| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1999 |
15-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,463.26 |
2,467.20 |
3.94 |
0.2% |
2,555.36 |
| High |
2,484.24 |
2,468.34 |
-15.90 |
-0.6% |
2,586.33 |
| Low |
2,426.18 |
2,382.24 |
-43.94 |
-1.8% |
2,382.24 |
| Close |
2,470.99 |
2,403.81 |
-67.18 |
-2.7% |
2,403.81 |
| Range |
58.06 |
86.10 |
28.04 |
48.3% |
204.09 |
| ATR |
62.38 |
64.26 |
1.88 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.43 |
2,626.22 |
2,451.17 |
|
| R3 |
2,590.33 |
2,540.12 |
2,427.49 |
|
| R2 |
2,504.23 |
2,504.23 |
2,419.60 |
|
| R1 |
2,454.02 |
2,454.02 |
2,411.70 |
2,436.08 |
| PP |
2,418.13 |
2,418.13 |
2,418.13 |
2,409.16 |
| S1 |
2,367.92 |
2,367.92 |
2,395.92 |
2,349.98 |
| S2 |
2,332.03 |
2,332.03 |
2,388.03 |
|
| S3 |
2,245.93 |
2,281.82 |
2,380.13 |
|
| S4 |
2,159.83 |
2,195.72 |
2,356.46 |
|
|
| Weekly Pivots for week ending 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.73 |
2,940.86 |
2,516.06 |
|
| R3 |
2,865.64 |
2,736.77 |
2,459.93 |
|
| R2 |
2,661.55 |
2,661.55 |
2,441.23 |
|
| R1 |
2,532.68 |
2,532.68 |
2,422.52 |
2,495.07 |
| PP |
2,457.46 |
2,457.46 |
2,457.46 |
2,438.66 |
| S1 |
2,328.59 |
2,328.59 |
2,385.10 |
2,290.98 |
| S2 |
2,253.37 |
2,253.37 |
2,366.39 |
|
| S3 |
2,049.28 |
2,124.50 |
2,347.69 |
|
| S4 |
1,845.19 |
1,920.41 |
2,291.56 |
|
|
| 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 |
2,382.24 |
204.09 |
8.5% |
66.97 |
2.8% |
11% |
False |
True |
|
| 10 |
2,586.33 |
2,382.24 |
204.09 |
8.5% |
63.84 |
2.7% |
11% |
False |
True |
|
| 20 |
2,586.33 |
2,345.22 |
241.11 |
10.0% |
64.51 |
2.7% |
24% |
False |
False |
|
| 40 |
2,586.33 |
2,276.20 |
310.13 |
12.9% |
61.17 |
2.5% |
41% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
19.4% |
60.84 |
2.5% |
61% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
19.4% |
58.46 |
2.4% |
61% |
False |
False |
|
| 100 |
2,586.33 |
1,960.55 |
625.78 |
26.0% |
59.52 |
2.5% |
71% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
26.0% |
60.53 |
2.5% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.27 |
|
2.618 |
2,693.75 |
|
1.618 |
2,607.65 |
|
1.000 |
2,554.44 |
|
0.618 |
2,521.55 |
|
HIGH |
2,468.34 |
|
0.618 |
2,435.45 |
|
0.500 |
2,425.29 |
|
0.382 |
2,415.13 |
|
LOW |
2,382.24 |
|
0.618 |
2,329.03 |
|
1.000 |
2,296.14 |
|
1.618 |
2,242.93 |
|
2.618 |
2,156.83 |
|
4.250 |
2,016.32 |
|
|