| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2003 |
11-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
1,223.66 |
1,209.35 |
-14.31 |
-1.2% |
1,263.62 |
| High |
1,227.42 |
1,230.26 |
2.84 |
0.2% |
1,277.07 |
| Low |
1,204.29 |
1,208.33 |
4.04 |
0.3% |
1,204.29 |
| Close |
1,207.28 |
1,223.14 |
15.86 |
1.3% |
1,207.28 |
| Range |
23.13 |
21.93 |
-1.20 |
-5.2% |
72.78 |
| ATR |
27.46 |
27.14 |
-0.32 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.37 |
1,276.68 |
1,235.20 |
|
| R3 |
1,264.44 |
1,254.75 |
1,229.17 |
|
| R2 |
1,242.51 |
1,242.51 |
1,227.16 |
|
| R1 |
1,232.82 |
1,232.82 |
1,225.15 |
1,237.67 |
| PP |
1,220.58 |
1,220.58 |
1,220.58 |
1,223.00 |
| S1 |
1,210.89 |
1,210.89 |
1,221.13 |
1,215.74 |
| S2 |
1,198.65 |
1,198.65 |
1,219.12 |
|
| S3 |
1,176.72 |
1,188.96 |
1,217.11 |
|
| S4 |
1,154.79 |
1,167.03 |
1,211.08 |
|
|
| 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 |
1,263.83 |
1,204.29 |
59.54 |
4.9% |
24.90 |
2.0% |
32% |
False |
False |
|
| 10 |
1,298.81 |
1,204.29 |
94.52 |
7.7% |
25.29 |
2.1% |
20% |
False |
False |
|
| 20 |
1,311.10 |
1,204.29 |
106.81 |
8.7% |
26.11 |
2.1% |
18% |
False |
False |
|
| 40 |
1,316.42 |
1,180.11 |
136.31 |
11.1% |
26.03 |
2.1% |
32% |
False |
False |
|
| 60 |
1,316.42 |
1,103.20 |
213.22 |
17.4% |
26.16 |
2.1% |
56% |
False |
False |
|
| 80 |
1,316.42 |
1,051.36 |
265.06 |
21.7% |
25.16 |
2.1% |
65% |
False |
False |
|
| 100 |
1,316.42 |
1,014.96 |
301.46 |
24.6% |
24.76 |
2.0% |
69% |
False |
False |
|
| 120 |
1,316.42 |
946.79 |
369.63 |
30.2% |
24.90 |
2.0% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.46 |
|
2.618 |
1,287.67 |
|
1.618 |
1,265.74 |
|
1.000 |
1,252.19 |
|
0.618 |
1,243.81 |
|
HIGH |
1,230.26 |
|
0.618 |
1,221.88 |
|
0.500 |
1,219.30 |
|
0.382 |
1,216.71 |
|
LOW |
1,208.33 |
|
0.618 |
1,194.78 |
|
1.000 |
1,186.40 |
|
1.618 |
1,172.85 |
|
2.618 |
1,150.92 |
|
4.250 |
1,115.13 |
|
|