| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1999 |
01-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,398.78 |
2,407.90 |
9.12 |
0.4% |
2,399.58 |
| High |
2,433.36 |
2,408.05 |
-25.31 |
-1.0% |
2,453.94 |
| Low |
2,379.42 |
2,358.22 |
-21.20 |
-0.9% |
2,358.22 |
| Close |
2,407.90 |
2,404.45 |
-3.45 |
-0.1% |
2,404.45 |
| Range |
53.94 |
49.83 |
-4.11 |
-7.6% |
95.72 |
| ATR |
62.98 |
62.04 |
-0.94 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.73 |
2,521.92 |
2,431.86 |
|
| R3 |
2,489.90 |
2,472.09 |
2,418.15 |
|
| R2 |
2,440.07 |
2,440.07 |
2,413.59 |
|
| R1 |
2,422.26 |
2,422.26 |
2,409.02 |
2,406.25 |
| PP |
2,390.24 |
2,390.24 |
2,390.24 |
2,382.24 |
| S1 |
2,372.43 |
2,372.43 |
2,399.88 |
2,356.42 |
| S2 |
2,340.41 |
2,340.41 |
2,395.31 |
|
| S3 |
2,290.58 |
2,322.60 |
2,390.75 |
|
| S4 |
2,240.75 |
2,272.77 |
2,377.04 |
|
|
| Weekly Pivots for week ending 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.70 |
2,644.29 |
2,457.10 |
|
| R3 |
2,596.98 |
2,548.57 |
2,430.77 |
|
| R2 |
2,501.26 |
2,501.26 |
2,422.00 |
|
| R1 |
2,452.85 |
2,452.85 |
2,413.22 |
2,477.06 |
| PP |
2,405.54 |
2,405.54 |
2,405.54 |
2,417.64 |
| S1 |
2,357.13 |
2,357.13 |
2,395.68 |
2,381.34 |
| S2 |
2,309.82 |
2,309.82 |
2,386.90 |
|
| S3 |
2,214.10 |
2,261.41 |
2,378.13 |
|
| S4 |
2,118.38 |
2,165.69 |
2,351.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,453.94 |
2,358.22 |
95.72 |
4.0% |
57.34 |
2.4% |
48% |
False |
True |
|
| 10 |
2,551.66 |
2,345.22 |
206.44 |
8.6% |
65.18 |
2.7% |
29% |
False |
False |
|
| 20 |
2,551.66 |
2,345.22 |
206.44 |
8.6% |
62.63 |
2.6% |
29% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.9% |
59.21 |
2.5% |
66% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.9% |
58.32 |
2.4% |
66% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
22.1% |
58.36 |
2.4% |
72% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
24.6% |
59.43 |
2.5% |
75% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.9% |
62.42 |
2.6% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.83 |
|
2.618 |
2,538.50 |
|
1.618 |
2,488.67 |
|
1.000 |
2,457.88 |
|
0.618 |
2,438.84 |
|
HIGH |
2,408.05 |
|
0.618 |
2,389.01 |
|
0.500 |
2,383.14 |
|
0.382 |
2,377.26 |
|
LOW |
2,358.22 |
|
0.618 |
2,327.43 |
|
1.000 |
2,308.39 |
|
1.618 |
2,277.60 |
|
2.618 |
2,227.77 |
|
4.250 |
2,146.44 |
|
|