| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2002 |
20-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
1,037.26 |
1,028.57 |
-8.69 |
-0.8% |
1,004.41 |
| High |
1,046.07 |
1,071.31 |
25.24 |
2.4% |
1,062.86 |
| Low |
1,019.07 |
1,028.12 |
9.05 |
0.9% |
972.34 |
| Close |
1,025.96 |
1,070.53 |
44.57 |
4.3% |
1,061.28 |
| Range |
27.00 |
43.19 |
16.19 |
60.0% |
90.52 |
| ATR |
36.17 |
36.83 |
0.66 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,186.22 |
1,171.57 |
1,094.28 |
|
| R3 |
1,143.03 |
1,128.38 |
1,082.41 |
|
| R2 |
1,099.84 |
1,099.84 |
1,078.45 |
|
| R1 |
1,085.19 |
1,085.19 |
1,074.49 |
1,092.52 |
| PP |
1,056.65 |
1,056.65 |
1,056.65 |
1,060.32 |
| S1 |
1,042.00 |
1,042.00 |
1,066.57 |
1,049.33 |
| S2 |
1,013.46 |
1,013.46 |
1,062.61 |
|
| S3 |
970.27 |
998.81 |
1,058.65 |
|
| S4 |
927.08 |
955.62 |
1,046.78 |
|
|
| 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 |
1,019.07 |
56.44 |
5.3% |
31.66 |
3.0% |
91% |
False |
False |
|
| 10 |
1,075.51 |
972.34 |
103.17 |
9.6% |
32.90 |
3.1% |
95% |
False |
False |
|
| 20 |
1,075.51 |
941.17 |
134.34 |
12.5% |
33.31 |
3.1% |
96% |
False |
False |
|
| 40 |
1,075.51 |
795.25 |
280.26 |
26.2% |
32.80 |
3.1% |
98% |
False |
False |
|
| 60 |
1,075.51 |
795.25 |
280.26 |
26.2% |
31.13 |
2.9% |
98% |
False |
False |
|
| 80 |
1,075.51 |
795.25 |
280.26 |
26.2% |
33.12 |
3.1% |
98% |
False |
False |
|
| 100 |
1,075.51 |
795.25 |
280.26 |
26.2% |
36.01 |
3.4% |
98% |
False |
False |
|
| 120 |
1,196.67 |
795.25 |
401.42 |
37.5% |
37.03 |
3.5% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,254.87 |
|
2.618 |
1,184.38 |
|
1.618 |
1,141.19 |
|
1.000 |
1,114.50 |
|
0.618 |
1,098.00 |
|
HIGH |
1,071.31 |
|
0.618 |
1,054.81 |
|
0.500 |
1,049.72 |
|
0.382 |
1,044.62 |
|
LOW |
1,028.12 |
|
0.618 |
1,001.43 |
|
1.000 |
984.93 |
|
1.618 |
958.24 |
|
2.618 |
915.05 |
|
4.250 |
844.56 |
|
|