| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-1999 |
28-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
2,399.58 |
2,426.51 |
26.93 |
1.1% |
2,536.91 |
| High |
2,453.94 |
2,437.99 |
-15.95 |
-0.6% |
2,551.66 |
| Low |
2,401.27 |
2,359.48 |
-41.79 |
-1.7% |
2,345.22 |
| Close |
2,426.51 |
2,428.11 |
1.60 |
0.1% |
2,399.58 |
| Range |
52.67 |
78.51 |
25.84 |
49.1% |
206.44 |
| ATR |
63.52 |
64.59 |
1.07 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.06 |
2,614.59 |
2,471.29 |
|
| R3 |
2,565.55 |
2,536.08 |
2,449.70 |
|
| R2 |
2,487.04 |
2,487.04 |
2,442.50 |
|
| R1 |
2,457.57 |
2,457.57 |
2,435.31 |
2,472.31 |
| PP |
2,408.53 |
2,408.53 |
2,408.53 |
2,415.89 |
| S1 |
2,379.06 |
2,379.06 |
2,420.91 |
2,393.80 |
| S2 |
2,330.02 |
2,330.02 |
2,413.72 |
|
| S3 |
2,251.51 |
2,300.55 |
2,406.52 |
|
| S4 |
2,173.00 |
2,222.04 |
2,384.93 |
|
|
| 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% |
80.79 |
3.3% |
43% |
False |
False |
|
| 10 |
2,551.66 |
2,345.22 |
206.44 |
8.5% |
70.79 |
2.9% |
40% |
False |
False |
|
| 20 |
2,551.66 |
2,326.99 |
224.67 |
9.3% |
63.26 |
2.6% |
45% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.8% |
60.85 |
2.5% |
71% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.8% |
58.00 |
2.4% |
71% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
21.9% |
58.52 |
2.4% |
77% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
24.3% |
59.33 |
2.4% |
79% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.7% |
62.48 |
2.6% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.66 |
|
2.618 |
2,643.53 |
|
1.618 |
2,565.02 |
|
1.000 |
2,516.50 |
|
0.618 |
2,486.51 |
|
HIGH |
2,437.99 |
|
0.618 |
2,408.00 |
|
0.500 |
2,398.74 |
|
0.382 |
2,389.47 |
|
LOW |
2,359.48 |
|
0.618 |
2,310.96 |
|
1.000 |
2,280.97 |
|
1.618 |
2,232.45 |
|
2.618 |
2,153.94 |
|
4.250 |
2,025.81 |
|
|