Day Change Summary |
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Previous |
Current |
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15-Sep-1999 |
16-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,910.30 |
10,801.40 |
-108.90 |
-1.0% |
11,078.50 |
High |
11,013.90 |
10,799.30 |
-214.60 |
-1.9% |
11,142.40 |
Low |
10,798.60 |
10,626.70 |
-171.90 |
-1.6% |
10,967.00 |
Close |
10,801.40 |
10,737.50 |
-63.90 |
-0.6% |
11,028.40 |
Range |
215.30 |
172.60 |
-42.70 |
-19.8% |
175.40 |
ATR |
149.41 |
151.21 |
1.81 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 16-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,238.97 |
11,160.83 |
10,832.43 |
|
R3 |
11,066.37 |
10,988.23 |
10,784.97 |
|
R2 |
10,893.77 |
10,893.77 |
10,769.14 |
|
R1 |
10,815.63 |
10,815.63 |
10,753.32 |
10,768.40 |
PP |
10,721.17 |
10,721.17 |
10,721.17 |
10,697.55 |
S1 |
10,643.03 |
10,643.03 |
10,721.68 |
10,595.80 |
S2 |
10,548.57 |
10,548.57 |
10,705.86 |
|
S3 |
10,375.97 |
10,470.43 |
10,690.04 |
|
S4 |
10,203.37 |
10,297.83 |
10,642.57 |
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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 |
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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 |
10,626.70 |
515.70 |
4.8% |
141.78 |
1.3% |
21% |
False |
True |
|
10 |
11,142.40 |
10,626.70 |
515.70 |
4.8% |
149.76 |
1.4% |
21% |
False |
True |
|
20 |
11,365.90 |
10,626.70 |
739.20 |
6.9% |
154.67 |
1.4% |
15% |
False |
True |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.6% |
152.15 |
1.4% |
23% |
False |
False |
|
60 |
11,365.90 |
10,471.20 |
894.70 |
8.3% |
144.07 |
1.3% |
30% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.9% |
147.63 |
1.4% |
34% |
False |
False |
|
100 |
11,365.90 |
10,409.10 |
956.80 |
8.9% |
150.37 |
1.4% |
34% |
False |
False |
|
120 |
11,365.90 |
9,765.63 |
1,600.27 |
14.9% |
151.58 |
1.4% |
61% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,532.85 |
2.618 |
11,251.17 |
1.618 |
11,078.57 |
1.000 |
10,971.90 |
0.618 |
10,905.97 |
HIGH |
10,799.30 |
0.618 |
10,733.37 |
0.500 |
10,713.00 |
0.382 |
10,692.63 |
LOW |
10,626.70 |
0.618 |
10,520.03 |
1.000 |
10,454.10 |
1.618 |
10,347.43 |
2.618 |
10,174.83 |
4.250 |
9,893.15 |
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