| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-1999 |
12-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,555.36 |
2,585.53 |
30.17 |
1.2% |
2,404.45 |
| High |
2,585.03 |
2,586.33 |
1.30 |
0.1% |
2,558.10 |
| Low |
2,555.18 |
2,508.02 |
-47.16 |
-1.8% |
2,406.45 |
| Close |
2,578.88 |
2,526.82 |
-52.06 |
-2.0% |
2,555.36 |
| Range |
29.85 |
78.31 |
48.46 |
162.3% |
151.65 |
| ATR |
59.87 |
61.18 |
1.32 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.32 |
2,729.38 |
2,569.89 |
|
| R3 |
2,697.01 |
2,651.07 |
2,548.36 |
|
| R2 |
2,618.70 |
2,618.70 |
2,541.18 |
|
| R1 |
2,572.76 |
2,572.76 |
2,534.00 |
2,556.58 |
| PP |
2,540.39 |
2,540.39 |
2,540.39 |
2,532.30 |
| S1 |
2,494.45 |
2,494.45 |
2,519.64 |
2,478.27 |
| S2 |
2,462.08 |
2,462.08 |
2,512.46 |
|
| S3 |
2,383.77 |
2,416.14 |
2,505.28 |
|
| S4 |
2,305.46 |
2,337.83 |
2,483.75 |
|
|
| 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 |
2,586.33 |
2,479.06 |
107.27 |
4.2% |
55.70 |
2.2% |
45% |
True |
False |
|
| 10 |
2,586.33 |
2,358.22 |
228.11 |
9.0% |
56.72 |
2.2% |
74% |
True |
False |
|
| 20 |
2,586.33 |
2,345.22 |
241.11 |
9.5% |
63.76 |
2.5% |
75% |
True |
False |
|
| 40 |
2,586.33 |
2,270.96 |
315.37 |
12.5% |
58.79 |
2.3% |
81% |
True |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
18.4% |
60.77 |
2.4% |
87% |
True |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
18.4% |
58.07 |
2.3% |
87% |
True |
False |
|
| 100 |
2,586.33 |
1,960.55 |
625.78 |
24.8% |
59.34 |
2.3% |
90% |
True |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
24.8% |
60.52 |
2.4% |
90% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.15 |
|
2.618 |
2,791.35 |
|
1.618 |
2,713.04 |
|
1.000 |
2,664.64 |
|
0.618 |
2,634.73 |
|
HIGH |
2,586.33 |
|
0.618 |
2,556.42 |
|
0.500 |
2,547.18 |
|
0.382 |
2,537.93 |
|
LOW |
2,508.02 |
|
0.618 |
2,459.62 |
|
1.000 |
2,429.71 |
|
1.618 |
2,381.31 |
|
2.618 |
2,303.00 |
|
4.250 |
2,175.20 |
|
|