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Dundee Market Report
S&P Daily Trader Pivots
WEEK 9/29/97 30 1 2 9/12 Weekly
MON TUES WEDS THRU FRI Range
Open $914.50
High $936.50
Low $914.50
Close $934.00 Avg
Change 16 Daily
Tic Vol 4381 Range
Range 22
Daily CCI -22
McClel Osc 39
R2 $960.78 $0.00 $0.00 $0.00 $0.00
R1 $954.95 $0.00 $0.00 $0.00 $0.00
PIVOT $950.58 $0.00 $0.00 $0.00 $0.00
S1 $944.75 $0.00 $0.00 $0.00 $0.00
S2 $940.38 $0.00 $0.00 $0.00 $0.00
WEEK 9/15/97 16 17 18 19 Weekly
MON TUES WEDS THRU FRI Range
Open $933.70 $933.60 $956.85 $958.00 $959.95 40
High $939.90 $960.00 $962.20 $970.50 $963.25
Low $929.20 $933.60 $951.50 $955.50 $953.00
Close $931.25 $955.50 $956.00 $958.50 $960.90 Avg
Change -2.75 24.25 0.5 2.5 2.4 Daily
Tic Vol 3784 4634 4028 3752 3769 Range
Range 10.7 26.4 10.7 15 10.25 14
Daily CCI 9 120 147 166 132
McClel Osc 39 100 82 90 64
R2 $946.88 $944.21 $972.08 $967.34 $975.63
R1 $935.25 $937.83 $957.75 $961.78 $965.75
PIVOT $924.88 $933.51 $945.68 $956.64 $960.63
S1 $913.25 $927.13 $931.35 $951.08 $950.75
S2 $902.88 $922.81 $919.28 $945.94 $945.63
Week 9/22/97 23 24 25 26 Weekly
MON TUES WEDS THRU FRI Range
Open $963.80 $965.95 $961.30 $953.75 $946.50 26.7
High $972.20 $967.45 $970.50 $957.45 $956.40
Low $962.25 $956.80 $952.00 $945.50 $946.20 Avg
Close $966.00 $962.00 $954.30 $946.00 $953.20 Daily
Change 5.1 -4 -7.6 -7.9 6.7 Range
Vol 52K 46K 68k 56k 70k 12
Range 10 10.6 18.5 12 10.2
Daily CCI 106 67 51 -19 -23
McClel OSC 75 43 29 4 33
R2 $969.53 $976.01 $973.70 $978.03 $962.63
R1 $965.55 $969.88 $969.30 $967.05 $955.85
PIVOT $959.28 $966.06 $963.05 $959.53 $950.68
S1 $955.30 $959.93 $958.65 $948.55 $943.90
S2 $949.03 $956.11 $952.40 $941.03 $938.73
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