| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2001 |
12-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
1,508.09 |
1,511.77 |
3.68 |
0.2% |
1,453.94 |
| High |
1,526.94 |
1,538.75 |
11.81 |
0.8% |
1,580.59 |
| Low |
1,491.00 |
1,463.12 |
-27.88 |
-1.9% |
1,453.75 |
| Close |
1,514.96 |
1,528.75 |
13.79 |
0.9% |
1,514.96 |
| Range |
35.94 |
75.63 |
39.69 |
110.4% |
126.84 |
| ATR |
60.49 |
61.58 |
1.08 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,737.10 |
1,708.55 |
1,570.35 |
|
| R3 |
1,661.47 |
1,632.92 |
1,549.55 |
|
| R2 |
1,585.84 |
1,585.84 |
1,542.62 |
|
| R1 |
1,557.29 |
1,557.29 |
1,535.68 |
1,571.57 |
| PP |
1,510.21 |
1,510.21 |
1,510.21 |
1,517.34 |
| S1 |
1,481.66 |
1,481.66 |
1,521.82 |
1,495.94 |
| S2 |
1,434.58 |
1,434.58 |
1,514.88 |
|
| S3 |
1,358.95 |
1,406.03 |
1,507.95 |
|
| S4 |
1,283.32 |
1,330.40 |
1,487.15 |
|
|
| Weekly Pivots for week ending 09-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.95 |
1,832.80 |
1,584.72 |
|
| R3 |
1,770.11 |
1,705.96 |
1,549.84 |
|
| R2 |
1,643.27 |
1,643.27 |
1,538.21 |
|
| R1 |
1,579.12 |
1,579.12 |
1,526.59 |
1,611.20 |
| PP |
1,516.43 |
1,516.43 |
1,516.43 |
1,532.47 |
| S1 |
1,452.28 |
1,452.28 |
1,503.33 |
1,484.36 |
| S2 |
1,389.59 |
1,389.59 |
1,491.71 |
|
| S3 |
1,262.75 |
1,325.44 |
1,480.08 |
|
| S4 |
1,135.91 |
1,198.60 |
1,445.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,580.59 |
1,462.19 |
118.40 |
7.7% |
61.73 |
4.0% |
56% |
False |
False |
|
| 10 |
1,580.59 |
1,320.48 |
260.11 |
17.0% |
54.57 |
3.6% |
80% |
False |
False |
|
| 20 |
1,580.59 |
1,302.53 |
278.06 |
18.2% |
58.29 |
3.8% |
81% |
False |
False |
|
| 40 |
1,580.59 |
1,088.96 |
491.63 |
32.2% |
60.78 |
4.0% |
89% |
False |
False |
|
| 60 |
1,672.07 |
1,088.96 |
583.11 |
38.1% |
58.34 |
3.8% |
75% |
False |
False |
|
| 80 |
1,766.58 |
1,088.96 |
677.62 |
44.3% |
56.18 |
3.7% |
65% |
False |
False |
|
| 100 |
1,865.39 |
1,088.96 |
776.43 |
50.8% |
57.05 |
3.7% |
57% |
False |
False |
|
| 120 |
2,073.98 |
1,088.96 |
985.02 |
64.4% |
59.44 |
3.9% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,860.18 |
|
2.618 |
1,736.75 |
|
1.618 |
1,661.12 |
|
1.000 |
1,614.38 |
|
0.618 |
1,585.49 |
|
HIGH |
1,538.75 |
|
0.618 |
1,509.86 |
|
0.500 |
1,500.94 |
|
0.382 |
1,492.01 |
|
LOW |
1,463.12 |
|
0.618 |
1,416.38 |
|
1.000 |
1,387.49 |
|
1.618 |
1,340.75 |
|
2.618 |
1,265.12 |
|
4.250 |
1,141.69 |
|
|