| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-1997 |
24-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
1,062.49 |
1,056.59 |
-5.90 |
-0.6% |
1,027.85 |
| High |
1,073.97 |
1,056.59 |
-17.38 |
-1.6% |
1,073.97 |
| Low |
1,052.19 |
1,028.62 |
-23.57 |
-2.2% |
1,027.85 |
| Close |
1,056.59 |
1,030.22 |
-26.37 |
-2.5% |
1,056.59 |
| Range |
21.78 |
27.97 |
6.19 |
28.4% |
46.12 |
| ATR |
25.62 |
25.79 |
0.17 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.39 |
1,104.27 |
1,045.60 |
|
| R3 |
1,094.42 |
1,076.30 |
1,037.91 |
|
| R2 |
1,066.45 |
1,066.45 |
1,035.35 |
|
| R1 |
1,048.33 |
1,048.33 |
1,032.78 |
1,043.41 |
| PP |
1,038.48 |
1,038.48 |
1,038.48 |
1,036.01 |
| S1 |
1,020.36 |
1,020.36 |
1,027.66 |
1,015.44 |
| S2 |
1,010.51 |
1,010.51 |
1,025.09 |
|
| S3 |
982.54 |
992.39 |
1,022.53 |
|
| S4 |
954.57 |
964.42 |
1,014.84 |
|
|
| 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 |
1,028.62 |
45.35 |
4.4% |
20.15 |
2.0% |
4% |
False |
True |
|
| 10 |
1,073.97 |
971.61 |
102.36 |
9.9% |
23.44 |
2.3% |
57% |
False |
False |
|
| 20 |
1,073.97 |
926.97 |
147.00 |
14.3% |
28.42 |
2.8% |
70% |
False |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
22.0% |
26.51 |
2.6% |
46% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
22.0% |
23.74 |
2.3% |
46% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.0% |
23.66 |
2.3% |
46% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.0% |
23.26 |
2.3% |
46% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.0% |
22.28 |
2.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.46 |
|
2.618 |
1,129.82 |
|
1.618 |
1,101.85 |
|
1.000 |
1,084.56 |
|
0.618 |
1,073.88 |
|
HIGH |
1,056.59 |
|
0.618 |
1,045.91 |
|
0.500 |
1,042.61 |
|
0.382 |
1,039.30 |
|
LOW |
1,028.62 |
|
0.618 |
1,011.33 |
|
1.000 |
1,000.65 |
|
1.618 |
983.36 |
|
2.618 |
955.39 |
|
4.250 |
909.75 |
|
|