |
|
0.382 |
2,370.19 |
|
LOW |
2,345.22 |
|
0.618 |
2,304.83 |
|
1.000 |
2,279.86 |
|
1.618 |
2,239.47 |
|
2.618 |
2,174.11 |
|
4.250 |
2,067.44 |
|
|