Day Change Summary |
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Previous |
Current |
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27-Nov-2001 |
28-Nov-2001 |
Change |
Change % |
Previous Week |
Open |
1,607.61 |
1,594.88 |
-12.73 |
-0.8% |
1,597.80 |
High |
1,644.38 |
1,620.15 |
-24.23 |
-1.5% |
1,618.19 |
Low |
1,575.48 |
1,557.03 |
-18.45 |
-1.2% |
1,526.08 |
Close |
1,609.87 |
1,557.03 |
-52.84 |
-3.3% |
1,577.47 |
Range |
68.90 |
63.12 |
-5.78 |
-8.4% |
92.11 |
ATR |
54.15 |
54.79 |
0.64 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 28-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.43 |
1,725.35 |
1,591.75 |
|
R3 |
1,704.31 |
1,662.23 |
1,574.39 |
|
R2 |
1,641.19 |
1,641.19 |
1,568.60 |
|
R1 |
1,599.11 |
1,599.11 |
1,562.82 |
1,588.59 |
PP |
1,578.07 |
1,578.07 |
1,578.07 |
1,572.81 |
S1 |
1,535.99 |
1,535.99 |
1,551.24 |
1,525.47 |
S2 |
1,514.95 |
1,514.95 |
1,545.46 |
|
S3 |
1,451.83 |
1,472.87 |
1,539.67 |
|
S4 |
1,388.71 |
1,409.75 |
1,522.31 |
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Weekly Pivots for week ending 23-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.24 |
1,805.97 |
1,628.13 |
|
R3 |
1,758.13 |
1,713.86 |
1,602.80 |
|
R2 |
1,666.02 |
1,666.02 |
1,594.36 |
|
R1 |
1,621.75 |
1,621.75 |
1,585.91 |
1,597.83 |
PP |
1,573.91 |
1,573.91 |
1,573.91 |
1,561.96 |
S1 |
1,529.64 |
1,529.64 |
1,569.03 |
1,505.72 |
S2 |
1,481.80 |
1,481.80 |
1,560.58 |
|
S3 |
1,389.69 |
1,437.53 |
1,552.14 |
|
S4 |
1,297.58 |
1,345.42 |
1,526.81 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,644.38 |
1,526.08 |
118.30 |
7.6% |
47.95 |
3.1% |
26% |
False |
False |
|
10 |
1,644.38 |
1,526.08 |
118.30 |
7.6% |
46.77 |
3.0% |
26% |
False |
False |
|
20 |
1,644.38 |
1,354.74 |
289.64 |
18.6% |
49.93 |
3.2% |
70% |
False |
False |
|
40 |
1,644.38 |
1,139.21 |
505.17 |
32.4% |
56.28 |
3.6% |
83% |
False |
False |
|
60 |
1,644.38 |
1,088.96 |
555.42 |
35.7% |
57.17 |
3.7% |
84% |
False |
False |
|
80 |
1,766.58 |
1,088.96 |
677.62 |
43.5% |
55.03 |
3.5% |
69% |
False |
False |
|
100 |
1,832.01 |
1,088.96 |
743.05 |
47.7% |
55.29 |
3.6% |
63% |
False |
False |
|
120 |
1,963.83 |
1,088.96 |
874.87 |
56.2% |
57.20 |
3.7% |
54% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,888.41 |
2.618 |
1,785.40 |
1.618 |
1,722.28 |
1.000 |
1,683.27 |
0.618 |
1,659.16 |
HIGH |
1,620.15 |
0.618 |
1,596.04 |
0.500 |
1,588.59 |
0.382 |
1,581.14 |
LOW |
1,557.03 |
0.618 |
1,518.02 |
1.000 |
1,493.91 |
1.618 |
1,454.90 |
2.618 |
1,391.78 |
4.250 |
1,288.77 |
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