| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2002 |
25-Nov-2002 |
Change |
Change % |
Previous Week |
| Open |
1,102.64 |
1,118.01 |
15.37 |
1.4% |
1,073.89 |
| High |
1,122.51 |
1,133.73 |
11.22 |
1.0% |
1,122.51 |
| Low |
1,099.70 |
1,108.47 |
8.77 |
0.8% |
1,019.07 |
| Close |
1,116.01 |
1,127.06 |
11.05 |
1.0% |
1,116.01 |
| Range |
22.81 |
25.26 |
2.45 |
10.7% |
103.44 |
| ATR |
36.61 |
35.80 |
-0.81 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.87 |
1,188.22 |
1,140.95 |
|
| R3 |
1,173.61 |
1,162.96 |
1,134.01 |
|
| R2 |
1,148.35 |
1,148.35 |
1,131.69 |
|
| R1 |
1,137.70 |
1,137.70 |
1,129.38 |
1,143.03 |
| PP |
1,123.09 |
1,123.09 |
1,123.09 |
1,125.75 |
| S1 |
1,112.44 |
1,112.44 |
1,124.74 |
1,117.77 |
| S2 |
1,097.83 |
1,097.83 |
1,122.43 |
|
| S3 |
1,072.57 |
1,087.18 |
1,120.11 |
|
| S4 |
1,047.31 |
1,061.92 |
1,113.17 |
|
|
| Weekly Pivots for week ending 22-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.18 |
1,359.54 |
1,172.90 |
|
| R3 |
1,292.74 |
1,256.10 |
1,144.46 |
|
| R2 |
1,189.30 |
1,189.30 |
1,134.97 |
|
| R1 |
1,152.66 |
1,152.66 |
1,125.49 |
1,170.98 |
| PP |
1,085.86 |
1,085.86 |
1,085.86 |
1,095.03 |
| S1 |
1,049.22 |
1,049.22 |
1,106.53 |
1,067.54 |
| S2 |
982.42 |
982.42 |
1,097.05 |
|
| S3 |
878.98 |
945.78 |
1,087.56 |
|
| S4 |
775.54 |
842.34 |
1,059.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,133.73 |
1,019.07 |
114.66 |
10.2% |
31.21 |
2.8% |
94% |
True |
False |
|
| 10 |
1,133.73 |
982.24 |
151.49 |
13.4% |
31.82 |
2.8% |
96% |
True |
False |
|
| 20 |
1,133.73 |
941.17 |
192.56 |
17.1% |
32.53 |
2.9% |
97% |
True |
False |
|
| 40 |
1,133.73 |
795.25 |
338.48 |
30.0% |
32.57 |
2.9% |
98% |
True |
False |
|
| 60 |
1,133.73 |
795.25 |
338.48 |
30.0% |
30.94 |
2.7% |
98% |
True |
False |
|
| 80 |
1,133.73 |
795.25 |
338.48 |
30.0% |
32.73 |
2.9% |
98% |
True |
False |
|
| 100 |
1,133.73 |
795.25 |
338.48 |
30.0% |
35.66 |
3.2% |
98% |
True |
False |
|
| 120 |
1,163.46 |
795.25 |
368.21 |
32.7% |
36.87 |
3.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,241.09 |
|
2.618 |
1,199.86 |
|
1.618 |
1,174.60 |
|
1.000 |
1,158.99 |
|
0.618 |
1,149.34 |
|
HIGH |
1,133.73 |
|
0.618 |
1,124.08 |
|
0.500 |
1,121.10 |
|
0.382 |
1,118.12 |
|
LOW |
1,108.47 |
|
0.618 |
1,092.86 |
|
1.000 |
1,083.21 |
|
1.618 |
1,067.60 |
|
2.618 |
1,042.34 |
|
4.250 |
1,001.12 |
|
|