| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-1999 |
16-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,891.58 |
2,875.87 |
-15.71 |
-0.5% |
2,732.53 |
| High |
2,901.16 |
2,940.61 |
39.45 |
1.4% |
2,889.70 |
| Low |
2,869.45 |
2,875.87 |
6.42 |
0.2% |
2,725.20 |
| Close |
2,875.87 |
2,940.02 |
64.15 |
2.2% |
2,888.91 |
| Range |
31.71 |
64.74 |
33.03 |
104.2% |
164.50 |
| ATR |
65.22 |
65.18 |
-0.03 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.05 |
3,091.28 |
2,975.63 |
|
| R3 |
3,048.31 |
3,026.54 |
2,957.82 |
|
| R2 |
2,983.57 |
2,983.57 |
2,951.89 |
|
| R1 |
2,961.80 |
2,961.80 |
2,945.95 |
2,972.69 |
| PP |
2,918.83 |
2,918.83 |
2,918.83 |
2,924.28 |
| S1 |
2,897.06 |
2,897.06 |
2,934.09 |
2,907.95 |
| S2 |
2,854.09 |
2,854.09 |
2,928.15 |
|
| S3 |
2,789.35 |
2,832.32 |
2,922.22 |
|
| S4 |
2,724.61 |
2,767.58 |
2,904.41 |
|
|
| 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 |
2,940.61 |
2,757.98 |
182.63 |
6.2% |
66.07 |
2.2% |
100% |
True |
False |
|
| 10 |
2,940.61 |
2,630.73 |
309.88 |
10.5% |
62.57 |
2.1% |
100% |
True |
False |
|
| 20 |
2,940.61 |
2,384.52 |
556.09 |
18.9% |
63.24 |
2.2% |
100% |
True |
False |
|
| 40 |
2,940.61 |
2,299.95 |
640.66 |
21.8% |
65.58 |
2.2% |
100% |
True |
False |
|
| 60 |
2,940.61 |
2,299.95 |
640.66 |
21.8% |
62.70 |
2.1% |
100% |
True |
False |
|
| 80 |
2,940.61 |
2,120.26 |
820.35 |
27.9% |
62.04 |
2.1% |
100% |
True |
False |
|
| 100 |
2,940.61 |
2,120.26 |
820.35 |
27.9% |
59.97 |
2.0% |
100% |
True |
False |
|
| 120 |
2,940.61 |
1,987.40 |
953.21 |
32.4% |
60.31 |
2.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.76 |
|
2.618 |
3,110.10 |
|
1.618 |
3,045.36 |
|
1.000 |
3,005.35 |
|
0.618 |
2,980.62 |
|
HIGH |
2,940.61 |
|
0.618 |
2,915.88 |
|
0.500 |
2,908.24 |
|
0.382 |
2,900.60 |
|
LOW |
2,875.87 |
|
0.618 |
2,835.86 |
|
1.000 |
2,811.13 |
|
1.618 |
2,771.12 |
|
2.618 |
2,706.38 |
|
4.250 |
2,600.73 |
|
|