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SPDT S&P Wednesday's Pivots



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Dundee	Market	Table				
		S&P	Daily	Trader	Pivots			
								
		Trading	Above	Pivots 	Bullish			
		Trading	Below	Pivots	Bearish			
								
				Avg	Daily	Range		14
				Avg	Weekly	Range		31
								
Pivots								Pivots
10 Day		991.5	High	935.5	Low	10 Day		964
5 Day		981.5	High	935.5	Low	5 Day		959
								
Week		10/20	21	22	23	24		
		MON	TUES	WEDS	THRU	FRI		This
Open		966	962.8					Week
High		963.1	980.5					Range
Low		947.25	962					33
Close		962.25	979.4					
Change		13.6	17.2					
Range		15.8	18.5					
Vol		59k	est 64k					
Daily	CCI	-71	48					
McClel	Osc	-164	-68					
OB%		71.00%	79.00%					
OBOSI		92	96					
								
Target	High	954	971	989				
R2		975	976	990	0	0		Avg
R1		966	972	980	0	0		Daily
PIVOT		951	960	971	0	0		Range
S1		942	956	962	0	0		14
S2		926	944	953	0	0		
Target	Low	930	955	971				
								
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	992.75	991.5	983.3	980.25		Range
Low		976.1	977	974.9	969	965.75		27
Close		981.5	989.6	982.35	978	976.65		
Change		6.05	8.15	-7.25	-4.3	-1.4		
Range		7.6	15.75	16.6	12.5	15.5		
Vol		est 73	55k	71	64	47		
Daily	CCI	164	149	93	45	19		
McClel	Osc	104	96	23	-19	-38		
OB%								
OBOSI								
								
Target	High							
R2		0	987	1,001	1,001	992		Avg
R1		0	983	993	994	987		Daily
PIVOT		0	979	985	985	978		Range
S1		0	975	978	978	973		14
S2		0	972	969	968	964		
Target	Low							
								
Week		10/13	14	15	16	17		
		MON	TUES	WEDS	THRU	FRI		This
Open		976.5	976.4	974.8	973	959		Week
High		982	981.7	976.8	981.5	959.9		Range
Low		974	968.8	968	956	935.5		46.5
Close		976.35	977.5	973.6	959.8	948.6		
Change		-0.3	1.15	-4	-13.7	-11.2		
Range		8	13	7	25.5	24.4		
Vol		25	51k	52	71k	82 K		
Daily	CCI	34	3	-69	-171	-243		
McClel	OSC	-35	-39	-67	-107	-187		
OB%						17%		
OBOSI					24	29		
								
Target	High							
R2		990	985	989	982	993		Avg
R1		985	980	983	979	979		Daily
PIVOT		975	977	976	973	968		Range
S1		970	972	970	970	954		15
S2		961	969	963	965	942
Attachment Converted: "c:\eudora\attach\vcard108.vcf"