| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-1999 |
04-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,407.90 |
2,404.45 |
-3.45 |
-0.1% |
2,399.58 |
| High |
2,408.05 |
2,467.96 |
59.91 |
2.5% |
2,453.94 |
| Low |
2,358.22 |
2,406.45 |
48.23 |
2.0% |
2,358.22 |
| Close |
2,404.45 |
2,467.92 |
63.47 |
2.6% |
2,404.45 |
| Range |
49.83 |
61.51 |
11.68 |
23.4% |
95.72 |
| ATR |
62.04 |
62.15 |
0.10 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.97 |
2,611.46 |
2,501.75 |
|
| R3 |
2,570.46 |
2,549.95 |
2,484.84 |
|
| R2 |
2,508.95 |
2,508.95 |
2,479.20 |
|
| R1 |
2,488.44 |
2,488.44 |
2,473.56 |
2,498.70 |
| PP |
2,447.44 |
2,447.44 |
2,447.44 |
2,452.57 |
| S1 |
2,426.93 |
2,426.93 |
2,462.28 |
2,437.19 |
| S2 |
2,385.93 |
2,385.93 |
2,456.64 |
|
| S3 |
2,324.42 |
2,365.42 |
2,451.00 |
|
| S4 |
2,262.91 |
2,303.91 |
2,434.09 |
|
|
| 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 |
2,467.96 |
2,358.22 |
109.74 |
4.4% |
59.11 |
2.4% |
100% |
True |
False |
|
| 10 |
2,539.66 |
2,345.22 |
194.44 |
7.9% |
68.47 |
2.8% |
63% |
False |
False |
|
| 20 |
2,551.66 |
2,345.22 |
206.44 |
8.4% |
60.06 |
2.4% |
59% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.5% |
59.29 |
2.4% |
81% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.5% |
58.84 |
2.4% |
81% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
21.5% |
58.46 |
2.4% |
84% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
24.0% |
59.34 |
2.4% |
86% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.3% |
62.01 |
2.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.38 |
|
2.618 |
2,628.99 |
|
1.618 |
2,567.48 |
|
1.000 |
2,529.47 |
|
0.618 |
2,505.97 |
|
HIGH |
2,467.96 |
|
0.618 |
2,444.46 |
|
0.500 |
2,437.21 |
|
0.382 |
2,429.95 |
|
LOW |
2,406.45 |
|
0.618 |
2,368.44 |
|
1.000 |
2,344.94 |
|
1.618 |
2,306.93 |
|
2.618 |
2,245.42 |
|
4.250 |
2,145.03 |
|
|