| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1999 |
08-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,704.88 |
2,732.53 |
27.65 |
1.0% |
2,637.04 |
| High |
2,765.56 |
2,792.27 |
26.71 |
1.0% |
2,765.56 |
| Low |
2,704.88 |
2,725.20 |
20.32 |
0.8% |
2,612.39 |
| Close |
2,755.70 |
2,786.27 |
30.57 |
1.1% |
2,755.70 |
| Range |
60.68 |
67.07 |
6.39 |
10.5% |
153.17 |
| ATR |
64.15 |
64.36 |
0.21 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.12 |
2,944.77 |
2,823.16 |
|
| R3 |
2,902.05 |
2,877.70 |
2,804.71 |
|
| R2 |
2,834.98 |
2,834.98 |
2,798.57 |
|
| R1 |
2,810.63 |
2,810.63 |
2,792.42 |
2,822.81 |
| PP |
2,767.91 |
2,767.91 |
2,767.91 |
2,774.00 |
| S1 |
2,743.56 |
2,743.56 |
2,780.12 |
2,755.74 |
| S2 |
2,700.84 |
2,700.84 |
2,773.97 |
|
| S3 |
2,633.77 |
2,676.49 |
2,767.83 |
|
| S4 |
2,566.70 |
2,609.42 |
2,749.38 |
|
|
| 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 |
2,792.27 |
2,612.39 |
179.88 |
6.5% |
54.62 |
2.0% |
97% |
True |
False |
|
| 10 |
2,792.27 |
2,423.29 |
368.98 |
13.2% |
59.87 |
2.1% |
98% |
True |
False |
|
| 20 |
2,792.27 |
2,299.95 |
492.32 |
17.7% |
66.38 |
2.4% |
99% |
True |
False |
|
| 40 |
2,792.27 |
2,299.95 |
492.32 |
17.7% |
64.19 |
2.3% |
99% |
True |
False |
|
| 60 |
2,792.27 |
2,270.96 |
521.31 |
18.7% |
60.66 |
2.2% |
99% |
True |
False |
|
| 80 |
2,792.27 |
2,120.26 |
672.01 |
24.1% |
61.77 |
2.2% |
99% |
True |
False |
|
| 100 |
2,792.27 |
2,120.26 |
672.01 |
24.1% |
59.46 |
2.1% |
99% |
True |
False |
|
| 120 |
2,792.27 |
1,960.55 |
831.72 |
29.9% |
60.31 |
2.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,077.32 |
|
2.618 |
2,967.86 |
|
1.618 |
2,900.79 |
|
1.000 |
2,859.34 |
|
0.618 |
2,833.72 |
|
HIGH |
2,792.27 |
|
0.618 |
2,766.65 |
|
0.500 |
2,758.74 |
|
0.382 |
2,750.82 |
|
LOW |
2,725.20 |
|
0.618 |
2,683.75 |
|
1.000 |
2,658.13 |
|
1.618 |
2,616.68 |
|
2.618 |
2,549.61 |
|
4.250 |
2,440.15 |
|
|