| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-1999 |
14-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,515.80 |
2,463.26 |
-52.54 |
-2.1% |
2,404.45 |
| High |
2,527.15 |
2,484.24 |
-42.91 |
-1.7% |
2,558.10 |
| Low |
2,444.62 |
2,426.18 |
-18.44 |
-0.8% |
2,406.45 |
| Close |
2,454.49 |
2,470.99 |
16.50 |
0.7% |
2,555.36 |
| Range |
82.53 |
58.06 |
-24.47 |
-29.6% |
151.65 |
| ATR |
62.71 |
62.38 |
-0.33 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,634.65 |
2,610.88 |
2,502.92 |
|
| R3 |
2,576.59 |
2,552.82 |
2,486.96 |
|
| R2 |
2,518.53 |
2,518.53 |
2,481.63 |
|
| R1 |
2,494.76 |
2,494.76 |
2,476.31 |
2,506.65 |
| PP |
2,460.47 |
2,460.47 |
2,460.47 |
2,466.41 |
| S1 |
2,436.70 |
2,436.70 |
2,465.67 |
2,448.59 |
| S2 |
2,402.41 |
2,402.41 |
2,460.35 |
|
| S3 |
2,344.35 |
2,378.64 |
2,455.02 |
|
| S4 |
2,286.29 |
2,320.58 |
2,439.06 |
|
|
| 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 |
2,426.18 |
160.15 |
6.5% |
63.99 |
2.6% |
28% |
False |
True |
|
| 10 |
2,586.33 |
2,358.22 |
228.11 |
9.2% |
60.21 |
2.4% |
49% |
False |
False |
|
| 20 |
2,586.33 |
2,345.22 |
241.11 |
9.8% |
63.63 |
2.6% |
52% |
False |
False |
|
| 40 |
2,586.33 |
2,270.96 |
315.37 |
12.8% |
60.18 |
2.4% |
63% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
18.9% |
60.78 |
2.5% |
75% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
18.9% |
58.16 |
2.4% |
75% |
False |
False |
|
| 100 |
2,586.33 |
1,960.55 |
625.78 |
25.3% |
59.54 |
2.4% |
82% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
25.3% |
60.53 |
2.4% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.00 |
|
2.618 |
2,636.24 |
|
1.618 |
2,578.18 |
|
1.000 |
2,542.30 |
|
0.618 |
2,520.12 |
|
HIGH |
2,484.24 |
|
0.618 |
2,462.06 |
|
0.500 |
2,455.21 |
|
0.382 |
2,448.36 |
|
LOW |
2,426.18 |
|
0.618 |
2,390.30 |
|
1.000 |
2,368.12 |
|
1.618 |
2,332.24 |
|
2.618 |
2,274.18 |
|
4.250 |
2,179.43 |
|
|