| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1999 |
22-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
3,001.28 |
3,028.51 |
27.23 |
0.9% |
2,891.58 |
| High |
3,034.78 |
3,057.06 |
22.28 |
0.7% |
3,034.78 |
| Low |
2,983.64 |
3,010.92 |
27.28 |
0.9% |
2,869.45 |
| Close |
3,028.84 |
3,049.61 |
20.77 |
0.7% |
3,028.84 |
| Range |
51.14 |
46.14 |
-5.00 |
-9.8% |
165.33 |
| ATR |
65.61 |
64.22 |
-1.39 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,177.62 |
3,159.75 |
3,074.99 |
|
| R3 |
3,131.48 |
3,113.61 |
3,062.30 |
|
| R2 |
3,085.34 |
3,085.34 |
3,058.07 |
|
| R1 |
3,067.47 |
3,067.47 |
3,053.84 |
3,076.41 |
| PP |
3,039.20 |
3,039.20 |
3,039.20 |
3,043.66 |
| S1 |
3,021.33 |
3,021.33 |
3,045.38 |
3,030.27 |
| S2 |
2,993.06 |
2,993.06 |
3,041.15 |
|
| S3 |
2,946.92 |
2,975.19 |
3,036.92 |
|
| S4 |
2,900.78 |
2,929.05 |
3,024.23 |
|
|
| Weekly Pivots for week ending 19-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,473.68 |
3,416.59 |
3,119.77 |
|
| R3 |
3,308.35 |
3,251.26 |
3,074.31 |
|
| R2 |
3,143.02 |
3,143.02 |
3,059.15 |
|
| R1 |
3,085.93 |
3,085.93 |
3,044.00 |
3,114.48 |
| PP |
2,977.69 |
2,977.69 |
2,977.69 |
2,991.96 |
| S1 |
2,920.60 |
2,920.60 |
3,013.68 |
2,949.15 |
| S2 |
2,812.36 |
2,812.36 |
2,998.53 |
|
| S3 |
2,647.03 |
2,755.27 |
2,983.37 |
|
| S4 |
2,481.70 |
2,589.94 |
2,937.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,057.06 |
2,875.87 |
181.19 |
5.9% |
62.20 |
2.0% |
96% |
True |
False |
|
| 10 |
3,057.06 |
2,741.17 |
315.89 |
10.4% |
64.90 |
2.1% |
98% |
True |
False |
|
| 20 |
3,057.06 |
2,423.29 |
633.77 |
20.8% |
62.38 |
2.0% |
99% |
True |
False |
|
| 40 |
3,057.06 |
2,299.95 |
757.11 |
24.8% |
63.60 |
2.1% |
99% |
True |
False |
|
| 60 |
3,057.06 |
2,299.95 |
757.11 |
24.8% |
63.13 |
2.1% |
99% |
True |
False |
|
| 80 |
3,057.06 |
2,120.26 |
936.80 |
30.7% |
61.89 |
2.0% |
99% |
True |
False |
|
| 100 |
3,057.06 |
2,120.26 |
936.80 |
30.7% |
59.71 |
2.0% |
99% |
True |
False |
|
| 120 |
3,057.06 |
2,020.38 |
1,036.68 |
34.0% |
60.21 |
2.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.16 |
|
2.618 |
3,177.85 |
|
1.618 |
3,131.71 |
|
1.000 |
3,103.20 |
|
0.618 |
3,085.57 |
|
HIGH |
3,057.06 |
|
0.618 |
3,039.43 |
|
0.500 |
3,033.99 |
|
0.382 |
3,028.55 |
|
LOW |
3,010.92 |
|
0.618 |
2,982.41 |
|
1.000 |
2,964.78 |
|
1.618 |
2,936.27 |
|
2.618 |
2,890.13 |
|
4.250 |
2,814.83 |
|
|