| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2003 |
27-May-2003 |
Change |
Change % |
Previous Week |
| Open |
1,128.41 |
1,123.66 |
-4.75 |
-0.4% |
1,146.74 |
| High |
1,135.49 |
1,174.16 |
38.67 |
3.4% |
1,152.59 |
| Low |
1,125.24 |
1,123.25 |
-1.99 |
-0.2% |
1,103.20 |
| Close |
1,130.05 |
1,172.58 |
42.53 |
3.8% |
1,130.05 |
| Range |
10.25 |
50.91 |
40.66 |
396.7% |
49.39 |
| ATR |
22.42 |
24.46 |
2.03 |
9.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.39 |
1,291.90 |
1,200.58 |
|
| R3 |
1,258.48 |
1,240.99 |
1,186.58 |
|
| R2 |
1,207.57 |
1,207.57 |
1,181.91 |
|
| R1 |
1,190.08 |
1,190.08 |
1,177.25 |
1,198.83 |
| PP |
1,156.66 |
1,156.66 |
1,156.66 |
1,161.04 |
| S1 |
1,139.17 |
1,139.17 |
1,167.91 |
1,147.92 |
| S2 |
1,105.75 |
1,105.75 |
1,163.25 |
|
| S3 |
1,054.84 |
1,088.26 |
1,158.58 |
|
| S4 |
1,003.93 |
1,037.35 |
1,144.58 |
|
|
| Weekly Pivots for week ending 23-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.78 |
1,252.81 |
1,157.21 |
|
| R3 |
1,227.39 |
1,203.42 |
1,143.63 |
|
| R2 |
1,178.00 |
1,178.00 |
1,139.10 |
|
| R1 |
1,154.03 |
1,154.03 |
1,134.58 |
1,141.32 |
| PP |
1,128.61 |
1,128.61 |
1,128.61 |
1,122.26 |
| S1 |
1,104.64 |
1,104.64 |
1,125.52 |
1,091.93 |
| S2 |
1,079.22 |
1,079.22 |
1,121.00 |
|
| S3 |
1,029.83 |
1,055.25 |
1,116.47 |
|
| S4 |
980.44 |
1,005.86 |
1,102.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,174.16 |
1,103.20 |
70.96 |
6.1% |
23.77 |
2.0% |
98% |
True |
False |
|
| 10 |
1,174.16 |
1,103.20 |
70.96 |
6.1% |
23.24 |
2.0% |
98% |
True |
False |
|
| 20 |
1,174.16 |
1,094.42 |
79.74 |
6.8% |
22.59 |
1.9% |
98% |
True |
False |
|
| 40 |
1,174.16 |
1,014.96 |
159.20 |
13.6% |
23.01 |
2.0% |
99% |
True |
False |
|
| 60 |
1,174.16 |
946.79 |
227.37 |
19.4% |
23.73 |
2.0% |
99% |
True |
False |
|
| 80 |
1,174.16 |
938.52 |
235.64 |
20.1% |
23.79 |
2.0% |
99% |
True |
False |
|
| 100 |
1,174.16 |
938.52 |
235.64 |
20.1% |
24.73 |
2.1% |
99% |
True |
False |
|
| 120 |
1,174.16 |
938.52 |
235.64 |
20.1% |
24.87 |
2.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,390.53 |
|
2.618 |
1,307.44 |
|
1.618 |
1,256.53 |
|
1.000 |
1,225.07 |
|
0.618 |
1,205.62 |
|
HIGH |
1,174.16 |
|
0.618 |
1,154.71 |
|
0.500 |
1,148.71 |
|
0.382 |
1,142.70 |
|
LOW |
1,123.25 |
|
0.618 |
1,091.79 |
|
1.000 |
1,072.34 |
|
1.618 |
1,040.88 |
|
2.618 |
989.97 |
|
4.250 |
906.88 |
|
|