| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2003 |
18-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
1,021.97 |
1,075.30 |
53.33 |
5.2% |
977.95 |
| High |
1,077.14 |
1,082.20 |
5.06 |
0.5% |
1,042.56 |
| Low |
1,018.76 |
1,063.22 |
44.46 |
4.4% |
946.79 |
| Close |
1,077.01 |
1,082.19 |
5.18 |
0.5% |
1,030.45 |
| Range |
58.38 |
18.98 |
-39.40 |
-67.5% |
95.77 |
| ATR |
28.76 |
28.06 |
-0.70 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,132.81 |
1,126.48 |
1,092.63 |
|
| R3 |
1,113.83 |
1,107.50 |
1,087.41 |
|
| R2 |
1,094.85 |
1,094.85 |
1,085.67 |
|
| R1 |
1,088.52 |
1,088.52 |
1,083.93 |
1,091.69 |
| PP |
1,075.87 |
1,075.87 |
1,075.87 |
1,077.45 |
| S1 |
1,069.54 |
1,069.54 |
1,080.45 |
1,072.71 |
| S2 |
1,056.89 |
1,056.89 |
1,078.71 |
|
| S3 |
1,037.91 |
1,050.56 |
1,076.97 |
|
| S4 |
1,018.93 |
1,031.58 |
1,071.75 |
|
|
| 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 |
1,082.20 |
946.79 |
135.41 |
12.5% |
34.52 |
3.2% |
100% |
True |
False |
|
| 10 |
1,082.20 |
946.79 |
135.41 |
12.5% |
26.97 |
2.5% |
100% |
True |
False |
|
| 20 |
1,082.20 |
946.79 |
135.41 |
12.5% |
25.39 |
2.3% |
100% |
True |
False |
|
| 40 |
1,082.20 |
938.52 |
143.68 |
13.3% |
25.69 |
2.4% |
100% |
True |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
15.3% |
25.67 |
2.4% |
87% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
20.1% |
26.67 |
2.5% |
66% |
False |
False |
|
| 100 |
1,155.68 |
938.52 |
217.16 |
20.1% |
27.94 |
2.6% |
66% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
33.3% |
28.66 |
2.6% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.87 |
|
2.618 |
1,131.89 |
|
1.618 |
1,112.91 |
|
1.000 |
1,101.18 |
|
0.618 |
1,093.93 |
|
HIGH |
1,082.20 |
|
0.618 |
1,074.95 |
|
0.500 |
1,072.71 |
|
0.382 |
1,070.47 |
|
LOW |
1,063.22 |
|
0.618 |
1,051.49 |
|
1.000 |
1,044.24 |
|
1.618 |
1,032.51 |
|
2.618 |
1,013.53 |
|
4.250 |
982.56 |
|
|