| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-1999 |
06-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,467.92 |
2,531.92 |
64.00 |
2.6% |
2,399.58 |
| High |
2,507.90 |
2,532.40 |
24.50 |
1.0% |
2,453.94 |
| Low |
2,436.23 |
2,479.06 |
42.83 |
1.8% |
2,358.22 |
| Close |
2,471.50 |
2,532.40 |
60.90 |
2.5% |
2,404.45 |
| Range |
71.67 |
53.34 |
-18.33 |
-25.6% |
95.72 |
| ATR |
62.83 |
62.69 |
-0.14 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.64 |
2,656.86 |
2,561.74 |
|
| R3 |
2,621.30 |
2,603.52 |
2,547.07 |
|
| R2 |
2,567.96 |
2,567.96 |
2,542.18 |
|
| R1 |
2,550.18 |
2,550.18 |
2,537.29 |
2,559.07 |
| PP |
2,514.62 |
2,514.62 |
2,514.62 |
2,519.07 |
| S1 |
2,496.84 |
2,496.84 |
2,527.51 |
2,505.73 |
| S2 |
2,461.28 |
2,461.28 |
2,522.62 |
|
| S3 |
2,407.94 |
2,443.50 |
2,517.73 |
|
| S4 |
2,354.60 |
2,390.16 |
2,503.06 |
|
|
| 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 |
2,532.40 |
2,358.22 |
174.18 |
6.9% |
58.06 |
2.3% |
100% |
True |
False |
|
| 10 |
2,539.66 |
2,345.22 |
194.44 |
7.7% |
68.63 |
2.7% |
96% |
False |
False |
|
| 20 |
2,551.66 |
2,345.22 |
206.44 |
8.2% |
62.10 |
2.5% |
91% |
False |
False |
|
| 40 |
2,551.66 |
2,164.55 |
387.11 |
15.3% |
59.53 |
2.4% |
95% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.0% |
59.72 |
2.4% |
96% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
21.0% |
58.65 |
2.3% |
96% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
23.3% |
59.39 |
2.3% |
97% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
23.7% |
61.84 |
2.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,759.10 |
|
2.618 |
2,672.04 |
|
1.618 |
2,618.70 |
|
1.000 |
2,585.74 |
|
0.618 |
2,565.36 |
|
HIGH |
2,532.40 |
|
0.618 |
2,512.02 |
|
0.500 |
2,505.73 |
|
0.382 |
2,499.44 |
|
LOW |
2,479.06 |
|
0.618 |
2,446.10 |
|
1.000 |
2,425.72 |
|
1.618 |
2,392.76 |
|
2.618 |
2,339.42 |
|
4.250 |
2,252.37 |
|
|