| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-1999 |
11-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,770.76 |
2,798.07 |
27.31 |
1.0% |
2,637.04 |
| High |
2,824.68 |
2,851.52 |
26.84 |
1.0% |
2,765.56 |
| Low |
2,757.98 |
2,798.07 |
40.09 |
1.5% |
2,612.39 |
| Close |
2,797.61 |
2,849.81 |
52.20 |
1.9% |
2,755.70 |
| Range |
66.70 |
53.45 |
-13.25 |
-19.9% |
153.17 |
| ATR |
65.06 |
64.26 |
-0.80 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.48 |
2,975.10 |
2,879.21 |
|
| R3 |
2,940.03 |
2,921.65 |
2,864.51 |
|
| R2 |
2,886.58 |
2,886.58 |
2,859.61 |
|
| R1 |
2,868.20 |
2,868.20 |
2,854.71 |
2,877.39 |
| PP |
2,833.13 |
2,833.13 |
2,833.13 |
2,837.73 |
| S1 |
2,814.75 |
2,814.75 |
2,844.91 |
2,823.94 |
| S2 |
2,779.68 |
2,779.68 |
2,840.01 |
|
| S3 |
2,726.23 |
2,761.30 |
2,835.11 |
|
| S4 |
2,672.78 |
2,707.85 |
2,820.41 |
|
|
| 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 |
2,851.52 |
2,704.88 |
146.64 |
5.1% |
64.05 |
2.2% |
99% |
True |
False |
|
| 10 |
2,851.52 |
2,539.93 |
311.59 |
10.9% |
62.16 |
2.2% |
99% |
True |
False |
|
| 20 |
2,851.52 |
2,299.95 |
551.57 |
19.4% |
65.06 |
2.3% |
100% |
True |
False |
|
| 40 |
2,851.52 |
2,299.95 |
551.57 |
19.4% |
64.35 |
2.3% |
100% |
True |
False |
|
| 60 |
2,851.52 |
2,270.96 |
580.56 |
20.4% |
61.81 |
2.2% |
100% |
True |
False |
|
| 80 |
2,851.52 |
2,120.26 |
731.26 |
25.7% |
61.85 |
2.2% |
100% |
True |
False |
|
| 100 |
2,851.52 |
2,120.26 |
731.26 |
25.7% |
59.54 |
2.1% |
100% |
True |
False |
|
| 120 |
2,851.52 |
1,960.55 |
890.97 |
31.3% |
60.46 |
2.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.68 |
|
2.618 |
2,991.45 |
|
1.618 |
2,938.00 |
|
1.000 |
2,904.97 |
|
0.618 |
2,884.55 |
|
HIGH |
2,851.52 |
|
0.618 |
2,831.10 |
|
0.500 |
2,824.80 |
|
0.382 |
2,818.49 |
|
LOW |
2,798.07 |
|
0.618 |
2,765.04 |
|
1.000 |
2,744.62 |
|
1.618 |
2,711.59 |
|
2.618 |
2,658.14 |
|
4.250 |
2,570.91 |
|
|