| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-1999 |
27-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,484.85 |
2,466.45 |
-18.40 |
-0.7% |
2,401.20 |
| High |
2,522.80 |
2,467.89 |
-54.91 |
-2.2% |
2,523.61 |
| Low |
2,466.09 |
2,423.29 |
-42.80 |
-1.7% |
2,299.95 |
| Close |
2,466.40 |
2,457.46 |
-8.94 |
-0.4% |
2,485.90 |
| Range |
56.71 |
44.60 |
-12.11 |
-21.4% |
223.66 |
| ATR |
66.40 |
64.84 |
-1.56 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.35 |
2,565.00 |
2,481.99 |
|
| R3 |
2,538.75 |
2,520.40 |
2,469.73 |
|
| R2 |
2,494.15 |
2,494.15 |
2,465.64 |
|
| R1 |
2,475.80 |
2,475.80 |
2,461.55 |
2,462.68 |
| PP |
2,449.55 |
2,449.55 |
2,449.55 |
2,442.98 |
| S1 |
2,431.20 |
2,431.20 |
2,453.37 |
2,418.08 |
| S2 |
2,404.95 |
2,404.95 |
2,449.28 |
|
| S3 |
2,360.35 |
2,386.60 |
2,445.20 |
|
| S4 |
2,315.75 |
2,342.00 |
2,432.93 |
|
|
| 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 |
2,396.58 |
127.03 |
5.2% |
56.58 |
2.3% |
48% |
False |
False |
|
| 10 |
2,523.61 |
2,299.95 |
223.66 |
9.1% |
66.95 |
2.7% |
70% |
False |
False |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
11.7% |
63.37 |
2.6% |
55% |
False |
False |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
11.7% |
62.77 |
2.6% |
55% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
19.0% |
61.20 |
2.5% |
72% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
19.0% |
59.27 |
2.4% |
72% |
False |
False |
|
| 100 |
2,586.33 |
2,020.38 |
565.95 |
23.0% |
59.55 |
2.4% |
77% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
25.5% |
59.97 |
2.4% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.44 |
|
2.618 |
2,584.65 |
|
1.618 |
2,540.05 |
|
1.000 |
2,512.49 |
|
0.618 |
2,495.45 |
|
HIGH |
2,467.89 |
|
0.618 |
2,450.85 |
|
0.500 |
2,445.59 |
|
0.382 |
2,440.33 |
|
LOW |
2,423.29 |
|
0.618 |
2,395.73 |
|
1.000 |
2,378.69 |
|
1.618 |
2,351.13 |
|
2.618 |
2,306.53 |
|
4.250 |
2,233.74 |
|
|