| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1999 |
22-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,450.44 |
2,479.74 |
29.30 |
1.2% |
2,401.20 |
| High |
2,482.03 |
2,523.61 |
41.58 |
1.7% |
2,523.61 |
| Low |
2,396.58 |
2,472.40 |
75.82 |
3.2% |
2,299.95 |
| Close |
2,477.14 |
2,485.90 |
8.76 |
0.4% |
2,485.90 |
| Range |
85.45 |
51.21 |
-34.24 |
-40.1% |
223.66 |
| ATR |
70.21 |
68.85 |
-1.36 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.60 |
2,617.96 |
2,514.07 |
|
| R3 |
2,596.39 |
2,566.75 |
2,499.98 |
|
| R2 |
2,545.18 |
2,545.18 |
2,495.29 |
|
| R1 |
2,515.54 |
2,515.54 |
2,490.59 |
2,530.36 |
| PP |
2,493.97 |
2,493.97 |
2,493.97 |
2,501.38 |
| S1 |
2,464.33 |
2,464.33 |
2,481.21 |
2,479.15 |
| S2 |
2,442.76 |
2,442.76 |
2,476.51 |
|
| S3 |
2,391.55 |
2,413.12 |
2,471.82 |
|
| S4 |
2,340.34 |
2,361.91 |
2,457.73 |
|
|
| Weekly Pivots for week ending 22-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.47 |
3,020.34 |
2,608.91 |
|
| R3 |
2,883.81 |
2,796.68 |
2,547.41 |
|
| R2 |
2,660.15 |
2,660.15 |
2,526.90 |
|
| R1 |
2,573.02 |
2,573.02 |
2,506.40 |
2,616.59 |
| PP |
2,436.49 |
2,436.49 |
2,436.49 |
2,458.27 |
| S1 |
2,349.36 |
2,349.36 |
2,465.40 |
2,392.93 |
| S2 |
2,212.83 |
2,212.83 |
2,444.90 |
|
| S3 |
1,989.17 |
2,125.70 |
2,424.39 |
|
| S4 |
1,765.51 |
1,902.04 |
2,362.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,523.61 |
2,299.95 |
223.66 |
9.0% |
75.81 |
3.0% |
83% |
True |
False |
|
| 10 |
2,586.33 |
2,299.95 |
286.38 |
11.5% |
71.39 |
2.9% |
65% |
False |
False |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
11.5% |
65.21 |
2.6% |
65% |
False |
False |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
11.5% |
63.45 |
2.6% |
65% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
18.7% |
61.74 |
2.5% |
78% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
18.7% |
59.19 |
2.4% |
78% |
False |
False |
|
| 100 |
2,586.33 |
2,020.38 |
565.95 |
22.8% |
59.86 |
2.4% |
82% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
25.2% |
60.85 |
2.4% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.25 |
|
2.618 |
2,657.68 |
|
1.618 |
2,606.47 |
|
1.000 |
2,574.82 |
|
0.618 |
2,555.26 |
|
HIGH |
2,523.61 |
|
0.618 |
2,504.05 |
|
0.500 |
2,498.01 |
|
0.382 |
2,491.96 |
|
LOW |
2,472.40 |
|
0.618 |
2,440.75 |
|
1.000 |
2,421.19 |
|
1.618 |
2,389.54 |
|
2.618 |
2,338.33 |
|
4.250 |
2,254.76 |
|
|