| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2002 |
19-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
1,073.89 |
1,037.26 |
-36.63 |
-3.4% |
1,004.41 |
| High |
1,075.51 |
1,046.07 |
-29.44 |
-2.7% |
1,062.86 |
| Low |
1,044.79 |
1,019.07 |
-25.72 |
-2.5% |
972.34 |
| Close |
1,045.19 |
1,025.96 |
-19.23 |
-1.8% |
1,061.28 |
| Range |
30.72 |
27.00 |
-3.72 |
-12.1% |
90.52 |
| ATR |
36.88 |
36.17 |
-0.71 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,111.37 |
1,095.66 |
1,040.81 |
|
| R3 |
1,084.37 |
1,068.66 |
1,033.39 |
|
| R2 |
1,057.37 |
1,057.37 |
1,030.91 |
|
| R1 |
1,041.66 |
1,041.66 |
1,028.44 |
1,036.02 |
| PP |
1,030.37 |
1,030.37 |
1,030.37 |
1,027.54 |
| S1 |
1,014.66 |
1,014.66 |
1,023.49 |
1,009.02 |
| S2 |
1,003.37 |
1,003.37 |
1,021.01 |
|
| S3 |
976.37 |
987.66 |
1,018.54 |
|
| S4 |
949.37 |
960.66 |
1,011.11 |
|
|
| 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 |
986.65 |
88.86 |
8.7% |
30.18 |
2.9% |
44% |
False |
False |
|
| 10 |
1,075.51 |
972.34 |
103.17 |
10.1% |
31.94 |
3.1% |
52% |
False |
False |
|
| 20 |
1,075.51 |
941.17 |
134.34 |
13.1% |
32.99 |
3.2% |
63% |
False |
False |
|
| 40 |
1,075.51 |
795.25 |
280.26 |
27.3% |
32.64 |
3.2% |
82% |
False |
False |
|
| 60 |
1,075.51 |
795.25 |
280.26 |
27.3% |
31.25 |
3.0% |
82% |
False |
False |
|
| 80 |
1,075.51 |
795.25 |
280.26 |
27.3% |
33.10 |
3.2% |
82% |
False |
False |
|
| 100 |
1,075.51 |
795.25 |
280.26 |
27.3% |
36.09 |
3.5% |
82% |
False |
False |
|
| 120 |
1,213.18 |
795.25 |
417.93 |
40.7% |
37.12 |
3.6% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.82 |
|
2.618 |
1,116.76 |
|
1.618 |
1,089.76 |
|
1.000 |
1,073.07 |
|
0.618 |
1,062.76 |
|
HIGH |
1,046.07 |
|
0.618 |
1,035.76 |
|
0.500 |
1,032.57 |
|
0.382 |
1,029.38 |
|
LOW |
1,019.07 |
|
0.618 |
1,002.38 |
|
1.000 |
992.07 |
|
1.618 |
975.38 |
|
2.618 |
948.38 |
|
4.250 |
904.32 |
|
|