| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-1999 |
17-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
2,875.87 |
2,952.91 |
77.04 |
2.7% |
2,732.53 |
| High |
2,940.61 |
2,967.79 |
27.18 |
0.9% |
2,889.70 |
| Low |
2,875.87 |
2,908.03 |
32.16 |
1.1% |
2,725.20 |
| Close |
2,940.02 |
2,911.69 |
-28.33 |
-1.0% |
2,888.91 |
| Range |
64.74 |
59.76 |
-4.98 |
-7.7% |
164.50 |
| ATR |
65.18 |
64.80 |
-0.39 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.45 |
3,069.83 |
2,944.56 |
|
| R3 |
3,048.69 |
3,010.07 |
2,928.12 |
|
| R2 |
2,988.93 |
2,988.93 |
2,922.65 |
|
| R1 |
2,950.31 |
2,950.31 |
2,917.17 |
2,939.74 |
| PP |
2,929.17 |
2,929.17 |
2,929.17 |
2,923.89 |
| S1 |
2,890.55 |
2,890.55 |
2,906.21 |
2,879.98 |
| S2 |
2,869.41 |
2,869.41 |
2,900.73 |
|
| S3 |
2,809.65 |
2,830.79 |
2,895.26 |
|
| S4 |
2,749.89 |
2,771.03 |
2,878.82 |
|
|
| 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 |
2,967.79 |
2,775.96 |
191.83 |
6.6% |
64.68 |
2.2% |
71% |
True |
False |
|
| 10 |
2,967.79 |
2,677.13 |
290.66 |
10.0% |
62.95 |
2.2% |
81% |
True |
False |
|
| 20 |
2,967.79 |
2,396.58 |
571.21 |
19.6% |
62.14 |
2.1% |
90% |
True |
False |
|
| 40 |
2,967.79 |
2,299.95 |
667.84 |
22.9% |
65.58 |
2.3% |
92% |
True |
False |
|
| 60 |
2,967.79 |
2,299.95 |
667.84 |
22.9% |
62.68 |
2.2% |
92% |
True |
False |
|
| 80 |
2,967.79 |
2,120.26 |
847.53 |
29.1% |
61.80 |
2.1% |
93% |
True |
False |
|
| 100 |
2,967.79 |
2,120.26 |
847.53 |
29.1% |
59.99 |
2.1% |
93% |
True |
False |
|
| 120 |
2,967.79 |
1,987.40 |
980.39 |
33.7% |
60.38 |
2.1% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,221.77 |
|
2.618 |
3,124.24 |
|
1.618 |
3,064.48 |
|
1.000 |
3,027.55 |
|
0.618 |
3,004.72 |
|
HIGH |
2,967.79 |
|
0.618 |
2,944.96 |
|
0.500 |
2,937.91 |
|
0.382 |
2,930.86 |
|
LOW |
2,908.03 |
|
0.618 |
2,871.10 |
|
1.000 |
2,848.27 |
|
1.618 |
2,811.34 |
|
2.618 |
2,751.58 |
|
4.250 |
2,654.05 |
|
|