| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2003 |
02-May-2003 |
Change |
Change % |
Previous Week |
| Open |
1,104.38 |
1,109.92 |
5.54 |
0.5% |
1,086.58 |
| High |
1,119.67 |
1,137.45 |
17.78 |
1.6% |
1,137.45 |
| Low |
1,094.42 |
1,109.66 |
15.24 |
1.4% |
1,084.77 |
| Close |
1,113.21 |
1,136.51 |
23.30 |
2.1% |
1,136.51 |
| Range |
25.25 |
27.79 |
2.54 |
10.1% |
52.68 |
| ATR |
24.62 |
24.85 |
0.23 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.24 |
1,201.67 |
1,151.79 |
|
| R3 |
1,183.45 |
1,173.88 |
1,144.15 |
|
| R2 |
1,155.66 |
1,155.66 |
1,141.60 |
|
| R1 |
1,146.09 |
1,146.09 |
1,139.06 |
1,150.88 |
| PP |
1,127.87 |
1,127.87 |
1,127.87 |
1,130.27 |
| S1 |
1,118.30 |
1,118.30 |
1,133.96 |
1,123.09 |
| S2 |
1,100.08 |
1,100.08 |
1,131.42 |
|
| S3 |
1,072.29 |
1,090.51 |
1,128.87 |
|
| S4 |
1,044.50 |
1,062.72 |
1,121.23 |
|
|
| Weekly Pivots for week ending 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.62 |
1,259.74 |
1,165.48 |
|
| R3 |
1,224.94 |
1,207.06 |
1,151.00 |
|
| R2 |
1,172.26 |
1,172.26 |
1,146.17 |
|
| R1 |
1,154.38 |
1,154.38 |
1,141.34 |
1,163.32 |
| PP |
1,119.58 |
1,119.58 |
1,119.58 |
1,124.05 |
| S1 |
1,101.70 |
1,101.70 |
1,131.68 |
1,110.64 |
| S2 |
1,066.90 |
1,066.90 |
1,126.85 |
|
| S3 |
1,014.22 |
1,049.02 |
1,122.02 |
|
| S4 |
961.54 |
996.34 |
1,107.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,137.45 |
1,084.77 |
52.68 |
4.6% |
22.80 |
2.0% |
98% |
True |
False |
|
| 10 |
1,137.45 |
1,070.86 |
66.59 |
5.9% |
22.19 |
2.0% |
99% |
True |
False |
|
| 20 |
1,137.45 |
1,018.17 |
119.28 |
10.5% |
24.14 |
2.1% |
99% |
True |
False |
|
| 40 |
1,137.45 |
946.79 |
190.66 |
16.8% |
24.53 |
2.2% |
100% |
True |
False |
|
| 60 |
1,137.45 |
938.52 |
198.93 |
17.5% |
24.15 |
2.1% |
100% |
True |
False |
|
| 80 |
1,137.45 |
938.52 |
198.93 |
17.5% |
24.88 |
2.2% |
100% |
True |
False |
|
| 100 |
1,137.45 |
938.52 |
198.93 |
17.5% |
24.95 |
2.2% |
100% |
True |
False |
|
| 120 |
1,155.68 |
938.52 |
217.16 |
19.1% |
26.11 |
2.3% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.56 |
|
2.618 |
1,210.20 |
|
1.618 |
1,182.41 |
|
1.000 |
1,165.24 |
|
0.618 |
1,154.62 |
|
HIGH |
1,137.45 |
|
0.618 |
1,126.83 |
|
0.500 |
1,123.56 |
|
0.382 |
1,120.28 |
|
LOW |
1,109.66 |
|
0.618 |
1,092.49 |
|
1.000 |
1,081.87 |
|
1.618 |
1,064.70 |
|
2.618 |
1,036.91 |
|
4.250 |
991.55 |
|
|