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Dundee Market Report
S&P Daily Trader Pivots
Avg Daily Range 14
Avg Weekly Range 31
Pivots
10 Day 992.8 High 950.3 Low 972 Pivot
5 Day 992.8 High 965.8 Low 979 Pivot
Week 9/29 30 1 2 3
MON TUES WEDS THRU FRI This
Open 953.2 961.5 955.0 964.8 969.2 Week
High 964.3 965.0 966.5 969.7 985.5 Range
Low 950.3 952.8 954.8 961.1 961.8 35
Close 961.8 954.5 963.4 969.1 975.5
Change 8.6 (7.3) 8.9 5.7 6.4
Range 14.0 12.3 11.8 8.6 23.8
Vol 50k 66k 65k 42k 76k
Daily CCI 20 (19) 58 118 171
McClel Osc 41 42 76 79 93
R2 0 971 971 972 975 Avg
R1 0 964 964 965 971 Daily
PIVOT 0 957 958 960 966 Range
S1 0 950 952 953 963 14
S2 0 943 946 948 958
WEEK 10/6 7 8 9 10
MON TUES WEDS THRU FRI This
Open 976.1 981.5 989.6 981.5 977.9 Week
High 983.7 992.8 991.5 983.3 980.3 Range
Low 976.1 977.0 974.9 969.0 965.8 27
Close 981.5 989.6 982.4 978.0 976.7
Change 6.1 8.2 (7.3) (4.3) (1.4)
Range 7.6 15.8 16.6 12.5 15.5
Vol est 73 55k 71 64 est 67k
Daily CCI 164 149 93 45 13
McClel Osc 104 96 23 (19) (38)
R2 997 987 1,001 1,001 992 Avg
R1 984 983 993 994 987 Daily
PIVOT 973 979 985 985 978 Range
S1 960 975 978 978 973 14
S2 949 972 969 968 964
Week 10/13 14 15 16 17
MON TUES WEDS THRU FRI This
Open Week
High Range
Low
Close
Change
Range
Vol
Daily CCI
McClel OSC
R2 990 0 0 0 0 Avg
R1 985 0 0 0 0 Daily
PIVOT 975 0 0 0 0 Range
S1 970 0 0 0 0 13
S2 961 0 0 0 0
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