| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-1999 |
04-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,630.73 |
2,682.55 |
51.82 |
2.0% |
2,488.16 |
| High |
2,686.70 |
2,716.41 |
29.71 |
1.1% |
2,651.12 |
| Low |
2,630.73 |
2,677.13 |
46.40 |
1.8% |
2,423.29 |
| Close |
2,672.72 |
2,703.11 |
30.39 |
1.1% |
2,637.44 |
| Range |
55.97 |
39.28 |
-16.69 |
-29.8% |
227.83 |
| ATR |
65.86 |
64.28 |
-1.58 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.72 |
2,799.20 |
2,724.71 |
|
| R3 |
2,777.44 |
2,759.92 |
2,713.91 |
|
| R2 |
2,738.16 |
2,738.16 |
2,710.31 |
|
| R1 |
2,720.64 |
2,720.64 |
2,706.71 |
2,729.40 |
| PP |
2,698.88 |
2,698.88 |
2,698.88 |
2,703.27 |
| S1 |
2,681.36 |
2,681.36 |
2,699.51 |
2,690.12 |
| S2 |
2,659.60 |
2,659.60 |
2,695.91 |
|
| S3 |
2,620.32 |
2,642.08 |
2,692.31 |
|
| S4 |
2,581.04 |
2,602.80 |
2,681.51 |
|
|
| Weekly Pivots for week ending 29-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.11 |
3,173.60 |
2,762.75 |
|
| R3 |
3,026.28 |
2,945.77 |
2,700.09 |
|
| R2 |
2,798.45 |
2,798.45 |
2,679.21 |
|
| R1 |
2,717.94 |
2,717.94 |
2,658.32 |
2,758.20 |
| PP |
2,570.62 |
2,570.62 |
2,570.62 |
2,590.74 |
| S1 |
2,490.11 |
2,490.11 |
2,616.56 |
2,530.37 |
| S2 |
2,342.79 |
2,342.79 |
2,595.67 |
|
| S3 |
2,114.96 |
2,262.28 |
2,574.79 |
|
| S4 |
1,887.13 |
2,034.45 |
2,512.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,716.41 |
2,539.93 |
176.48 |
6.5% |
60.27 |
2.2% |
92% |
True |
False |
|
| 10 |
2,716.41 |
2,423.29 |
293.12 |
10.8% |
56.71 |
2.1% |
95% |
True |
False |
|
| 20 |
2,716.41 |
2,299.95 |
416.46 |
15.4% |
65.05 |
2.4% |
97% |
True |
False |
|
| 40 |
2,716.41 |
2,299.95 |
416.46 |
15.4% |
63.41 |
2.3% |
97% |
True |
False |
|
| 60 |
2,716.41 |
2,212.99 |
503.42 |
18.6% |
60.85 |
2.3% |
97% |
True |
False |
|
| 80 |
2,716.41 |
2,120.26 |
596.15 |
22.1% |
60.93 |
2.3% |
98% |
True |
False |
|
| 100 |
2,716.41 |
2,058.17 |
658.24 |
24.4% |
59.87 |
2.2% |
98% |
True |
False |
|
| 120 |
2,716.41 |
1,960.55 |
755.86 |
28.0% |
60.08 |
2.2% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.35 |
|
2.618 |
2,819.25 |
|
1.618 |
2,779.97 |
|
1.000 |
2,755.69 |
|
0.618 |
2,740.69 |
|
HIGH |
2,716.41 |
|
0.618 |
2,701.41 |
|
0.500 |
2,696.77 |
|
0.382 |
2,692.13 |
|
LOW |
2,677.13 |
|
0.618 |
2,652.85 |
|
1.000 |
2,637.85 |
|
1.618 |
2,613.57 |
|
2.618 |
2,574.29 |
|
4.250 |
2,510.19 |
|
|