| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-1999 |
09-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,732.53 |
2,791.56 |
59.03 |
2.2% |
2,637.04 |
| High |
2,792.27 |
2,813.52 |
21.25 |
0.8% |
2,765.56 |
| Low |
2,725.20 |
2,741.17 |
15.97 |
0.6% |
2,612.39 |
| Close |
2,786.27 |
2,763.58 |
-22.69 |
-0.8% |
2,755.70 |
| Range |
67.07 |
72.35 |
5.28 |
7.9% |
153.17 |
| ATR |
64.36 |
64.93 |
0.57 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.81 |
2,949.04 |
2,803.37 |
|
| R3 |
2,917.46 |
2,876.69 |
2,783.48 |
|
| R2 |
2,845.11 |
2,845.11 |
2,776.84 |
|
| R1 |
2,804.34 |
2,804.34 |
2,770.21 |
2,788.55 |
| PP |
2,772.76 |
2,772.76 |
2,772.76 |
2,764.86 |
| S1 |
2,731.99 |
2,731.99 |
2,756.95 |
2,716.20 |
| S2 |
2,700.41 |
2,700.41 |
2,750.32 |
|
| S3 |
2,628.06 |
2,659.64 |
2,743.68 |
|
| S4 |
2,555.71 |
2,587.29 |
2,723.79 |
|
|
| 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 |
2,813.52 |
2,630.73 |
182.79 |
6.6% |
59.07 |
2.1% |
73% |
True |
False |
|
| 10 |
2,813.52 |
2,423.29 |
390.23 |
14.1% |
61.43 |
2.2% |
87% |
True |
False |
|
| 20 |
2,813.52 |
2,299.95 |
513.57 |
18.6% |
66.09 |
2.4% |
90% |
True |
False |
|
| 40 |
2,813.52 |
2,299.95 |
513.57 |
18.6% |
64.92 |
2.3% |
90% |
True |
False |
|
| 60 |
2,813.52 |
2,270.96 |
542.56 |
19.6% |
61.22 |
2.2% |
91% |
True |
False |
|
| 80 |
2,813.52 |
2,120.26 |
693.26 |
25.1% |
62.10 |
2.2% |
93% |
True |
False |
|
| 100 |
2,813.52 |
2,120.26 |
693.26 |
25.1% |
59.67 |
2.2% |
93% |
True |
False |
|
| 120 |
2,813.52 |
1,960.55 |
852.97 |
30.9% |
60.46 |
2.2% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.01 |
|
2.618 |
3,002.93 |
|
1.618 |
2,930.58 |
|
1.000 |
2,885.87 |
|
0.618 |
2,858.23 |
|
HIGH |
2,813.52 |
|
0.618 |
2,785.88 |
|
0.500 |
2,777.35 |
|
0.382 |
2,768.81 |
|
LOW |
2,741.17 |
|
0.618 |
2,696.46 |
|
1.000 |
2,668.82 |
|
1.618 |
2,624.11 |
|
2.618 |
2,551.76 |
|
4.250 |
2,433.68 |
|
|