| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-1999 |
29-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,471.91 |
2,539.93 |
68.02 |
2.8% |
2,488.16 |
| High |
2,540.17 |
2,651.12 |
110.95 |
4.4% |
2,651.12 |
| Low |
2,471.91 |
2,539.93 |
68.02 |
2.8% |
2,423.29 |
| Close |
2,539.93 |
2,637.44 |
97.51 |
3.8% |
2,637.44 |
| Range |
68.26 |
111.19 |
42.93 |
62.9% |
227.83 |
| ATR |
66.12 |
69.34 |
3.22 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.07 |
2,901.44 |
2,698.59 |
|
| R3 |
2,831.88 |
2,790.25 |
2,668.02 |
|
| R2 |
2,720.69 |
2,720.69 |
2,657.82 |
|
| R1 |
2,679.06 |
2,679.06 |
2,647.63 |
2,699.88 |
| PP |
2,609.50 |
2,609.50 |
2,609.50 |
2,619.90 |
| S1 |
2,567.87 |
2,567.87 |
2,627.25 |
2,588.69 |
| S2 |
2,498.31 |
2,498.31 |
2,617.06 |
|
| S3 |
2,387.12 |
2,456.68 |
2,606.86 |
|
| S4 |
2,275.93 |
2,345.49 |
2,576.29 |
|
|
| Weekly Pivots for week ending 29-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.11 |
3,173.60 |
2,762.75 |
|
| R3 |
3,026.28 |
2,945.77 |
2,700.09 |
|
| R2 |
2,798.45 |
2,798.45 |
2,679.21 |
|
| R1 |
2,717.94 |
2,717.94 |
2,658.32 |
2,758.20 |
| PP |
2,570.62 |
2,570.62 |
2,570.62 |
2,590.74 |
| S1 |
2,490.11 |
2,490.11 |
2,616.56 |
2,530.37 |
| S2 |
2,342.79 |
2,342.79 |
2,595.67 |
|
| S3 |
2,114.96 |
2,262.28 |
2,574.79 |
|
| S4 |
1,887.13 |
2,034.45 |
2,512.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,651.12 |
2,423.29 |
227.83 |
8.6% |
65.14 |
2.5% |
94% |
True |
False |
|
| 10 |
2,651.12 |
2,299.95 |
351.17 |
13.3% |
70.47 |
2.7% |
96% |
True |
False |
|
| 20 |
2,651.12 |
2,299.95 |
351.17 |
13.3% |
67.16 |
2.5% |
96% |
True |
False |
|
| 40 |
2,651.12 |
2,299.95 |
351.17 |
13.3% |
64.89 |
2.5% |
96% |
True |
False |
|
| 60 |
2,651.12 |
2,120.26 |
530.86 |
20.1% |
61.86 |
2.3% |
97% |
True |
False |
|
| 80 |
2,651.12 |
2,120.26 |
530.86 |
20.1% |
60.53 |
2.3% |
97% |
True |
False |
|
| 100 |
2,651.12 |
2,020.38 |
630.74 |
23.9% |
60.12 |
2.3% |
98% |
True |
False |
|
| 120 |
2,651.12 |
1,960.55 |
690.57 |
26.2% |
60.72 |
2.3% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.68 |
|
2.618 |
2,942.22 |
|
1.618 |
2,831.03 |
|
1.000 |
2,762.31 |
|
0.618 |
2,719.84 |
|
HIGH |
2,651.12 |
|
0.618 |
2,608.65 |
|
0.500 |
2,595.53 |
|
0.382 |
2,582.40 |
|
LOW |
2,539.93 |
|
0.618 |
2,471.21 |
|
1.000 |
2,428.74 |
|
1.618 |
2,360.02 |
|
2.618 |
2,248.83 |
|
4.250 |
2,067.37 |
|
|