| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-1999 |
11-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,555.36 |
2,555.36 |
0.00 |
0.0% |
2,404.45 |
| High |
2,555.36 |
2,585.03 |
29.67 |
1.2% |
2,558.10 |
| Low |
2,484.18 |
2,555.18 |
71.00 |
2.9% |
2,406.45 |
| Close |
2,555.36 |
2,578.88 |
23.52 |
0.9% |
2,555.36 |
| Range |
71.18 |
29.85 |
-41.33 |
-58.1% |
151.65 |
| ATR |
62.18 |
59.87 |
-2.31 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.58 |
2,650.58 |
2,595.30 |
|
| R3 |
2,632.73 |
2,620.73 |
2,587.09 |
|
| R2 |
2,602.88 |
2,602.88 |
2,584.35 |
|
| R1 |
2,590.88 |
2,590.88 |
2,581.62 |
2,596.88 |
| PP |
2,573.03 |
2,573.03 |
2,573.03 |
2,576.03 |
| S1 |
2,561.03 |
2,561.03 |
2,576.14 |
2,567.03 |
| S2 |
2,543.18 |
2,543.18 |
2,573.41 |
|
| S3 |
2,513.33 |
2,531.18 |
2,570.67 |
|
| S4 |
2,483.48 |
2,501.33 |
2,562.46 |
|
|
| Weekly Pivots for week ending 08-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.59 |
2,910.12 |
2,638.77 |
|
| R3 |
2,809.94 |
2,758.47 |
2,597.06 |
|
| R2 |
2,658.29 |
2,658.29 |
2,583.16 |
|
| R1 |
2,606.82 |
2,606.82 |
2,569.26 |
2,632.56 |
| PP |
2,506.64 |
2,506.64 |
2,506.64 |
2,519.50 |
| S1 |
2,455.17 |
2,455.17 |
2,541.46 |
2,480.91 |
| S2 |
2,354.99 |
2,354.99 |
2,527.56 |
|
| S3 |
2,203.34 |
2,303.52 |
2,513.66 |
|
| S4 |
2,051.69 |
2,151.87 |
2,471.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.03 |
2,436.23 |
148.80 |
5.8% |
54.37 |
2.1% |
96% |
True |
False |
|
| 10 |
2,585.03 |
2,358.22 |
226.81 |
8.8% |
56.74 |
2.2% |
97% |
True |
False |
|
| 20 |
2,585.03 |
2,345.22 |
239.81 |
9.3% |
62.01 |
2.4% |
97% |
True |
False |
|
| 40 |
2,585.03 |
2,270.96 |
314.07 |
12.2% |
57.80 |
2.2% |
98% |
True |
False |
|
| 60 |
2,585.03 |
2,120.26 |
464.77 |
18.0% |
60.23 |
2.3% |
99% |
True |
False |
|
| 80 |
2,585.03 |
2,120.26 |
464.77 |
18.0% |
57.73 |
2.2% |
99% |
True |
False |
|
| 100 |
2,585.03 |
1,960.55 |
624.48 |
24.2% |
59.09 |
2.3% |
99% |
True |
False |
|
| 120 |
2,585.03 |
1,960.55 |
624.48 |
24.2% |
60.53 |
2.3% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.89 |
|
2.618 |
2,663.18 |
|
1.618 |
2,633.33 |
|
1.000 |
2,614.88 |
|
0.618 |
2,603.48 |
|
HIGH |
2,585.03 |
|
0.618 |
2,573.63 |
|
0.500 |
2,570.11 |
|
0.382 |
2,566.58 |
|
LOW |
2,555.18 |
|
0.618 |
2,536.73 |
|
1.000 |
2,525.33 |
|
1.618 |
2,506.88 |
|
2.618 |
2,477.03 |
|
4.250 |
2,428.32 |
|
|