| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-1999 |
02-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,637.04 |
2,617.07 |
-19.97 |
-0.8% |
2,488.16 |
| High |
2,661.08 |
2,662.51 |
1.43 |
0.1% |
2,651.12 |
| Low |
2,616.27 |
2,612.39 |
-3.88 |
-0.1% |
2,423.29 |
| Close |
2,616.36 |
2,626.99 |
10.63 |
0.4% |
2,637.44 |
| Range |
44.81 |
50.12 |
5.31 |
11.9% |
227.83 |
| ATR |
67.59 |
66.34 |
-1.25 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.32 |
2,755.78 |
2,654.56 |
|
| R3 |
2,734.20 |
2,705.66 |
2,640.77 |
|
| R2 |
2,684.08 |
2,684.08 |
2,636.18 |
|
| R1 |
2,655.54 |
2,655.54 |
2,631.58 |
2,669.81 |
| PP |
2,633.96 |
2,633.96 |
2,633.96 |
2,641.10 |
| S1 |
2,605.42 |
2,605.42 |
2,622.40 |
2,619.69 |
| S2 |
2,583.84 |
2,583.84 |
2,617.80 |
|
| S3 |
2,533.72 |
2,555.30 |
2,613.21 |
|
| S4 |
2,483.60 |
2,505.18 |
2,599.42 |
|
|
| 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 |
2,662.51 |
2,423.29 |
239.22 |
9.1% |
63.80 |
2.4% |
85% |
True |
False |
|
| 10 |
2,662.51 |
2,384.52 |
277.99 |
10.6% |
63.91 |
2.4% |
87% |
True |
False |
|
| 20 |
2,662.51 |
2,299.95 |
362.56 |
13.8% |
65.24 |
2.5% |
90% |
True |
False |
|
| 40 |
2,662.51 |
2,299.95 |
362.56 |
13.8% |
63.61 |
2.4% |
90% |
True |
False |
|
| 60 |
2,662.51 |
2,120.26 |
542.25 |
20.6% |
61.76 |
2.4% |
93% |
True |
False |
|
| 80 |
2,662.51 |
2,120.26 |
542.25 |
20.6% |
60.83 |
2.3% |
93% |
True |
False |
|
| 100 |
2,662.51 |
2,020.38 |
642.13 |
24.4% |
59.90 |
2.3% |
94% |
True |
False |
|
| 120 |
2,662.51 |
1,960.55 |
701.96 |
26.7% |
60.41 |
2.3% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.52 |
|
2.618 |
2,793.72 |
|
1.618 |
2,743.60 |
|
1.000 |
2,712.63 |
|
0.618 |
2,693.48 |
|
HIGH |
2,662.51 |
|
0.618 |
2,643.36 |
|
0.500 |
2,637.45 |
|
0.382 |
2,631.54 |
|
LOW |
2,612.39 |
|
0.618 |
2,581.42 |
|
1.000 |
2,562.27 |
|
1.618 |
2,531.30 |
|
2.618 |
2,481.18 |
|
4.250 |
2,399.38 |
|
|