| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-1999 |
18-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,467.20 |
2,401.20 |
-66.00 |
-2.7% |
2,555.36 |
| High |
2,468.34 |
2,404.92 |
-63.42 |
-2.6% |
2,586.33 |
| Low |
2,382.24 |
2,299.95 |
-82.29 |
-3.5% |
2,382.24 |
| Close |
2,403.81 |
2,362.11 |
-41.70 |
-1.7% |
2,403.81 |
| Range |
86.10 |
104.97 |
18.87 |
21.9% |
204.09 |
| ATR |
64.26 |
67.17 |
2.91 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.57 |
2,621.31 |
2,419.84 |
|
| R3 |
2,565.60 |
2,516.34 |
2,390.98 |
|
| R2 |
2,460.63 |
2,460.63 |
2,381.35 |
|
| R1 |
2,411.37 |
2,411.37 |
2,371.73 |
2,383.52 |
| PP |
2,355.66 |
2,355.66 |
2,355.66 |
2,341.73 |
| S1 |
2,306.40 |
2,306.40 |
2,352.49 |
2,278.55 |
| S2 |
2,250.69 |
2,250.69 |
2,342.87 |
|
| S3 |
2,145.72 |
2,201.43 |
2,333.24 |
|
| S4 |
2,040.75 |
2,096.46 |
2,304.38 |
|
|
| 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 |
2,299.95 |
286.38 |
12.1% |
81.99 |
3.5% |
22% |
False |
True |
|
| 10 |
2,586.33 |
2,299.95 |
286.38 |
12.1% |
68.18 |
2.9% |
22% |
False |
True |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
12.1% |
68.33 |
2.9% |
22% |
False |
True |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
12.1% |
62.82 |
2.7% |
22% |
False |
True |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
19.7% |
61.86 |
2.6% |
52% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
19.7% |
59.05 |
2.5% |
52% |
False |
False |
|
| 100 |
2,586.33 |
1,987.40 |
598.93 |
25.4% |
59.64 |
2.5% |
63% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
26.5% |
60.82 |
2.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,851.04 |
|
2.618 |
2,679.73 |
|
1.618 |
2,574.76 |
|
1.000 |
2,509.89 |
|
0.618 |
2,469.79 |
|
HIGH |
2,404.92 |
|
0.618 |
2,364.82 |
|
0.500 |
2,352.44 |
|
0.382 |
2,340.05 |
|
LOW |
2,299.95 |
|
0.618 |
2,235.08 |
|
1.000 |
2,194.98 |
|
1.618 |
2,130.11 |
|
2.618 |
2,025.14 |
|
4.250 |
1,853.83 |
|
|