| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-1999 |
10-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,791.56 |
2,770.76 |
-20.80 |
-0.7% |
2,637.04 |
| High |
2,813.52 |
2,824.68 |
11.16 |
0.4% |
2,765.56 |
| Low |
2,741.17 |
2,757.98 |
16.81 |
0.6% |
2,612.39 |
| Close |
2,763.58 |
2,797.61 |
34.03 |
1.2% |
2,755.70 |
| Range |
72.35 |
66.70 |
-5.65 |
-7.8% |
153.17 |
| ATR |
64.93 |
65.06 |
0.13 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.52 |
2,962.27 |
2,834.30 |
|
| R3 |
2,926.82 |
2,895.57 |
2,815.95 |
|
| R2 |
2,860.12 |
2,860.12 |
2,809.84 |
|
| R1 |
2,828.87 |
2,828.87 |
2,803.72 |
2,844.50 |
| PP |
2,793.42 |
2,793.42 |
2,793.42 |
2,801.24 |
| S1 |
2,762.17 |
2,762.17 |
2,791.50 |
2,777.80 |
| S2 |
2,726.72 |
2,726.72 |
2,785.38 |
|
| S3 |
2,660.02 |
2,695.47 |
2,779.27 |
|
| S4 |
2,593.32 |
2,628.77 |
2,760.93 |
|
|
| 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 |
2,824.68 |
2,677.13 |
147.55 |
5.3% |
61.22 |
2.2% |
82% |
True |
False |
|
| 10 |
2,824.68 |
2,471.91 |
352.77 |
12.6% |
63.64 |
2.3% |
92% |
True |
False |
|
| 20 |
2,824.68 |
2,299.95 |
524.73 |
18.8% |
65.29 |
2.3% |
95% |
True |
False |
|
| 40 |
2,824.68 |
2,299.95 |
524.73 |
18.8% |
64.66 |
2.3% |
95% |
True |
False |
|
| 60 |
2,824.68 |
2,270.96 |
553.72 |
19.8% |
61.48 |
2.2% |
95% |
True |
False |
|
| 80 |
2,824.68 |
2,120.26 |
704.42 |
25.2% |
61.72 |
2.2% |
96% |
True |
False |
|
| 100 |
2,824.68 |
2,120.26 |
704.42 |
25.2% |
59.71 |
2.1% |
96% |
True |
False |
|
| 120 |
2,824.68 |
1,960.55 |
864.13 |
30.9% |
60.62 |
2.2% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,108.16 |
|
2.618 |
2,999.30 |
|
1.618 |
2,932.60 |
|
1.000 |
2,891.38 |
|
0.618 |
2,865.90 |
|
HIGH |
2,824.68 |
|
0.618 |
2,799.20 |
|
0.500 |
2,791.33 |
|
0.382 |
2,783.46 |
|
LOW |
2,757.98 |
|
0.618 |
2,716.76 |
|
1.000 |
2,691.28 |
|
1.618 |
2,650.06 |
|
2.618 |
2,583.36 |
|
4.250 |
2,474.51 |
|
|