| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-1999 |
13-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,585.53 |
2,515.80 |
-69.73 |
-2.7% |
2,404.45 |
| High |
2,586.33 |
2,527.15 |
-59.18 |
-2.3% |
2,558.10 |
| Low |
2,508.02 |
2,444.62 |
-63.40 |
-2.5% |
2,406.45 |
| Close |
2,526.82 |
2,454.49 |
-72.33 |
-2.9% |
2,555.36 |
| Range |
78.31 |
82.53 |
4.22 |
5.4% |
151.65 |
| ATR |
61.18 |
62.71 |
1.52 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.01 |
2,671.28 |
2,499.88 |
|
| R3 |
2,640.48 |
2,588.75 |
2,477.19 |
|
| R2 |
2,557.95 |
2,557.95 |
2,469.62 |
|
| R1 |
2,506.22 |
2,506.22 |
2,462.06 |
2,490.82 |
| PP |
2,475.42 |
2,475.42 |
2,475.42 |
2,467.72 |
| S1 |
2,423.69 |
2,423.69 |
2,446.92 |
2,408.29 |
| S2 |
2,392.89 |
2,392.89 |
2,439.36 |
|
| S3 |
2,310.36 |
2,341.16 |
2,431.79 |
|
| S4 |
2,227.83 |
2,258.63 |
2,409.10 |
|
|
| 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 |
2,444.62 |
141.71 |
5.8% |
61.54 |
2.5% |
7% |
False |
True |
|
| 10 |
2,586.33 |
2,358.22 |
228.11 |
9.3% |
59.80 |
2.4% |
42% |
False |
False |
|
| 20 |
2,586.33 |
2,345.22 |
241.11 |
9.8% |
64.02 |
2.6% |
45% |
False |
False |
|
| 40 |
2,586.33 |
2,270.96 |
315.37 |
12.8% |
59.57 |
2.4% |
58% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
19.0% |
60.53 |
2.5% |
72% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
19.0% |
58.31 |
2.4% |
72% |
False |
False |
|
| 100 |
2,586.33 |
1,960.55 |
625.78 |
25.5% |
59.69 |
2.4% |
79% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
25.5% |
60.60 |
2.5% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.90 |
|
2.618 |
2,743.21 |
|
1.618 |
2,660.68 |
|
1.000 |
2,609.68 |
|
0.618 |
2,578.15 |
|
HIGH |
2,527.15 |
|
0.618 |
2,495.62 |
|
0.500 |
2,485.89 |
|
0.382 |
2,476.15 |
|
LOW |
2,444.62 |
|
0.618 |
2,393.62 |
|
1.000 |
2,362.09 |
|
1.618 |
2,311.09 |
|
2.618 |
2,228.56 |
|
4.250 |
2,093.87 |
|
|