| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2002 |
18-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
1,044.30 |
1,073.89 |
29.59 |
2.8% |
1,004.41 |
| High |
1,062.86 |
1,075.51 |
12.65 |
1.2% |
1,062.86 |
| Low |
1,036.30 |
1,044.79 |
8.49 |
0.8% |
972.34 |
| Close |
1,061.28 |
1,045.19 |
-16.09 |
-1.5% |
1,061.28 |
| Range |
26.56 |
30.72 |
4.16 |
15.7% |
90.52 |
| ATR |
37.35 |
36.88 |
-0.47 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.32 |
1,126.98 |
1,062.09 |
|
| R3 |
1,116.60 |
1,096.26 |
1,053.64 |
|
| R2 |
1,085.88 |
1,085.88 |
1,050.82 |
|
| R1 |
1,065.54 |
1,065.54 |
1,048.01 |
1,060.35 |
| PP |
1,055.16 |
1,055.16 |
1,055.16 |
1,052.57 |
| S1 |
1,034.82 |
1,034.82 |
1,042.37 |
1,029.63 |
| S2 |
1,024.44 |
1,024.44 |
1,039.56 |
|
| S3 |
993.72 |
1,004.10 |
1,036.74 |
|
| S4 |
963.00 |
973.38 |
1,028.29 |
|
|
| 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 |
1,075.51 |
982.24 |
93.27 |
8.9% |
32.44 |
3.1% |
67% |
True |
False |
|
| 10 |
1,075.51 |
972.34 |
103.17 |
9.9% |
31.48 |
3.0% |
71% |
True |
False |
|
| 20 |
1,075.51 |
941.17 |
134.34 |
12.9% |
32.95 |
3.2% |
77% |
True |
False |
|
| 40 |
1,075.51 |
795.25 |
280.26 |
26.8% |
32.74 |
3.1% |
89% |
True |
False |
|
| 60 |
1,075.51 |
795.25 |
280.26 |
26.8% |
31.30 |
3.0% |
89% |
True |
False |
|
| 80 |
1,075.51 |
795.25 |
280.26 |
26.8% |
33.25 |
3.2% |
89% |
True |
False |
|
| 100 |
1,075.51 |
795.25 |
280.26 |
26.8% |
36.14 |
3.5% |
89% |
True |
False |
|
| 120 |
1,246.34 |
795.25 |
451.09 |
43.2% |
37.22 |
3.6% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.07 |
|
2.618 |
1,155.93 |
|
1.618 |
1,125.21 |
|
1.000 |
1,106.23 |
|
0.618 |
1,094.49 |
|
HIGH |
1,075.51 |
|
0.618 |
1,063.77 |
|
0.500 |
1,060.15 |
|
0.382 |
1,056.53 |
|
LOW |
1,044.79 |
|
0.618 |
1,025.81 |
|
1.000 |
1,014.07 |
|
1.618 |
995.09 |
|
2.618 |
964.37 |
|
4.250 |
914.23 |
|
|