| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-1999 |
05-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,682.55 |
2,704.88 |
22.33 |
0.8% |
2,637.04 |
| High |
2,716.41 |
2,765.56 |
49.15 |
1.8% |
2,765.56 |
| Low |
2,677.13 |
2,704.88 |
27.75 |
1.0% |
2,612.39 |
| Close |
2,703.11 |
2,755.70 |
52.59 |
1.9% |
2,755.70 |
| Range |
39.28 |
60.68 |
21.40 |
54.5% |
153.17 |
| ATR |
64.28 |
64.15 |
-0.13 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.09 |
2,900.57 |
2,789.07 |
|
| R3 |
2,863.41 |
2,839.89 |
2,772.39 |
|
| R2 |
2,802.73 |
2,802.73 |
2,766.82 |
|
| R1 |
2,779.21 |
2,779.21 |
2,761.26 |
2,790.97 |
| PP |
2,742.05 |
2,742.05 |
2,742.05 |
2,747.93 |
| S1 |
2,718.53 |
2,718.53 |
2,750.14 |
2,730.29 |
| S2 |
2,681.37 |
2,681.37 |
2,744.58 |
|
| S3 |
2,620.69 |
2,657.85 |
2,739.01 |
|
| S4 |
2,560.01 |
2,597.17 |
2,722.33 |
|
|
| Weekly Pivots for week ending 05-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.73 |
3,116.38 |
2,839.94 |
|
| R3 |
3,017.56 |
2,963.21 |
2,797.82 |
|
| R2 |
2,864.39 |
2,864.39 |
2,783.78 |
|
| R1 |
2,810.04 |
2,810.04 |
2,769.74 |
2,837.22 |
| PP |
2,711.22 |
2,711.22 |
2,711.22 |
2,724.80 |
| S1 |
2,656.87 |
2,656.87 |
2,741.66 |
2,684.05 |
| S2 |
2,558.05 |
2,558.05 |
2,727.62 |
|
| S3 |
2,404.88 |
2,503.70 |
2,713.58 |
|
| S4 |
2,251.71 |
2,350.53 |
2,671.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,765.56 |
2,612.39 |
153.17 |
5.6% |
50.17 |
1.8% |
94% |
True |
False |
|
| 10 |
2,765.56 |
2,423.29 |
342.27 |
12.4% |
57.66 |
2.1% |
97% |
True |
False |
|
| 20 |
2,765.56 |
2,299.95 |
465.61 |
16.9% |
64.52 |
2.3% |
98% |
True |
False |
|
| 40 |
2,765.56 |
2,299.95 |
465.61 |
16.9% |
63.77 |
2.3% |
98% |
True |
False |
|
| 60 |
2,765.56 |
2,216.15 |
549.41 |
19.9% |
61.06 |
2.2% |
98% |
True |
False |
|
| 80 |
2,765.56 |
2,120.26 |
645.30 |
23.4% |
61.40 |
2.2% |
98% |
True |
False |
|
| 100 |
2,765.56 |
2,120.26 |
645.30 |
23.4% |
59.38 |
2.2% |
98% |
True |
False |
|
| 120 |
2,765.56 |
1,960.55 |
805.01 |
29.2% |
60.31 |
2.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,023.45 |
|
2.618 |
2,924.42 |
|
1.618 |
2,863.74 |
|
1.000 |
2,826.24 |
|
0.618 |
2,803.06 |
|
HIGH |
2,765.56 |
|
0.618 |
2,742.38 |
|
0.500 |
2,735.22 |
|
0.382 |
2,728.06 |
|
LOW |
2,704.88 |
|
0.618 |
2,667.38 |
|
1.000 |
2,644.20 |
|
1.618 |
2,606.70 |
|
2.618 |
2,546.02 |
|
4.250 |
2,446.99 |
|
|