| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-1999 |
19-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,401.20 |
2,369.55 |
-31.65 |
-1.3% |
2,555.36 |
| High |
2,404.92 |
2,401.92 |
-3.00 |
-0.1% |
2,586.33 |
| Low |
2,299.95 |
2,346.27 |
46.32 |
2.0% |
2,382.24 |
| Close |
2,362.11 |
2,362.25 |
0.14 |
0.0% |
2,403.81 |
| Range |
104.97 |
55.65 |
-49.32 |
-47.0% |
204.09 |
| ATR |
67.17 |
66.35 |
-0.82 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.10 |
2,505.32 |
2,392.86 |
|
| R3 |
2,481.45 |
2,449.67 |
2,377.55 |
|
| R2 |
2,425.80 |
2,425.80 |
2,372.45 |
|
| R1 |
2,394.02 |
2,394.02 |
2,367.35 |
2,382.09 |
| PP |
2,370.15 |
2,370.15 |
2,370.15 |
2,364.18 |
| S1 |
2,338.37 |
2,338.37 |
2,357.15 |
2,326.44 |
| S2 |
2,314.50 |
2,314.50 |
2,352.05 |
|
| S3 |
2,258.85 |
2,282.72 |
2,346.95 |
|
| S4 |
2,203.20 |
2,227.07 |
2,331.64 |
|
|
| Weekly Pivots for week ending 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.73 |
2,940.86 |
2,516.06 |
|
| R3 |
2,865.64 |
2,736.77 |
2,459.93 |
|
| R2 |
2,661.55 |
2,661.55 |
2,441.23 |
|
| R1 |
2,532.68 |
2,532.68 |
2,422.52 |
2,495.07 |
| PP |
2,457.46 |
2,457.46 |
2,457.46 |
2,438.66 |
| S1 |
2,328.59 |
2,328.59 |
2,385.10 |
2,290.98 |
| S2 |
2,253.37 |
2,253.37 |
2,366.39 |
|
| S3 |
2,049.28 |
2,124.50 |
2,347.69 |
|
| S4 |
1,845.19 |
1,920.41 |
2,291.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,527.15 |
2,299.95 |
227.20 |
9.6% |
77.46 |
3.3% |
27% |
False |
False |
|
| 10 |
2,586.33 |
2,299.95 |
286.38 |
12.1% |
66.58 |
2.8% |
22% |
False |
False |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
12.1% |
67.92 |
2.9% |
22% |
False |
False |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
12.1% |
62.43 |
2.6% |
22% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
19.7% |
61.64 |
2.6% |
52% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
19.7% |
59.15 |
2.5% |
52% |
False |
False |
|
| 100 |
2,586.33 |
1,987.40 |
598.93 |
25.4% |
59.72 |
2.5% |
63% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
26.5% |
60.80 |
2.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.43 |
|
2.618 |
2,547.61 |
|
1.618 |
2,491.96 |
|
1.000 |
2,457.57 |
|
0.618 |
2,436.31 |
|
HIGH |
2,401.92 |
|
0.618 |
2,380.66 |
|
0.500 |
2,374.10 |
|
0.382 |
2,367.53 |
|
LOW |
2,346.27 |
|
0.618 |
2,311.88 |
|
1.000 |
2,290.62 |
|
1.618 |
2,256.23 |
|
2.618 |
2,200.58 |
|
4.250 |
2,109.76 |
|
|