| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-1999 |
05-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,404.45 |
2,467.92 |
63.47 |
2.6% |
2,399.58 |
| High |
2,467.96 |
2,507.90 |
39.94 |
1.6% |
2,453.94 |
| Low |
2,406.45 |
2,436.23 |
29.78 |
1.2% |
2,358.22 |
| Close |
2,467.92 |
2,471.50 |
3.58 |
0.1% |
2,404.45 |
| Range |
61.51 |
71.67 |
10.16 |
16.5% |
95.72 |
| ATR |
62.15 |
62.83 |
0.68 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.89 |
2,650.86 |
2,510.92 |
|
| R3 |
2,615.22 |
2,579.19 |
2,491.21 |
|
| R2 |
2,543.55 |
2,543.55 |
2,484.64 |
|
| R1 |
2,507.52 |
2,507.52 |
2,478.07 |
2,525.54 |
| PP |
2,471.88 |
2,471.88 |
2,471.88 |
2,480.88 |
| S1 |
2,435.85 |
2,435.85 |
2,464.93 |
2,453.87 |
| S2 |
2,400.21 |
2,400.21 |
2,458.36 |
|
| S3 |
2,328.54 |
2,364.18 |
2,451.79 |
|
| S4 |
2,256.87 |
2,292.51 |
2,432.08 |
|
|
| Weekly Pivots for week ending 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.70 |
2,644.29 |
2,457.10 |
|
| R3 |
2,596.98 |
2,548.57 |
2,430.77 |
|
| R2 |
2,501.26 |
2,501.26 |
2,422.00 |
|
| R1 |
2,452.85 |
2,452.85 |
2,413.22 |
2,477.06 |
| PP |
2,405.54 |
2,405.54 |
2,405.54 |
2,417.64 |
| S1 |
2,357.13 |
2,357.13 |
2,395.68 |
2,381.34 |
| S2 |
2,309.82 |
2,309.82 |
2,386.90 |
|
| S3 |
2,214.10 |
2,261.41 |
2,378.13 |
|
| S4 |
2,118.38 |
2,165.69 |
2,351.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,507.90 |
2,358.22 |
149.68 |
6.1% |
57.74 |
2.3% |
76% |
True |
False |
|
| 10 |
2,539.66 |
2,345.22 |
194.44 |
7.9% |
69.27 |
2.8% |
65% |
False |
False |
|
| 20 |
2,551.66 |
2,345.22 |
206.44 |
8.4% |
61.98 |
2.5% |
61% |
False |
False |
|
| 40 |
2,551.66 |
2,120.26 |
431.40 |
17.5% |
60.01 |
2.4% |
81% |
False |
False |
|
| 60 |
2,551.66 |
2,120.26 |
431.40 |
17.5% |
59.36 |
2.4% |
81% |
False |
False |
|
| 80 |
2,551.66 |
2,020.38 |
531.28 |
21.5% |
58.56 |
2.4% |
85% |
False |
False |
|
| 100 |
2,551.66 |
1,960.55 |
591.11 |
23.9% |
59.44 |
2.4% |
86% |
False |
False |
|
| 120 |
2,551.66 |
1,952.36 |
599.30 |
24.2% |
61.92 |
2.5% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.50 |
|
2.618 |
2,695.53 |
|
1.618 |
2,623.86 |
|
1.000 |
2,579.57 |
|
0.618 |
2,552.19 |
|
HIGH |
2,507.90 |
|
0.618 |
2,480.52 |
|
0.500 |
2,472.07 |
|
0.382 |
2,463.61 |
|
LOW |
2,436.23 |
|
0.618 |
2,391.94 |
|
1.000 |
2,364.56 |
|
1.618 |
2,320.27 |
|
2.618 |
2,248.60 |
|
4.250 |
2,131.63 |
|
|