| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1999 |
25-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,479.74 |
2,488.16 |
8.42 |
0.3% |
2,401.20 |
| High |
2,523.61 |
2,507.63 |
-15.98 |
-0.6% |
2,523.61 |
| Low |
2,472.40 |
2,462.70 |
-9.70 |
-0.4% |
2,299.95 |
| Close |
2,485.90 |
2,484.19 |
-1.71 |
-0.1% |
2,485.90 |
| Range |
51.21 |
44.93 |
-6.28 |
-12.3% |
223.66 |
| ATR |
68.85 |
67.14 |
-1.71 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.63 |
2,596.84 |
2,508.90 |
|
| R3 |
2,574.70 |
2,551.91 |
2,496.55 |
|
| R2 |
2,529.77 |
2,529.77 |
2,492.43 |
|
| R1 |
2,506.98 |
2,506.98 |
2,488.31 |
2,495.91 |
| PP |
2,484.84 |
2,484.84 |
2,484.84 |
2,479.31 |
| S1 |
2,462.05 |
2,462.05 |
2,480.07 |
2,450.98 |
| S2 |
2,439.91 |
2,439.91 |
2,475.95 |
|
| S3 |
2,394.98 |
2,417.12 |
2,471.83 |
|
| S4 |
2,350.05 |
2,372.19 |
2,459.48 |
|
|
| Weekly Pivots for week ending 22-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.47 |
3,020.34 |
2,608.91 |
|
| R3 |
2,883.81 |
2,796.68 |
2,547.41 |
|
| R2 |
2,660.15 |
2,660.15 |
2,526.90 |
|
| R1 |
2,573.02 |
2,573.02 |
2,506.40 |
2,616.59 |
| PP |
2,436.49 |
2,436.49 |
2,436.49 |
2,458.27 |
| S1 |
2,349.36 |
2,349.36 |
2,465.40 |
2,392.93 |
| S2 |
2,212.83 |
2,212.83 |
2,444.90 |
|
| S3 |
1,989.17 |
2,125.70 |
2,424.39 |
|
| S4 |
1,765.51 |
1,902.04 |
2,362.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,523.61 |
2,346.27 |
177.34 |
7.1% |
63.80 |
2.6% |
78% |
False |
False |
|
| 10 |
2,586.33 |
2,299.95 |
286.38 |
11.5% |
72.90 |
2.9% |
64% |
False |
False |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
11.5% |
64.82 |
2.6% |
64% |
False |
False |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
11.5% |
63.50 |
2.6% |
64% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
18.8% |
61.73 |
2.5% |
78% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
18.8% |
59.05 |
2.4% |
78% |
False |
False |
|
| 100 |
2,586.33 |
2,020.38 |
565.95 |
22.8% |
59.77 |
2.4% |
82% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
25.2% |
60.32 |
2.4% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.58 |
|
2.618 |
2,625.26 |
|
1.618 |
2,580.33 |
|
1.000 |
2,552.56 |
|
0.618 |
2,535.40 |
|
HIGH |
2,507.63 |
|
0.618 |
2,490.47 |
|
0.500 |
2,485.17 |
|
0.382 |
2,479.86 |
|
LOW |
2,462.70 |
|
0.618 |
2,434.93 |
|
1.000 |
2,417.77 |
|
1.618 |
2,390.00 |
|
2.618 |
2,345.07 |
|
4.250 |
2,271.75 |
|
|