| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2003 |
14-May-2003 |
Change |
Change % |
Previous Week |
| Open |
1,152.75 |
1,161.47 |
8.72 |
0.8% |
1,139.60 |
| High |
1,165.53 |
1,165.20 |
-0.33 |
0.0% |
1,161.00 |
| Low |
1,148.51 |
1,140.77 |
-7.74 |
-0.7% |
1,116.67 |
| Close |
1,155.97 |
1,148.14 |
-7.83 |
-0.7% |
1,143.55 |
| Range |
17.02 |
24.43 |
7.41 |
43.5% |
44.33 |
| ATR |
24.00 |
24.03 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.66 |
1,210.83 |
1,161.58 |
|
| R3 |
1,200.23 |
1,186.40 |
1,154.86 |
|
| R2 |
1,175.80 |
1,175.80 |
1,152.62 |
|
| R1 |
1,161.97 |
1,161.97 |
1,150.38 |
1,156.67 |
| PP |
1,151.37 |
1,151.37 |
1,151.37 |
1,148.72 |
| S1 |
1,137.54 |
1,137.54 |
1,145.90 |
1,132.24 |
| S2 |
1,126.94 |
1,126.94 |
1,143.66 |
|
| S3 |
1,102.51 |
1,113.11 |
1,141.42 |
|
| S4 |
1,078.08 |
1,088.68 |
1,134.70 |
|
|
| Weekly Pivots for week ending 09-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.40 |
1,252.80 |
1,167.93 |
|
| R3 |
1,229.07 |
1,208.47 |
1,155.74 |
|
| R2 |
1,184.74 |
1,184.74 |
1,151.68 |
|
| R1 |
1,164.14 |
1,164.14 |
1,147.61 |
1,174.44 |
| PP |
1,140.41 |
1,140.41 |
1,140.41 |
1,145.56 |
| S1 |
1,119.81 |
1,119.81 |
1,139.49 |
1,130.11 |
| S2 |
1,096.08 |
1,096.08 |
1,135.42 |
|
| S3 |
1,051.75 |
1,075.48 |
1,131.36 |
|
| S4 |
1,007.42 |
1,031.15 |
1,119.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,165.53 |
1,116.67 |
48.86 |
4.3% |
20.95 |
1.8% |
64% |
False |
False |
|
| 10 |
1,165.53 |
1,094.42 |
71.11 |
6.2% |
22.56 |
2.0% |
76% |
False |
False |
|
| 20 |
1,165.53 |
1,051.36 |
114.17 |
9.9% |
22.73 |
2.0% |
85% |
False |
False |
|
| 40 |
1,165.53 |
1,014.96 |
150.57 |
13.1% |
22.90 |
2.0% |
88% |
False |
False |
|
| 60 |
1,165.53 |
946.79 |
218.74 |
19.1% |
23.73 |
2.1% |
92% |
False |
False |
|
| 80 |
1,165.53 |
938.52 |
227.01 |
19.8% |
24.30 |
2.1% |
92% |
False |
False |
|
| 100 |
1,165.53 |
938.52 |
227.01 |
19.8% |
24.56 |
2.1% |
92% |
False |
False |
|
| 120 |
1,165.53 |
938.52 |
227.01 |
19.8% |
25.42 |
2.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.03 |
|
2.618 |
1,229.16 |
|
1.618 |
1,204.73 |
|
1.000 |
1,189.63 |
|
0.618 |
1,180.30 |
|
HIGH |
1,165.20 |
|
0.618 |
1,155.87 |
|
0.500 |
1,152.99 |
|
0.382 |
1,150.10 |
|
LOW |
1,140.77 |
|
0.618 |
1,125.67 |
|
1.000 |
1,116.34 |
|
1.618 |
1,101.24 |
|
2.618 |
1,076.81 |
|
4.250 |
1,036.94 |
|
|