Day Change Summary |
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Previous |
Current |
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04-Dec-2001 |
05-Dec-2001 |
Change |
Change % |
Previous Week |
Open |
1,582.07 |
1,653.63 |
71.56 |
4.5% |
1,590.05 |
High |
1,634.55 |
1,731.29 |
96.74 |
5.9% |
1,644.38 |
Low |
1,577.34 |
1,653.63 |
76.29 |
4.8% |
1,557.03 |
Close |
1,634.27 |
1,720.91 |
86.64 |
5.3% |
1,596.05 |
Range |
57.21 |
77.66 |
20.45 |
35.7% |
87.35 |
ATR |
51.84 |
55.07 |
3.23 |
6.2% |
0.00 |
Volume |
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Daily Pivots for day following 05-Dec-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.92 |
1,905.58 |
1,763.62 |
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R3 |
1,857.26 |
1,827.92 |
1,742.27 |
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R2 |
1,779.60 |
1,779.60 |
1,735.15 |
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R1 |
1,750.26 |
1,750.26 |
1,728.03 |
1,764.93 |
PP |
1,701.94 |
1,701.94 |
1,701.94 |
1,709.28 |
S1 |
1,672.60 |
1,672.60 |
1,713.79 |
1,687.27 |
S2 |
1,624.28 |
1,624.28 |
1,706.67 |
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S3 |
1,546.62 |
1,594.94 |
1,699.55 |
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S4 |
1,468.96 |
1,517.28 |
1,678.20 |
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Weekly Pivots for week ending 30-Nov-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.20 |
1,815.98 |
1,644.09 |
|
R3 |
1,773.85 |
1,728.63 |
1,620.07 |
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R2 |
1,686.50 |
1,686.50 |
1,612.06 |
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R1 |
1,641.28 |
1,641.28 |
1,604.06 |
1,663.89 |
PP |
1,599.15 |
1,599.15 |
1,599.15 |
1,610.46 |
S1 |
1,553.93 |
1,553.93 |
1,588.04 |
1,576.54 |
S2 |
1,511.80 |
1,511.80 |
1,580.04 |
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S3 |
1,424.45 |
1,466.58 |
1,572.03 |
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S4 |
1,337.10 |
1,379.23 |
1,548.01 |
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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 |
1,731.29 |
1,558.65 |
172.64 |
10.0% |
46.12 |
2.7% |
94% |
True |
False |
|
10 |
1,731.29 |
1,526.08 |
205.21 |
11.9% |
47.03 |
2.7% |
95% |
True |
False |
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20 |
1,731.29 |
1,463.12 |
268.17 |
15.6% |
48.90 |
2.8% |
96% |
True |
False |
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40 |
1,731.29 |
1,235.42 |
495.87 |
28.8% |
53.00 |
3.1% |
98% |
True |
False |
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60 |
1,731.29 |
1,088.96 |
642.33 |
37.3% |
56.08 |
3.3% |
98% |
True |
False |
|
80 |
1,731.29 |
1,088.96 |
642.33 |
37.3% |
55.75 |
3.2% |
98% |
True |
False |
|
100 |
1,782.52 |
1,088.96 |
693.56 |
40.3% |
54.64 |
3.2% |
91% |
False |
False |
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120 |
1,875.29 |
1,088.96 |
786.33 |
45.7% |
56.24 |
3.3% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,061.35 |
2.618 |
1,934.60 |
1.618 |
1,856.94 |
1.000 |
1,808.95 |
0.618 |
1,779.28 |
HIGH |
1,731.29 |
0.618 |
1,701.62 |
0.500 |
1,692.46 |
0.382 |
1,683.30 |
LOW |
1,653.63 |
0.618 |
1,605.64 |
1.000 |
1,575.97 |
1.618 |
1,527.98 |
2.618 |
1,450.32 |
4.250 |
1,323.58 |
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