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Dundee Market Report
S&P Daily Trader Pivots
Avg Daily Range $13
Avg Weekly Range $34
Pivots
10 Day 992.25 High 945.5 Low 968.875 Pivot
5 Day 992.25 High 954.75 Low 973.5 Pivot
Week 9/29 30 1 2 3
MON TUES WEDS THRU FRI This
Open $953.15 $961.50 $955.00 $964.75 $969.15 Week
High $964.30 $965.00 $966.50 $969.70 $985.50 Range
Low $950.25 $952.75 $954.75 $961.10 $961.75 $35
Close $961.75 $954.50 $963.40 $969.10 $975.45
Change $8.55 ($7.25) $8.90 5.7 $6.35
Range $14 $12.25 $11.75 $8.60 $23.75
Vol 50k 66k 65k 42k 76k
Daily CCI 20 -19 58 118 171
McClel Osc 41 42.3 76 79 93
R2 $960.78 $971.41 $970.69 $971.66 $974.76 Avg
R1 $954.95 $964.48 $964.13 $965.08 $971.23 Daily
PIVOT $950.58 $957.36 $958.44 $959.91 $966.16 Range
S1 $944.75 $950.43 $951.88 $953.33 $962.63 $14
S2 $940.38 $943.31 $946.19 $948.16 $957.56
WEEK 10/6/95 7 8 8 10
MON TUES WEDS THRU FRI This
Open $976.10 $981.50 Week
High $983.70 $992.75 Range
Low $976.10 $977.00 $17
Close $981.50 $989.60
Change $6.05 $8.15
Range $7.60 15.75
Vol 50 est 72
Daily CCI 164 149
McClel Osc 104 96
R2 996.7125 986.95 1000.9625 0 0 Avg
R1 $984.18 $982.60 $993.43 $0.00 $0.00 Daily
PIVOT $972.96 $979.35 $985.21 $0.00 $0.00 Range
S1 $960.43 $975.00 $977.68 $0.00 $0.00
S2 $949.21 $971.75 $969.46 $0.00 $0.00
Week 9/22/97 23 24 25 26
MON TUES WEDS THRU FRI This
Open $963.80 $965.95 $961.30 $953.75 $946.50 Week
High $972.20 $967.45 $970.50 $957.45 $956.40 Range
Low $962.25 $956.80 $952.00 $945.50 $946.20 $27
Close $966.00 $962.00 $954.30 $946.00 $953.20
Change 5.1 -4 -7.6 -7.9 6.7
Range 10 10.6 18.5 12 10.2
Vol 52K 46K 68k 56k 50k
Daily CCI 106 67 51 -19 -23
McClel OSC 75 43 29 4 33
R2 $0.00 $976.01 $973.70 $978.03 $962.63 Avg
R1 $0.00 $969.88 $969.30 $967.05 $955.85 Daily
PIVOT $0.00 $966.06 $963.05 $959.53 $950.68 Range
S1 $0.00 $959.93 $958.65 $948.55 $943.90 $12
S2 $0.00 $956.11 $952.40 $941.03 $938.73
Attachment Converted: "c:\eudora\attach\vcard85.vcf"
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