| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2001 |
02-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
1,381.70 |
1,417.40 |
35.70 |
2.6% |
1,445.64 |
| High |
1,426.94 |
1,439.01 |
12.07 |
0.8% |
1,450.68 |
| Low |
1,358.72 |
1,402.21 |
43.49 |
3.2% |
1,320.48 |
| Close |
1,424.15 |
1,425.78 |
1.63 |
0.1% |
1,425.78 |
| Range |
68.22 |
36.80 |
-31.42 |
-46.1% |
130.20 |
| ATR |
63.08 |
61.20 |
-1.88 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.73 |
1,516.06 |
1,446.02 |
|
| R3 |
1,495.93 |
1,479.26 |
1,435.90 |
|
| R2 |
1,459.13 |
1,459.13 |
1,432.53 |
|
| R1 |
1,442.46 |
1,442.46 |
1,429.15 |
1,450.80 |
| PP |
1,422.33 |
1,422.33 |
1,422.33 |
1,426.50 |
| S1 |
1,405.66 |
1,405.66 |
1,422.41 |
1,414.00 |
| S2 |
1,385.53 |
1,385.53 |
1,419.03 |
|
| S3 |
1,348.73 |
1,368.86 |
1,415.66 |
|
| S4 |
1,311.93 |
1,332.06 |
1,405.54 |
|
|
| Weekly Pivots for week ending 02-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.58 |
1,737.88 |
1,497.39 |
|
| R3 |
1,659.38 |
1,607.68 |
1,461.59 |
|
| R2 |
1,529.18 |
1,529.18 |
1,449.65 |
|
| R1 |
1,477.48 |
1,477.48 |
1,437.72 |
1,438.23 |
| PP |
1,398.98 |
1,398.98 |
1,398.98 |
1,379.36 |
| S1 |
1,347.28 |
1,347.28 |
1,413.85 |
1,308.03 |
| S2 |
1,268.78 |
1,268.78 |
1,401.91 |
|
| S3 |
1,138.58 |
1,217.08 |
1,389.98 |
|
| S4 |
1,008.38 |
1,086.88 |
1,354.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.68 |
1,320.48 |
130.20 |
9.1% |
55.38 |
3.9% |
81% |
False |
False |
|
| 10 |
1,487.40 |
1,320.48 |
166.92 |
11.7% |
56.47 |
4.0% |
63% |
False |
False |
|
| 20 |
1,487.40 |
1,235.42 |
251.98 |
17.7% |
57.15 |
4.0% |
76% |
False |
False |
|
| 40 |
1,502.67 |
1,088.96 |
413.71 |
29.0% |
60.91 |
4.3% |
81% |
False |
False |
|
| 60 |
1,718.59 |
1,088.96 |
629.63 |
44.2% |
57.26 |
4.0% |
53% |
False |
False |
|
| 80 |
1,782.52 |
1,088.96 |
693.56 |
48.6% |
56.57 |
4.0% |
49% |
False |
False |
|
| 100 |
1,959.71 |
1,088.96 |
870.75 |
61.1% |
58.06 |
4.1% |
39% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
69.1% |
60.29 |
4.2% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,595.41 |
|
2.618 |
1,535.35 |
|
1.618 |
1,498.55 |
|
1.000 |
1,475.81 |
|
0.618 |
1,461.75 |
|
HIGH |
1,439.01 |
|
0.618 |
1,424.95 |
|
0.500 |
1,420.61 |
|
0.382 |
1,416.27 |
|
LOW |
1,402.21 |
|
0.618 |
1,379.47 |
|
1.000 |
1,365.41 |
|
1.618 |
1,342.67 |
|
2.618 |
1,305.87 |
|
4.250 |
1,245.81 |
|
|