| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1999 |
12-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,798.07 |
2,851.36 |
53.29 |
1.9% |
2,732.53 |
| High |
2,851.52 |
2,889.70 |
38.18 |
1.3% |
2,889.70 |
| Low |
2,798.07 |
2,775.96 |
-22.11 |
-0.8% |
2,725.20 |
| Close |
2,849.81 |
2,888.91 |
39.10 |
1.4% |
2,888.91 |
| Range |
53.45 |
113.74 |
60.29 |
112.8% |
164.50 |
| ATR |
64.26 |
67.79 |
3.53 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.74 |
3,154.57 |
2,951.47 |
|
| R3 |
3,079.00 |
3,040.83 |
2,920.19 |
|
| R2 |
2,965.26 |
2,965.26 |
2,909.76 |
|
| R1 |
2,927.09 |
2,927.09 |
2,899.34 |
2,946.18 |
| PP |
2,851.52 |
2,851.52 |
2,851.52 |
2,861.07 |
| S1 |
2,813.35 |
2,813.35 |
2,878.48 |
2,832.44 |
| S2 |
2,737.78 |
2,737.78 |
2,868.06 |
|
| S3 |
2,624.04 |
2,699.61 |
2,857.63 |
|
| S4 |
2,510.30 |
2,585.87 |
2,826.35 |
|
|
| Weekly Pivots for week ending 12-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328.10 |
3,273.01 |
2,979.39 |
|
| R3 |
3,163.60 |
3,108.51 |
2,934.15 |
|
| R2 |
2,999.10 |
2,999.10 |
2,919.07 |
|
| R1 |
2,944.01 |
2,944.01 |
2,903.99 |
2,971.56 |
| PP |
2,834.60 |
2,834.60 |
2,834.60 |
2,848.38 |
| S1 |
2,779.51 |
2,779.51 |
2,873.83 |
2,807.06 |
| S2 |
2,670.10 |
2,670.10 |
2,858.75 |
|
| S3 |
2,505.60 |
2,615.01 |
2,843.67 |
|
| S4 |
2,341.10 |
2,450.51 |
2,798.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,889.70 |
2,725.20 |
164.50 |
5.7% |
74.66 |
2.6% |
100% |
True |
False |
|
| 10 |
2,889.70 |
2,612.39 |
277.31 |
9.6% |
62.42 |
2.2% |
100% |
True |
False |
|
| 20 |
2,889.70 |
2,299.95 |
589.75 |
20.4% |
66.45 |
2.3% |
100% |
True |
False |
|
| 40 |
2,889.70 |
2,299.95 |
589.75 |
20.4% |
65.48 |
2.3% |
100% |
True |
False |
|
| 60 |
2,889.70 |
2,276.20 |
613.50 |
21.2% |
62.93 |
2.2% |
100% |
True |
False |
|
| 80 |
2,889.70 |
2,120.26 |
769.44 |
26.6% |
62.24 |
2.2% |
100% |
True |
False |
|
| 100 |
2,889.70 |
2,120.26 |
769.44 |
26.6% |
60.06 |
2.1% |
100% |
True |
False |
|
| 120 |
2,889.70 |
1,960.55 |
929.15 |
32.2% |
60.67 |
2.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,373.10 |
|
2.618 |
3,187.47 |
|
1.618 |
3,073.73 |
|
1.000 |
3,003.44 |
|
0.618 |
2,959.99 |
|
HIGH |
2,889.70 |
|
0.618 |
2,846.25 |
|
0.500 |
2,832.83 |
|
0.382 |
2,819.41 |
|
LOW |
2,775.96 |
|
0.618 |
2,705.67 |
|
1.000 |
2,662.22 |
|
1.618 |
2,591.93 |
|
2.618 |
2,478.19 |
|
4.250 |
2,292.57 |
|
|