| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2003 |
20-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
1,078.19 |
1,064.32 |
-13.87 |
-1.3% |
977.95 |
| High |
1,083.11 |
1,089.21 |
6.10 |
0.6% |
1,042.56 |
| Low |
1,058.81 |
1,052.92 |
-5.89 |
-0.6% |
946.79 |
| Close |
1,074.97 |
1,080.24 |
5.27 |
0.5% |
1,030.45 |
| Range |
24.30 |
36.29 |
11.99 |
49.3% |
95.77 |
| ATR |
27.79 |
28.40 |
0.61 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.99 |
1,167.91 |
1,100.20 |
|
| R3 |
1,146.70 |
1,131.62 |
1,090.22 |
|
| R2 |
1,110.41 |
1,110.41 |
1,086.89 |
|
| R1 |
1,095.33 |
1,095.33 |
1,083.57 |
1,102.87 |
| PP |
1,074.12 |
1,074.12 |
1,074.12 |
1,077.90 |
| S1 |
1,059.04 |
1,059.04 |
1,076.91 |
1,066.58 |
| S2 |
1,037.83 |
1,037.83 |
1,073.59 |
|
| S3 |
1,001.54 |
1,022.75 |
1,070.26 |
|
| S4 |
965.25 |
986.46 |
1,060.28 |
|
|
| 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 |
1,089.21 |
1,018.76 |
70.45 |
6.5% |
32.07 |
3.0% |
87% |
True |
False |
|
| 10 |
1,089.21 |
946.79 |
142.42 |
13.2% |
29.84 |
2.8% |
94% |
True |
False |
|
| 20 |
1,089.21 |
946.79 |
142.42 |
13.2% |
26.62 |
2.5% |
94% |
True |
False |
|
| 40 |
1,089.21 |
938.52 |
150.69 |
13.9% |
26.14 |
2.4% |
94% |
True |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
15.3% |
25.86 |
2.4% |
85% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
20.1% |
26.42 |
2.4% |
65% |
False |
False |
|
| 100 |
1,155.68 |
938.52 |
217.16 |
20.1% |
27.82 |
2.6% |
65% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
33.4% |
28.56 |
2.6% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,243.44 |
|
2.618 |
1,184.22 |
|
1.618 |
1,147.93 |
|
1.000 |
1,125.50 |
|
0.618 |
1,111.64 |
|
HIGH |
1,089.21 |
|
0.618 |
1,075.35 |
|
0.500 |
1,071.07 |
|
0.382 |
1,066.78 |
|
LOW |
1,052.92 |
|
0.618 |
1,030.49 |
|
1.000 |
1,016.63 |
|
1.618 |
994.20 |
|
2.618 |
957.91 |
|
4.250 |
898.69 |
|
|