| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-1997 |
21-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
1,039.12 |
1,062.49 |
23.37 |
2.2% |
1,027.85 |
| High |
1,063.52 |
1,073.97 |
10.45 |
1.0% |
1,073.97 |
| Low |
1,039.12 |
1,052.19 |
13.07 |
1.3% |
1,027.85 |
| Close |
1,062.49 |
1,056.59 |
-5.90 |
-0.6% |
1,056.59 |
| Range |
24.40 |
21.78 |
-2.62 |
-10.7% |
46.12 |
| ATR |
25.92 |
25.62 |
-0.30 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,126.26 |
1,113.20 |
1,068.57 |
|
| R3 |
1,104.48 |
1,091.42 |
1,062.58 |
|
| R2 |
1,082.70 |
1,082.70 |
1,060.58 |
|
| R1 |
1,069.64 |
1,069.64 |
1,058.59 |
1,065.28 |
| PP |
1,060.92 |
1,060.92 |
1,060.92 |
1,058.74 |
| S1 |
1,047.86 |
1,047.86 |
1,054.59 |
1,043.50 |
| S2 |
1,039.14 |
1,039.14 |
1,052.60 |
|
| S3 |
1,017.36 |
1,026.08 |
1,050.60 |
|
| S4 |
995.58 |
1,004.30 |
1,044.61 |
|
|
| Weekly Pivots for week ending 21-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,191.16 |
1,170.00 |
1,081.96 |
|
| R3 |
1,145.04 |
1,123.88 |
1,069.27 |
|
| R2 |
1,098.92 |
1,098.92 |
1,065.05 |
|
| R1 |
1,077.76 |
1,077.76 |
1,060.82 |
1,088.34 |
| PP |
1,052.80 |
1,052.80 |
1,052.80 |
1,058.10 |
| S1 |
1,031.64 |
1,031.64 |
1,052.36 |
1,042.22 |
| S2 |
1,006.68 |
1,006.68 |
1,048.13 |
|
| S3 |
960.56 |
985.52 |
1,043.91 |
|
| S4 |
914.44 |
939.40 |
1,031.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,073.97 |
1,027.85 |
46.12 |
4.4% |
20.09 |
1.9% |
62% |
True |
False |
|
| 10 |
1,073.97 |
971.61 |
102.36 |
9.7% |
23.53 |
2.2% |
83% |
True |
False |
|
| 20 |
1,073.97 |
926.97 |
147.00 |
13.9% |
31.03 |
2.9% |
88% |
True |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
21.5% |
26.19 |
2.5% |
57% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
21.5% |
23.48 |
2.2% |
57% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
21.5% |
23.56 |
2.2% |
57% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
21.5% |
23.12 |
2.2% |
57% |
False |
False |
|
| 120 |
1,153.89 |
921.96 |
231.93 |
22.0% |
22.16 |
2.1% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,166.54 |
|
2.618 |
1,130.99 |
|
1.618 |
1,109.21 |
|
1.000 |
1,095.75 |
|
0.618 |
1,087.43 |
|
HIGH |
1,073.97 |
|
0.618 |
1,065.65 |
|
0.500 |
1,063.08 |
|
0.382 |
1,060.51 |
|
LOW |
1,052.19 |
|
0.618 |
1,038.73 |
|
1.000 |
1,030.41 |
|
1.618 |
1,016.95 |
|
2.618 |
995.17 |
|
4.250 |
959.63 |
|
|