| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2003 |
08-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
1,214.89 |
1,223.66 |
8.77 |
0.7% |
1,263.62 |
| High |
1,225.29 |
1,227.42 |
2.13 |
0.2% |
1,277.07 |
| Low |
1,208.74 |
1,204.29 |
-4.45 |
-0.4% |
1,204.29 |
| Close |
1,217.17 |
1,207.28 |
-9.89 |
-0.8% |
1,207.28 |
| Range |
16.55 |
23.13 |
6.58 |
39.8% |
72.78 |
| ATR |
27.80 |
27.46 |
-0.33 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.39 |
1,267.96 |
1,220.00 |
|
| R3 |
1,259.26 |
1,244.83 |
1,213.64 |
|
| R2 |
1,236.13 |
1,236.13 |
1,211.52 |
|
| R1 |
1,221.70 |
1,221.70 |
1,209.40 |
1,217.35 |
| PP |
1,213.00 |
1,213.00 |
1,213.00 |
1,210.82 |
| S1 |
1,198.57 |
1,198.57 |
1,205.16 |
1,194.22 |
| S2 |
1,189.87 |
1,189.87 |
1,203.04 |
|
| S3 |
1,166.74 |
1,175.44 |
1,200.92 |
|
| S4 |
1,143.61 |
1,152.31 |
1,194.56 |
|
|
| Weekly Pivots for week ending 08-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,447.89 |
1,400.36 |
1,247.31 |
|
| R3 |
1,375.11 |
1,327.58 |
1,227.29 |
|
| R2 |
1,302.33 |
1,302.33 |
1,220.62 |
|
| R1 |
1,254.80 |
1,254.80 |
1,213.95 |
1,242.18 |
| PP |
1,229.55 |
1,229.55 |
1,229.55 |
1,223.23 |
| S1 |
1,182.02 |
1,182.02 |
1,200.61 |
1,169.40 |
| S2 |
1,156.77 |
1,156.77 |
1,193.94 |
|
| S3 |
1,083.99 |
1,109.24 |
1,187.27 |
|
| S4 |
1,011.21 |
1,036.46 |
1,167.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.07 |
1,204.29 |
72.78 |
6.0% |
27.79 |
2.3% |
4% |
False |
True |
|
| 10 |
1,298.81 |
1,204.29 |
94.52 |
7.8% |
24.49 |
2.0% |
3% |
False |
True |
|
| 20 |
1,316.42 |
1,204.29 |
112.13 |
9.3% |
26.31 |
2.2% |
3% |
False |
True |
|
| 40 |
1,316.42 |
1,180.11 |
136.31 |
11.3% |
26.34 |
2.2% |
20% |
False |
False |
|
| 60 |
1,316.42 |
1,103.20 |
213.22 |
17.7% |
26.05 |
2.2% |
49% |
False |
False |
|
| 80 |
1,316.42 |
1,051.36 |
265.06 |
22.0% |
25.22 |
2.1% |
59% |
False |
False |
|
| 100 |
1,316.42 |
1,014.96 |
301.46 |
25.0% |
24.79 |
2.1% |
64% |
False |
False |
|
| 120 |
1,316.42 |
946.79 |
369.63 |
30.6% |
24.89 |
2.1% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.72 |
|
2.618 |
1,287.97 |
|
1.618 |
1,264.84 |
|
1.000 |
1,250.55 |
|
0.618 |
1,241.71 |
|
HIGH |
1,227.42 |
|
0.618 |
1,218.58 |
|
0.500 |
1,215.86 |
|
0.382 |
1,213.13 |
|
LOW |
1,204.29 |
|
0.618 |
1,190.00 |
|
1.000 |
1,181.16 |
|
1.618 |
1,166.87 |
|
2.618 |
1,143.74 |
|
4.250 |
1,105.99 |
|
|