| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1999 |
15-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,851.36 |
2,891.58 |
40.22 |
1.4% |
2,732.53 |
| High |
2,889.70 |
2,901.16 |
11.46 |
0.4% |
2,889.70 |
| Low |
2,775.96 |
2,869.45 |
93.49 |
3.4% |
2,725.20 |
| Close |
2,888.91 |
2,875.87 |
-13.04 |
-0.5% |
2,888.91 |
| Range |
113.74 |
31.71 |
-82.03 |
-72.1% |
164.50 |
| ATR |
67.79 |
65.22 |
-2.58 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.29 |
2,958.29 |
2,893.31 |
|
| R3 |
2,945.58 |
2,926.58 |
2,884.59 |
|
| R2 |
2,913.87 |
2,913.87 |
2,881.68 |
|
| R1 |
2,894.87 |
2,894.87 |
2,878.78 |
2,888.52 |
| PP |
2,882.16 |
2,882.16 |
2,882.16 |
2,878.98 |
| S1 |
2,863.16 |
2,863.16 |
2,872.96 |
2,856.81 |
| S2 |
2,850.45 |
2,850.45 |
2,870.06 |
|
| S3 |
2,818.74 |
2,831.45 |
2,867.15 |
|
| S4 |
2,787.03 |
2,799.74 |
2,858.43 |
|
|
| Weekly Pivots for week ending 12-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328.10 |
3,273.01 |
2,979.39 |
|
| R3 |
3,163.60 |
3,108.51 |
2,934.15 |
|
| R2 |
2,999.10 |
2,999.10 |
2,919.07 |
|
| R1 |
2,944.01 |
2,944.01 |
2,903.99 |
2,971.56 |
| PP |
2,834.60 |
2,834.60 |
2,834.60 |
2,848.38 |
| S1 |
2,779.51 |
2,779.51 |
2,873.83 |
2,807.06 |
| S2 |
2,670.10 |
2,670.10 |
2,858.75 |
|
| S3 |
2,505.60 |
2,615.01 |
2,843.67 |
|
| S4 |
2,341.10 |
2,450.51 |
2,798.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,901.16 |
2,741.17 |
159.99 |
5.6% |
67.59 |
2.4% |
84% |
True |
False |
|
| 10 |
2,901.16 |
2,612.39 |
288.77 |
10.0% |
61.11 |
2.1% |
91% |
True |
False |
|
| 20 |
2,901.16 |
2,346.27 |
554.89 |
19.3% |
62.78 |
2.2% |
95% |
True |
False |
|
| 40 |
2,901.16 |
2,299.95 |
601.21 |
20.9% |
65.56 |
2.3% |
96% |
True |
False |
|
| 60 |
2,901.16 |
2,299.95 |
601.21 |
20.9% |
62.80 |
2.2% |
96% |
True |
False |
|
| 80 |
2,901.16 |
2,120.26 |
780.90 |
27.2% |
62.09 |
2.2% |
97% |
True |
False |
|
| 100 |
2,901.16 |
2,120.26 |
780.90 |
27.2% |
59.79 |
2.1% |
97% |
True |
False |
|
| 120 |
2,901.16 |
1,987.40 |
913.76 |
31.8% |
60.17 |
2.1% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.93 |
|
2.618 |
2,984.18 |
|
1.618 |
2,952.47 |
|
1.000 |
2,932.87 |
|
0.618 |
2,920.76 |
|
HIGH |
2,901.16 |
|
0.618 |
2,889.05 |
|
0.500 |
2,885.31 |
|
0.382 |
2,881.56 |
|
LOW |
2,869.45 |
|
0.618 |
2,849.85 |
|
1.000 |
2,837.74 |
|
1.618 |
2,818.14 |
|
2.618 |
2,786.43 |
|
4.250 |
2,734.68 |
|
|