| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2003 |
27-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
1,065.78 |
1,055.70 |
-10.08 |
-0.9% |
1,021.97 |
| High |
1,074.98 |
1,070.67 |
-4.31 |
-0.4% |
1,099.61 |
| Low |
1,060.05 |
1,049.50 |
-10.55 |
-1.0% |
1,018.76 |
| Close |
1,066.30 |
1,061.93 |
-4.37 |
-0.4% |
1,093.12 |
| Range |
14.93 |
21.17 |
6.24 |
41.8% |
80.85 |
| ATR |
28.18 |
27.68 |
-0.50 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,124.21 |
1,114.24 |
1,073.57 |
|
| R3 |
1,103.04 |
1,093.07 |
1,067.75 |
|
| R2 |
1,081.87 |
1,081.87 |
1,065.81 |
|
| R1 |
1,071.90 |
1,071.90 |
1,063.87 |
1,076.89 |
| PP |
1,060.70 |
1,060.70 |
1,060.70 |
1,063.19 |
| S1 |
1,050.73 |
1,050.73 |
1,059.99 |
1,055.72 |
| S2 |
1,039.53 |
1,039.53 |
1,058.05 |
|
| S3 |
1,018.36 |
1,029.56 |
1,056.11 |
|
| S4 |
997.19 |
1,008.39 |
1,050.29 |
|
|
| 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% |
21.65 |
2.0% |
30% |
False |
False |
|
| 10 |
1,099.61 |
1,018.76 |
80.85 |
7.6% |
26.86 |
2.5% |
53% |
False |
False |
|
| 20 |
1,099.61 |
946.79 |
152.82 |
14.4% |
25.22 |
2.4% |
75% |
False |
False |
|
| 40 |
1,099.61 |
938.52 |
161.09 |
15.2% |
25.05 |
2.4% |
77% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
15.6% |
25.85 |
2.4% |
74% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
20.4% |
26.15 |
2.5% |
57% |
False |
False |
|
| 100 |
1,155.68 |
938.52 |
217.16 |
20.4% |
27.23 |
2.6% |
57% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
33.9% |
28.04 |
2.6% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.64 |
|
2.618 |
1,126.09 |
|
1.618 |
1,104.92 |
|
1.000 |
1,091.84 |
|
0.618 |
1,083.75 |
|
HIGH |
1,070.67 |
|
0.618 |
1,062.58 |
|
0.500 |
1,060.09 |
|
0.382 |
1,057.59 |
|
LOW |
1,049.50 |
|
0.618 |
1,036.42 |
|
1.000 |
1,028.33 |
|
1.618 |
1,015.25 |
|
2.618 |
994.08 |
|
4.250 |
959.53 |
|
|