| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-1999 |
28-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
2,466.45 |
2,471.91 |
5.46 |
0.2% |
2,401.20 |
| High |
2,467.89 |
2,540.17 |
72.28 |
2.9% |
2,523.61 |
| Low |
2,423.29 |
2,471.91 |
48.62 |
2.0% |
2,299.95 |
| Close |
2,457.46 |
2,539.93 |
82.47 |
3.4% |
2,485.90 |
| Range |
44.60 |
68.26 |
23.66 |
53.0% |
223.66 |
| ATR |
64.84 |
66.12 |
1.28 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.12 |
2,699.28 |
2,577.47 |
|
| R3 |
2,653.86 |
2,631.02 |
2,558.70 |
|
| R2 |
2,585.60 |
2,585.60 |
2,552.44 |
|
| R1 |
2,562.76 |
2,562.76 |
2,546.19 |
2,574.18 |
| PP |
2,517.34 |
2,517.34 |
2,517.34 |
2,523.05 |
| S1 |
2,494.50 |
2,494.50 |
2,533.67 |
2,505.92 |
| S2 |
2,449.08 |
2,449.08 |
2,527.42 |
|
| S3 |
2,380.82 |
2,426.24 |
2,521.16 |
|
| S4 |
2,312.56 |
2,357.98 |
2,502.39 |
|
|
| 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 |
2,540.17 |
2,423.29 |
116.88 |
4.6% |
53.14 |
2.1% |
100% |
True |
False |
|
| 10 |
2,540.17 |
2,299.95 |
240.22 |
9.5% |
67.97 |
2.7% |
100% |
True |
False |
|
| 20 |
2,586.33 |
2,299.95 |
286.38 |
11.3% |
64.09 |
2.5% |
84% |
False |
False |
|
| 40 |
2,586.33 |
2,299.95 |
286.38 |
11.3% |
63.39 |
2.5% |
84% |
False |
False |
|
| 60 |
2,586.33 |
2,120.26 |
466.07 |
18.3% |
61.40 |
2.4% |
90% |
False |
False |
|
| 80 |
2,586.33 |
2,120.26 |
466.07 |
18.3% |
59.75 |
2.4% |
90% |
False |
False |
|
| 100 |
2,586.33 |
2,020.38 |
565.95 |
22.3% |
59.48 |
2.3% |
92% |
False |
False |
|
| 120 |
2,586.33 |
1,960.55 |
625.78 |
24.6% |
60.19 |
2.4% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.28 |
|
2.618 |
2,718.87 |
|
1.618 |
2,650.61 |
|
1.000 |
2,608.43 |
|
0.618 |
2,582.35 |
|
HIGH |
2,540.17 |
|
0.618 |
2,514.09 |
|
0.500 |
2,506.04 |
|
0.382 |
2,497.99 |
|
LOW |
2,471.91 |
|
0.618 |
2,429.73 |
|
1.000 |
2,403.65 |
|
1.618 |
2,361.47 |
|
2.618 |
2,293.21 |
|
4.250 |
2,181.81 |
|
|