| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-1999 |
26-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,488.16 |
2,484.85 |
-3.31 |
-0.1% |
2,401.20 |
| High |
2,507.63 |
2,522.80 |
15.17 |
0.6% |
2,523.61 |
| Low |
2,462.70 |
2,466.09 |
3.39 |
0.1% |
2,299.95 |
| Close |
2,484.19 |
2,466.40 |
-17.79 |
-0.7% |
2,485.90 |
| Range |
44.93 |
56.71 |
11.78 |
26.2% |
223.66 |
| ATR |
67.14 |
66.40 |
-0.75 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.23 |
2,617.52 |
2,497.59 |
|
| R3 |
2,598.52 |
2,560.81 |
2,482.00 |
|
| R2 |
2,541.81 |
2,541.81 |
2,476.80 |
|
| R1 |
2,504.10 |
2,504.10 |
2,471.60 |
2,494.60 |
| PP |
2,485.10 |
2,485.10 |
2,485.10 |
2,480.35 |
| S1 |
2,447.39 |
2,447.39 |
2,461.20 |
2,437.89 |
| S2 |
2,428.39 |
2,428.39 |
2,456.00 |
|
| S3 |
2,371.68 |
2,390.68 |
2,450.80 |
|
| S4 |
2,314.97 |
2,333.97 |
2,435.21 |
|
|
| 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 |
2,384.52 |
139.09 |
5.6% |
64.01 |
2.6% |
59% |
False |
False |
|
| 10 |
2,527.15 |
2,299.95 |
227.20 |
9.2% |
70.74 |
2.9% |
73% |
False |
False |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
11.6% |
63.73 |
2.6% |
58% |
False |
False |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
11.6% |
63.50 |
2.6% |
58% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
18.9% |
61.81 |
2.5% |
74% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
18.9% |
59.43 |
2.4% |
74% |
False |
False |
|
| 100 |
2,586.33 |
2,020.38 |
565.95 |
22.9% |
59.56 |
2.4% |
79% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
25.4% |
60.06 |
2.4% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,763.82 |
|
2.618 |
2,671.27 |
|
1.618 |
2,614.56 |
|
1.000 |
2,579.51 |
|
0.618 |
2,557.85 |
|
HIGH |
2,522.80 |
|
0.618 |
2,501.14 |
|
0.500 |
2,494.45 |
|
0.382 |
2,487.75 |
|
LOW |
2,466.09 |
|
0.618 |
2,431.04 |
|
1.000 |
2,409.38 |
|
1.618 |
2,374.33 |
|
2.618 |
2,317.62 |
|
4.250 |
2,225.07 |
|
|