| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-1999 |
07-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,531.92 |
2,532.40 |
0.48 |
0.0% |
2,399.58 |
| High |
2,532.40 |
2,558.10 |
25.70 |
1.0% |
2,453.94 |
| Low |
2,479.06 |
2,512.29 |
33.23 |
1.3% |
2,358.22 |
| Close |
2,532.40 |
2,532.00 |
-0.40 |
0.0% |
2,404.45 |
| Range |
53.34 |
45.81 |
-7.53 |
-14.1% |
95.72 |
| ATR |
62.69 |
61.48 |
-1.21 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.56 |
2,647.59 |
2,557.20 |
|
| R3 |
2,625.75 |
2,601.78 |
2,544.60 |
|
| R2 |
2,579.94 |
2,579.94 |
2,540.40 |
|
| R1 |
2,555.97 |
2,555.97 |
2,536.20 |
2,545.05 |
| PP |
2,534.13 |
2,534.13 |
2,534.13 |
2,528.67 |
| S1 |
2,510.16 |
2,510.16 |
2,527.80 |
2,499.24 |
| S2 |
2,488.32 |
2,488.32 |
2,523.60 |
|
| S3 |
2,442.51 |
2,464.35 |
2,519.40 |
|
| S4 |
2,396.70 |
2,418.54 |
2,506.80 |
|
|
| 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 |
2,558.10 |
2,358.22 |
199.88 |
7.9% |
56.43 |
2.2% |
87% |
True |
False |
|
| 10 |
2,558.10 |
2,345.22 |
212.88 |
8.4% |
58.44 |
2.3% |
88% |
True |
False |
|
| 20 |
2,558.10 |
2,345.22 |
212.88 |
8.4% |
61.76 |
2.4% |
88% |
True |
False |
|
| 40 |
2,558.10 |
2,212.99 |
345.11 |
13.6% |
58.75 |
2.3% |
92% |
True |
False |
|
| 60 |
2,558.10 |
2,120.26 |
437.84 |
17.3% |
59.55 |
2.4% |
94% |
True |
False |
|
| 80 |
2,558.10 |
2,058.17 |
499.93 |
19.7% |
58.57 |
2.3% |
95% |
True |
False |
|
| 100 |
2,558.10 |
1,960.55 |
597.55 |
23.6% |
59.09 |
2.3% |
96% |
True |
False |
|
| 120 |
2,558.10 |
1,952.36 |
605.74 |
23.9% |
61.04 |
2.4% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.79 |
|
2.618 |
2,678.03 |
|
1.618 |
2,632.22 |
|
1.000 |
2,603.91 |
|
0.618 |
2,586.41 |
|
HIGH |
2,558.10 |
|
0.618 |
2,540.60 |
|
0.500 |
2,535.20 |
|
0.382 |
2,529.79 |
|
LOW |
2,512.29 |
|
0.618 |
2,483.98 |
|
1.000 |
2,466.48 |
|
1.618 |
2,438.17 |
|
2.618 |
2,392.36 |
|
4.250 |
2,317.60 |
|
|