| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2001 |
20-Nov-2001 |
Change |
Change % |
Previous Week |
| Open |
1,597.80 |
1,607.61 |
9.81 |
0.6% |
1,511.77 |
| High |
1,618.19 |
1,614.37 |
-3.82 |
-0.2% |
1,614.77 |
| Low |
1,586.66 |
1,546.60 |
-40.06 |
-2.5% |
1,463.12 |
| Close |
1,617.58 |
1,549.70 |
-67.88 |
-4.2% |
1,582.14 |
| Range |
31.53 |
67.77 |
36.24 |
114.9% |
151.65 |
| ATR |
55.88 |
56.96 |
1.08 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,773.53 |
1,729.39 |
1,586.97 |
|
| R3 |
1,705.76 |
1,661.62 |
1,568.34 |
|
| R2 |
1,637.99 |
1,637.99 |
1,562.12 |
|
| R1 |
1,593.85 |
1,593.85 |
1,555.91 |
1,582.04 |
| PP |
1,570.22 |
1,570.22 |
1,570.22 |
1,564.32 |
| S1 |
1,526.08 |
1,526.08 |
1,543.49 |
1,514.27 |
| S2 |
1,502.45 |
1,502.45 |
1,537.28 |
|
| S3 |
1,434.68 |
1,458.31 |
1,531.06 |
|
| S4 |
1,366.91 |
1,390.54 |
1,512.43 |
|
|
| 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 |
1,546.60 |
71.59 |
4.6% |
45.59 |
2.9% |
4% |
False |
True |
|
| 10 |
1,618.19 |
1,463.12 |
155.07 |
10.0% |
50.77 |
3.3% |
56% |
False |
False |
|
| 20 |
1,618.19 |
1,320.48 |
297.71 |
19.2% |
53.60 |
3.5% |
77% |
False |
False |
|
| 40 |
1,618.19 |
1,101.39 |
516.80 |
33.3% |
57.64 |
3.7% |
87% |
False |
False |
|
| 60 |
1,618.19 |
1,088.96 |
529.23 |
34.2% |
57.48 |
3.7% |
87% |
False |
False |
|
| 80 |
1,766.58 |
1,088.96 |
677.62 |
43.7% |
55.06 |
3.6% |
68% |
False |
False |
|
| 100 |
1,865.39 |
1,088.96 |
776.43 |
50.1% |
55.68 |
3.6% |
59% |
False |
False |
|
| 120 |
1,963.83 |
1,088.96 |
874.87 |
56.5% |
57.88 |
3.7% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,902.39 |
|
2.618 |
1,791.79 |
|
1.618 |
1,724.02 |
|
1.000 |
1,682.14 |
|
0.618 |
1,656.25 |
|
HIGH |
1,614.37 |
|
0.618 |
1,588.48 |
|
0.500 |
1,580.49 |
|
0.382 |
1,572.49 |
|
LOW |
1,546.60 |
|
0.618 |
1,504.72 |
|
1.000 |
1,478.83 |
|
1.618 |
1,436.95 |
|
2.618 |
1,369.18 |
|
4.250 |
1,258.58 |
|
|