| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2003 |
14-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
990.36 |
1,034.43 |
44.07 |
4.4% |
977.95 |
| High |
1,029.84 |
1,042.56 |
12.72 |
1.2% |
1,042.56 |
| Low |
981.58 |
1,020.17 |
38.59 |
3.9% |
946.79 |
| Close |
1,029.79 |
1,030.45 |
0.66 |
0.1% |
1,030.45 |
| Range |
48.26 |
22.39 |
-25.87 |
-53.6% |
95.77 |
| ATR |
26.79 |
26.48 |
-0.31 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,098.23 |
1,086.73 |
1,042.76 |
|
| R3 |
1,075.84 |
1,064.34 |
1,036.61 |
|
| R2 |
1,053.45 |
1,053.45 |
1,034.55 |
|
| R1 |
1,041.95 |
1,041.95 |
1,032.50 |
1,036.51 |
| PP |
1,031.06 |
1,031.06 |
1,031.06 |
1,028.34 |
| S1 |
1,019.56 |
1,019.56 |
1,028.40 |
1,014.12 |
| S2 |
1,008.67 |
1,008.67 |
1,026.35 |
|
| S3 |
986.28 |
997.17 |
1,024.29 |
|
| S4 |
963.89 |
974.78 |
1,018.14 |
|
|
| Weekly Pivots for week ending 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.91 |
1,257.95 |
1,083.12 |
|
| R3 |
1,198.14 |
1,162.18 |
1,056.79 |
|
| R2 |
1,102.37 |
1,102.37 |
1,048.01 |
|
| R1 |
1,066.41 |
1,066.41 |
1,039.23 |
1,084.39 |
| PP |
1,006.60 |
1,006.60 |
1,006.60 |
1,015.59 |
| S1 |
970.64 |
970.64 |
1,021.67 |
988.62 |
| S2 |
910.83 |
910.83 |
1,012.89 |
|
| S3 |
815.06 |
874.87 |
1,004.11 |
|
| S4 |
719.29 |
779.10 |
977.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,042.56 |
946.79 |
95.77 |
9.3% |
26.51 |
2.6% |
87% |
True |
False |
|
| 10 |
1,042.56 |
946.79 |
95.77 |
9.3% |
23.97 |
2.3% |
87% |
True |
False |
|
| 20 |
1,042.56 |
946.79 |
95.77 |
9.3% |
24.27 |
2.4% |
87% |
True |
False |
|
| 40 |
1,084.36 |
938.52 |
145.84 |
14.2% |
25.02 |
2.4% |
63% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
16.1% |
25.07 |
2.4% |
55% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.1% |
26.43 |
2.6% |
42% |
False |
False |
|
| 100 |
1,155.68 |
937.55 |
218.13 |
21.2% |
27.88 |
2.7% |
43% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.0% |
28.50 |
2.8% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,137.72 |
|
2.618 |
1,101.18 |
|
1.618 |
1,078.79 |
|
1.000 |
1,064.95 |
|
0.618 |
1,056.40 |
|
HIGH |
1,042.56 |
|
0.618 |
1,034.01 |
|
0.500 |
1,031.37 |
|
0.382 |
1,028.72 |
|
LOW |
1,020.17 |
|
0.618 |
1,006.33 |
|
1.000 |
997.78 |
|
1.618 |
983.94 |
|
2.618 |
961.55 |
|
4.250 |
925.01 |
|
|