| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2003 |
25-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
1,064.65 |
1,051.71 |
-12.94 |
-1.2% |
1,021.97 |
| High |
1,068.46 |
1,075.43 |
6.97 |
0.7% |
1,099.61 |
| Low |
1,045.65 |
1,047.06 |
1.41 |
0.1% |
1,018.76 |
| Close |
1,047.10 |
1,066.57 |
19.47 |
1.9% |
1,093.12 |
| Range |
22.81 |
28.37 |
5.56 |
24.4% |
80.85 |
| ATR |
29.27 |
29.20 |
-0.06 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.13 |
1,135.72 |
1,082.17 |
|
| R3 |
1,119.76 |
1,107.35 |
1,074.37 |
|
| R2 |
1,091.39 |
1,091.39 |
1,071.77 |
|
| R1 |
1,078.98 |
1,078.98 |
1,069.17 |
1,085.19 |
| PP |
1,063.02 |
1,063.02 |
1,063.02 |
1,066.12 |
| S1 |
1,050.61 |
1,050.61 |
1,063.97 |
1,056.82 |
| S2 |
1,034.65 |
1,034.65 |
1,061.37 |
|
| S3 |
1,006.28 |
1,022.24 |
1,058.77 |
|
| S4 |
977.91 |
993.87 |
1,050.97 |
|
|
| Weekly Pivots for week ending 21-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.05 |
1,283.93 |
1,137.59 |
|
| R3 |
1,232.20 |
1,203.08 |
1,115.35 |
|
| R2 |
1,151.35 |
1,151.35 |
1,107.94 |
|
| R1 |
1,122.23 |
1,122.23 |
1,100.53 |
1,136.79 |
| PP |
1,070.50 |
1,070.50 |
1,070.50 |
1,077.78 |
| S1 |
1,041.38 |
1,041.38 |
1,085.71 |
1,055.94 |
| S2 |
989.65 |
989.65 |
1,078.30 |
|
| S3 |
908.80 |
960.53 |
1,070.89 |
|
| S4 |
827.95 |
879.68 |
1,048.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,099.61 |
1,045.65 |
53.96 |
5.1% |
26.55 |
2.5% |
39% |
False |
False |
|
| 10 |
1,099.61 |
946.79 |
152.82 |
14.3% |
30.54 |
2.9% |
78% |
False |
False |
|
| 20 |
1,099.61 |
946.79 |
152.82 |
14.3% |
26.04 |
2.4% |
78% |
False |
False |
|
| 40 |
1,099.61 |
938.52 |
161.09 |
15.1% |
25.76 |
2.4% |
79% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
15.5% |
26.00 |
2.4% |
77% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
20.4% |
26.27 |
2.5% |
59% |
False |
False |
|
| 100 |
1,155.68 |
938.52 |
217.16 |
20.4% |
27.47 |
2.6% |
59% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
33.8% |
28.28 |
2.7% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,196.00 |
|
2.618 |
1,149.70 |
|
1.618 |
1,121.33 |
|
1.000 |
1,103.80 |
|
0.618 |
1,092.96 |
|
HIGH |
1,075.43 |
|
0.618 |
1,064.59 |
|
0.500 |
1,061.25 |
|
0.382 |
1,057.90 |
|
LOW |
1,047.06 |
|
0.618 |
1,029.53 |
|
1.000 |
1,018.69 |
|
1.618 |
1,001.16 |
|
2.618 |
972.79 |
|
4.250 |
926.49 |
|
|