| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2002 |
15-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
1,029.36 |
1,044.30 |
14.94 |
1.5% |
1,004.41 |
| High |
1,057.90 |
1,062.86 |
4.96 |
0.5% |
1,062.86 |
| Low |
1,027.06 |
1,036.30 |
9.24 |
0.9% |
972.34 |
| Close |
1,057.83 |
1,061.28 |
3.45 |
0.3% |
1,061.28 |
| Range |
30.84 |
26.56 |
-4.28 |
-13.9% |
90.52 |
| ATR |
38.18 |
37.35 |
-0.83 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.16 |
1,123.78 |
1,075.89 |
|
| R3 |
1,106.60 |
1,097.22 |
1,068.58 |
|
| R2 |
1,080.04 |
1,080.04 |
1,066.15 |
|
| R1 |
1,070.66 |
1,070.66 |
1,063.71 |
1,075.35 |
| PP |
1,053.48 |
1,053.48 |
1,053.48 |
1,055.83 |
| S1 |
1,044.10 |
1,044.10 |
1,058.85 |
1,048.79 |
| S2 |
1,026.92 |
1,026.92 |
1,056.41 |
|
| S3 |
1,000.36 |
1,017.54 |
1,053.98 |
|
| S4 |
973.80 |
990.98 |
1,046.67 |
|
|
| Weekly Pivots for week ending 15-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.72 |
1,273.02 |
1,111.07 |
|
| R3 |
1,213.20 |
1,182.50 |
1,086.17 |
|
| R2 |
1,122.68 |
1,122.68 |
1,077.88 |
|
| R1 |
1,091.98 |
1,091.98 |
1,069.58 |
1,107.33 |
| PP |
1,032.16 |
1,032.16 |
1,032.16 |
1,039.84 |
| S1 |
1,001.46 |
1,001.46 |
1,052.98 |
1,016.81 |
| S2 |
941.64 |
941.64 |
1,044.68 |
|
| S3 |
851.12 |
910.94 |
1,036.39 |
|
| S4 |
760.60 |
820.42 |
1,011.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,062.86 |
972.34 |
90.52 |
8.5% |
32.71 |
3.1% |
98% |
True |
False |
|
| 10 |
1,070.51 |
972.34 |
98.17 |
9.3% |
31.55 |
3.0% |
91% |
False |
False |
|
| 20 |
1,070.51 |
937.55 |
132.96 |
12.5% |
33.66 |
3.2% |
93% |
False |
False |
|
| 40 |
1,070.51 |
795.25 |
275.26 |
25.9% |
32.64 |
3.1% |
97% |
False |
False |
|
| 60 |
1,070.51 |
795.25 |
275.26 |
25.9% |
31.31 |
3.0% |
97% |
False |
False |
|
| 80 |
1,070.51 |
795.25 |
275.26 |
25.9% |
33.25 |
3.1% |
97% |
False |
False |
|
| 100 |
1,074.73 |
795.25 |
279.48 |
26.3% |
36.25 |
3.4% |
95% |
False |
False |
|
| 120 |
1,246.34 |
795.25 |
451.09 |
42.5% |
37.23 |
3.5% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.74 |
|
2.618 |
1,132.39 |
|
1.618 |
1,105.83 |
|
1.000 |
1,089.42 |
|
0.618 |
1,079.27 |
|
HIGH |
1,062.86 |
|
0.618 |
1,052.71 |
|
0.500 |
1,049.58 |
|
0.382 |
1,046.45 |
|
LOW |
1,036.30 |
|
0.618 |
1,019.89 |
|
1.000 |
1,009.74 |
|
1.618 |
993.33 |
|
2.618 |
966.77 |
|
4.250 |
923.42 |
|
|