| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-1999 |
27-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,403.07 |
2,399.58 |
-3.49 |
-0.1% |
2,536.91 |
| High |
2,410.58 |
2,453.94 |
43.36 |
1.8% |
2,551.66 |
| Low |
2,345.22 |
2,401.27 |
56.05 |
2.4% |
2,345.22 |
| Close |
2,399.58 |
2,426.51 |
26.93 |
1.1% |
2,399.58 |
| Range |
65.36 |
52.67 |
-12.69 |
-19.4% |
206.44 |
| ATR |
64.23 |
63.52 |
-0.70 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,585.25 |
2,558.55 |
2,455.48 |
|
| R3 |
2,532.58 |
2,505.88 |
2,440.99 |
|
| R2 |
2,479.91 |
2,479.91 |
2,436.17 |
|
| R1 |
2,453.21 |
2,453.21 |
2,431.34 |
2,466.56 |
| PP |
2,427.24 |
2,427.24 |
2,427.24 |
2,433.92 |
| S1 |
2,400.54 |
2,400.54 |
2,421.68 |
2,413.89 |
| S2 |
2,374.57 |
2,374.57 |
2,416.85 |
|
| S3 |
2,321.90 |
2,347.87 |
2,412.03 |
|
| S4 |
2,269.23 |
2,295.20 |
2,397.54 |
|
|
| 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 |
2,539.66 |
2,345.22 |
194.44 |
8.0% |
77.83 |
3.2% |
42% |
False |
False |
|
| 10 |
2,551.66 |
2,345.22 |
206.44 |
8.5% |
67.27 |
2.8% |
39% |
False |
False |
|
| 20 |
2,551.66 |
2,326.99 |
224.67 |
9.3% |
62.18 |
2.6% |
44% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.8% |
60.18 |
2.5% |
71% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.8% |
57.12 |
2.4% |
71% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
21.9% |
58.51 |
2.4% |
76% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
24.4% |
59.42 |
2.4% |
79% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.7% |
62.39 |
2.6% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.79 |
|
2.618 |
2,591.83 |
|
1.618 |
2,539.16 |
|
1.000 |
2,506.61 |
|
0.618 |
2,486.49 |
|
HIGH |
2,453.94 |
|
0.618 |
2,433.82 |
|
0.500 |
2,427.61 |
|
0.382 |
2,421.39 |
|
LOW |
2,401.27 |
|
0.618 |
2,368.72 |
|
1.000 |
2,348.60 |
|
1.618 |
2,316.05 |
|
2.618 |
2,263.38 |
|
4.250 |
2,177.42 |
|
|