| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2001 |
05-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
1,417.40 |
1,453.94 |
36.54 |
2.6% |
1,445.64 |
| High |
1,439.01 |
1,490.11 |
51.10 |
3.6% |
1,450.68 |
| Low |
1,402.21 |
1,453.75 |
51.54 |
3.7% |
1,320.48 |
| Close |
1,425.78 |
1,480.21 |
54.43 |
3.8% |
1,425.78 |
| Range |
36.80 |
36.36 |
-0.44 |
-1.2% |
130.20 |
| ATR |
61.20 |
61.42 |
0.22 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,583.77 |
1,568.35 |
1,500.21 |
|
| R3 |
1,547.41 |
1,531.99 |
1,490.21 |
|
| R2 |
1,511.05 |
1,511.05 |
1,486.88 |
|
| R1 |
1,495.63 |
1,495.63 |
1,483.54 |
1,503.34 |
| PP |
1,474.69 |
1,474.69 |
1,474.69 |
1,478.55 |
| S1 |
1,459.27 |
1,459.27 |
1,476.88 |
1,466.98 |
| S2 |
1,438.33 |
1,438.33 |
1,473.54 |
|
| S3 |
1,401.97 |
1,422.91 |
1,470.21 |
|
| S4 |
1,365.61 |
1,386.55 |
1,460.21 |
|
|
| 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 |
1,490.11 |
1,320.48 |
169.63 |
11.5% |
47.41 |
3.2% |
94% |
True |
False |
|
| 10 |
1,490.11 |
1,320.48 |
169.63 |
11.5% |
55.16 |
3.7% |
94% |
True |
False |
|
| 20 |
1,490.11 |
1,235.42 |
254.69 |
17.2% |
56.24 |
3.8% |
96% |
True |
False |
|
| 40 |
1,490.11 |
1,088.96 |
401.15 |
27.1% |
59.86 |
4.0% |
98% |
True |
False |
|
| 60 |
1,717.11 |
1,088.96 |
628.15 |
42.4% |
57.56 |
3.9% |
62% |
False |
False |
|
| 80 |
1,782.52 |
1,088.96 |
693.56 |
46.9% |
56.49 |
3.8% |
56% |
False |
False |
|
| 100 |
1,885.17 |
1,088.96 |
796.21 |
53.8% |
57.69 |
3.9% |
49% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
66.5% |
59.85 |
4.0% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,644.64 |
|
2.618 |
1,585.30 |
|
1.618 |
1,548.94 |
|
1.000 |
1,526.47 |
|
0.618 |
1,512.58 |
|
HIGH |
1,490.11 |
|
0.618 |
1,476.22 |
|
0.500 |
1,471.93 |
|
0.382 |
1,467.64 |
|
LOW |
1,453.75 |
|
0.618 |
1,431.28 |
|
1.000 |
1,417.39 |
|
1.618 |
1,394.92 |
|
2.618 |
1,358.56 |
|
4.250 |
1,299.22 |
|
|