Get and show AJAX response while AJAX is working yet

function CallAJAX() {
    var url = "MyAJAX.ashx";
    xmlRequest.open("POST", url);
    xmlRequest.onreadystatechange = function () { ApplyUpdateCallAJAX() }
    xmlRequest.send(null);
}

function ApplyUpdateCallAJAX() {
    if (xmlRequest.readyState == 4) {
        if (xmlRequest.status == 200) {
            var response = xmlRequest.responseText;
            document.getElementById("resultDIV").innerHTML = response;
        }
    }
}

...
...
HttpResponse response = context.Response;
response.ContentType = "text/html";
...

response.Write("Connecting...");
// connecting to database - for example takes 10 seconds !

...
response.Write("Reading...");
// reading data from database - for example takes 5 seconds !

...