| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2003 |
19-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
1,075.30 |
1,078.19 |
2.89 |
0.3% |
977.95 |
| High |
1,082.20 |
1,083.11 |
0.91 |
0.1% |
1,042.56 |
| Low |
1,063.22 |
1,058.81 |
-4.41 |
-0.4% |
946.79 |
| Close |
1,082.19 |
1,074.97 |
-7.22 |
-0.7% |
1,030.45 |
| Range |
18.98 |
24.30 |
5.32 |
28.0% |
95.77 |
| ATR |
28.06 |
27.79 |
-0.27 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,145.20 |
1,134.38 |
1,088.34 |
|
| R3 |
1,120.90 |
1,110.08 |
1,081.65 |
|
| R2 |
1,096.60 |
1,096.60 |
1,079.43 |
|
| R1 |
1,085.78 |
1,085.78 |
1,077.20 |
1,079.04 |
| PP |
1,072.30 |
1,072.30 |
1,072.30 |
1,068.93 |
| S1 |
1,061.48 |
1,061.48 |
1,072.74 |
1,054.74 |
| S2 |
1,048.00 |
1,048.00 |
1,070.52 |
|
| S3 |
1,023.70 |
1,037.18 |
1,068.29 |
|
| S4 |
999.40 |
1,012.88 |
1,061.61 |
|
|
| 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 |
1,083.11 |
981.58 |
101.53 |
9.4% |
34.46 |
3.2% |
92% |
True |
False |
|
| 10 |
1,083.11 |
946.79 |
136.32 |
12.7% |
27.72 |
2.6% |
94% |
True |
False |
|
| 20 |
1,083.11 |
946.79 |
136.32 |
12.7% |
25.58 |
2.4% |
94% |
True |
False |
|
| 40 |
1,083.11 |
938.52 |
144.59 |
13.5% |
25.82 |
2.4% |
94% |
True |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
15.4% |
25.48 |
2.4% |
82% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
20.2% |
26.44 |
2.5% |
63% |
False |
False |
|
| 100 |
1,155.68 |
938.52 |
217.16 |
20.2% |
27.81 |
2.6% |
63% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
33.5% |
28.56 |
2.7% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,186.39 |
|
2.618 |
1,146.73 |
|
1.618 |
1,122.43 |
|
1.000 |
1,107.41 |
|
0.618 |
1,098.13 |
|
HIGH |
1,083.11 |
|
0.618 |
1,073.83 |
|
0.500 |
1,070.96 |
|
0.382 |
1,068.09 |
|
LOW |
1,058.81 |
|
0.618 |
1,043.79 |
|
1.000 |
1,034.51 |
|
1.618 |
1,019.49 |
|
2.618 |
995.19 |
|
4.250 |
955.54 |
|
|