| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2001 |
19-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
1,586.80 |
1,597.80 |
11.00 |
0.7% |
1,511.77 |
| High |
1,591.58 |
1,618.19 |
26.61 |
1.7% |
1,614.77 |
| Low |
1,563.60 |
1,586.66 |
23.06 |
1.5% |
1,463.12 |
| Close |
1,582.14 |
1,617.58 |
35.44 |
2.2% |
1,582.14 |
| Range |
27.98 |
31.53 |
3.55 |
12.7% |
151.65 |
| ATR |
57.40 |
55.88 |
-1.53 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,702.07 |
1,691.35 |
1,634.92 |
|
| R3 |
1,670.54 |
1,659.82 |
1,626.25 |
|
| R2 |
1,639.01 |
1,639.01 |
1,623.36 |
|
| R1 |
1,628.29 |
1,628.29 |
1,620.47 |
1,633.65 |
| PP |
1,607.48 |
1,607.48 |
1,607.48 |
1,610.16 |
| S1 |
1,596.76 |
1,596.76 |
1,614.69 |
1,602.12 |
| S2 |
1,575.95 |
1,575.95 |
1,611.80 |
|
| S3 |
1,544.42 |
1,565.23 |
1,608.91 |
|
| S4 |
1,512.89 |
1,533.70 |
1,600.24 |
|
|
| Weekly Pivots for week ending 16-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.29 |
1,946.87 |
1,665.55 |
|
| R3 |
1,856.64 |
1,795.22 |
1,623.84 |
|
| R2 |
1,704.99 |
1,704.99 |
1,609.94 |
|
| R1 |
1,643.57 |
1,643.57 |
1,596.04 |
1,674.28 |
| PP |
1,553.34 |
1,553.34 |
1,553.34 |
1,568.70 |
| S1 |
1,491.92 |
1,491.92 |
1,568.24 |
1,522.63 |
| S2 |
1,401.69 |
1,401.69 |
1,554.34 |
|
| S3 |
1,250.04 |
1,340.27 |
1,540.44 |
|
| S4 |
1,098.39 |
1,188.62 |
1,498.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,618.19 |
1,552.56 |
65.63 |
4.1% |
38.54 |
2.4% |
99% |
True |
False |
|
| 10 |
1,618.19 |
1,462.19 |
156.00 |
9.6% |
50.14 |
3.1% |
100% |
True |
False |
|
| 20 |
1,618.19 |
1,320.48 |
297.71 |
18.4% |
52.65 |
3.3% |
100% |
True |
False |
|
| 40 |
1,618.19 |
1,101.39 |
516.80 |
31.9% |
57.38 |
3.5% |
100% |
True |
False |
|
| 60 |
1,618.19 |
1,088.96 |
529.23 |
32.7% |
57.52 |
3.6% |
100% |
True |
False |
|
| 80 |
1,766.58 |
1,088.96 |
677.62 |
41.9% |
54.95 |
3.4% |
78% |
False |
False |
|
| 100 |
1,865.39 |
1,088.96 |
776.43 |
48.0% |
55.43 |
3.4% |
68% |
False |
False |
|
| 120 |
2,003.68 |
1,088.96 |
914.72 |
56.5% |
57.73 |
3.6% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,752.19 |
|
2.618 |
1,700.74 |
|
1.618 |
1,669.21 |
|
1.000 |
1,649.72 |
|
0.618 |
1,637.68 |
|
HIGH |
1,618.19 |
|
0.618 |
1,606.15 |
|
0.500 |
1,602.43 |
|
0.382 |
1,598.70 |
|
LOW |
1,586.66 |
|
0.618 |
1,567.17 |
|
1.000 |
1,555.13 |
|
1.618 |
1,535.64 |
|
2.618 |
1,504.11 |
|
4.250 |
1,452.66 |
|
|