| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1999 |
15-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
11,030.30 |
10,910.30 |
-120.00 |
-1.1% |
11,078.50 |
| High |
11,028.70 |
11,013.90 |
-14.80 |
-0.1% |
11,142.40 |
| Low |
10,886.30 |
10,798.60 |
-87.70 |
-0.8% |
10,967.00 |
| Close |
10,910.30 |
10,801.40 |
-108.90 |
-1.0% |
11,028.40 |
| Range |
142.40 |
215.30 |
72.90 |
51.2% |
175.40 |
| ATR |
144.34 |
149.41 |
5.07 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,517.20 |
11,374.60 |
10,919.82 |
|
| R3 |
11,301.90 |
11,159.30 |
10,860.61 |
|
| R2 |
11,086.60 |
11,086.60 |
10,840.87 |
|
| R1 |
10,944.00 |
10,944.00 |
10,821.14 |
10,907.65 |
| PP |
10,871.30 |
10,871.30 |
10,871.30 |
10,853.13 |
| S1 |
10,728.70 |
10,728.70 |
10,781.66 |
10,692.35 |
| S2 |
10,656.00 |
10,656.00 |
10,761.93 |
|
| S3 |
10,440.70 |
10,513.40 |
10,742.19 |
|
| S4 |
10,225.40 |
10,298.10 |
10,682.99 |
|
|
| Weekly Pivots for week ending 10-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,572.13 |
11,475.67 |
11,124.87 |
|
| R3 |
11,396.73 |
11,300.27 |
11,076.64 |
|
| R2 |
11,221.33 |
11,221.33 |
11,060.56 |
|
| R1 |
11,124.87 |
11,124.87 |
11,044.48 |
11,085.40 |
| PP |
11,045.93 |
11,045.93 |
11,045.93 |
11,026.20 |
| S1 |
10,949.47 |
10,949.47 |
11,012.32 |
10,910.00 |
| S2 |
10,870.53 |
10,870.53 |
10,996.24 |
|
| S3 |
10,695.13 |
10,774.07 |
10,980.17 |
|
| S4 |
10,519.73 |
10,598.67 |
10,931.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,142.40 |
10,798.60 |
343.80 |
3.2% |
130.06 |
1.2% |
1% |
False |
True |
|
| 10 |
11,142.40 |
10,732.70 |
409.70 |
3.8% |
143.80 |
1.3% |
17% |
False |
False |
|
| 20 |
11,365.90 |
10,732.70 |
633.20 |
5.9% |
152.44 |
1.4% |
11% |
False |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.6% |
150.60 |
1.4% |
31% |
False |
False |
|
| 60 |
11,365.90 |
10,471.20 |
894.70 |
8.3% |
142.98 |
1.3% |
37% |
False |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.9% |
148.35 |
1.4% |
41% |
False |
False |
|
| 100 |
11,365.90 |
10,409.10 |
956.80 |
8.9% |
149.44 |
1.4% |
41% |
False |
False |
|
| 120 |
11,365.90 |
9,747.31 |
1,618.59 |
15.0% |
151.03 |
1.4% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,928.93 |
|
2.618 |
11,577.56 |
|
1.618 |
11,362.26 |
|
1.000 |
11,229.20 |
|
0.618 |
11,146.96 |
|
HIGH |
11,013.90 |
|
0.618 |
10,931.66 |
|
0.500 |
10,906.25 |
|
0.382 |
10,880.84 |
|
LOW |
10,798.60 |
|
0.618 |
10,665.54 |
|
1.000 |
10,583.30 |
|
1.618 |
10,450.24 |
|
2.618 |
10,234.94 |
|
4.250 |
9,883.58 |
|
|