| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2002 |
21-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
1,028.57 |
1,082.92 |
54.35 |
5.3% |
1,004.41 |
| High |
1,071.31 |
1,119.17 |
47.86 |
4.5% |
1,062.86 |
| Low |
1,028.12 |
1,081.40 |
53.28 |
5.2% |
972.34 |
| Close |
1,070.53 |
1,118.14 |
47.61 |
4.4% |
1,061.28 |
| Range |
43.19 |
37.77 |
-5.42 |
-12.5% |
90.52 |
| ATR |
36.83 |
37.67 |
0.84 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,219.55 |
1,206.61 |
1,138.91 |
|
| R3 |
1,181.78 |
1,168.84 |
1,128.53 |
|
| R2 |
1,144.01 |
1,144.01 |
1,125.06 |
|
| R1 |
1,131.07 |
1,131.07 |
1,121.60 |
1,137.54 |
| PP |
1,106.24 |
1,106.24 |
1,106.24 |
1,109.47 |
| S1 |
1,093.30 |
1,093.30 |
1,114.68 |
1,099.77 |
| S2 |
1,068.47 |
1,068.47 |
1,111.22 |
|
| S3 |
1,030.70 |
1,055.53 |
1,107.75 |
|
| S4 |
992.93 |
1,017.76 |
1,097.37 |
|
|
| 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 |
1,119.17 |
1,019.07 |
100.10 |
9.0% |
33.05 |
3.0% |
99% |
True |
False |
|
| 10 |
1,119.17 |
972.34 |
146.83 |
13.1% |
33.74 |
3.0% |
99% |
True |
False |
|
| 20 |
1,119.17 |
941.17 |
178.00 |
15.9% |
33.43 |
3.0% |
99% |
True |
False |
|
| 40 |
1,119.17 |
795.25 |
323.92 |
29.0% |
32.83 |
2.9% |
100% |
True |
False |
|
| 60 |
1,119.17 |
795.25 |
323.92 |
29.0% |
31.31 |
2.8% |
100% |
True |
False |
|
| 80 |
1,119.17 |
795.25 |
323.92 |
29.0% |
33.20 |
3.0% |
100% |
True |
False |
|
| 100 |
1,119.17 |
795.25 |
323.92 |
29.0% |
36.06 |
3.2% |
100% |
True |
False |
|
| 120 |
1,196.67 |
795.25 |
401.42 |
35.9% |
37.01 |
3.3% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.69 |
|
2.618 |
1,218.05 |
|
1.618 |
1,180.28 |
|
1.000 |
1,156.94 |
|
0.618 |
1,142.51 |
|
HIGH |
1,119.17 |
|
0.618 |
1,104.74 |
|
0.500 |
1,100.29 |
|
0.382 |
1,095.83 |
|
LOW |
1,081.40 |
|
0.618 |
1,058.06 |
|
1.000 |
1,043.63 |
|
1.618 |
1,020.29 |
|
2.618 |
982.52 |
|
4.250 |
920.88 |
|
|