| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2003 |
12-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
1,209.35 |
1,227.50 |
18.15 |
1.5% |
1,263.62 |
| High |
1,230.26 |
1,241.62 |
11.36 |
0.9% |
1,277.07 |
| Low |
1,208.33 |
1,220.12 |
11.79 |
1.0% |
1,204.29 |
| Close |
1,223.14 |
1,240.70 |
17.56 |
1.4% |
1,207.28 |
| Range |
21.93 |
21.50 |
-0.43 |
-2.0% |
72.78 |
| ATR |
27.14 |
26.74 |
-0.40 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.65 |
1,291.17 |
1,252.53 |
|
| R3 |
1,277.15 |
1,269.67 |
1,246.61 |
|
| R2 |
1,255.65 |
1,255.65 |
1,244.64 |
|
| R1 |
1,248.17 |
1,248.17 |
1,242.67 |
1,251.91 |
| PP |
1,234.15 |
1,234.15 |
1,234.15 |
1,236.02 |
| S1 |
1,226.67 |
1,226.67 |
1,238.73 |
1,230.41 |
| S2 |
1,212.65 |
1,212.65 |
1,236.76 |
|
| S3 |
1,191.15 |
1,205.17 |
1,234.79 |
|
| S4 |
1,169.65 |
1,183.67 |
1,228.88 |
|
|
| 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 |
1,241.62 |
1,204.29 |
37.33 |
3.0% |
21.80 |
1.8% |
98% |
True |
False |
|
| 10 |
1,298.81 |
1,204.29 |
94.52 |
7.6% |
24.37 |
2.0% |
39% |
False |
False |
|
| 20 |
1,306.52 |
1,204.29 |
102.23 |
8.2% |
25.91 |
2.1% |
36% |
False |
False |
|
| 40 |
1,316.42 |
1,180.11 |
136.31 |
11.0% |
25.66 |
2.1% |
44% |
False |
False |
|
| 60 |
1,316.42 |
1,103.20 |
213.22 |
17.2% |
26.24 |
2.1% |
64% |
False |
False |
|
| 80 |
1,316.42 |
1,070.86 |
245.56 |
19.8% |
25.01 |
2.0% |
69% |
False |
False |
|
| 100 |
1,316.42 |
1,014.96 |
301.46 |
24.3% |
24.62 |
2.0% |
75% |
False |
False |
|
| 120 |
1,316.42 |
946.79 |
369.63 |
29.8% |
24.95 |
2.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.00 |
|
2.618 |
1,297.91 |
|
1.618 |
1,276.41 |
|
1.000 |
1,263.12 |
|
0.618 |
1,254.91 |
|
HIGH |
1,241.62 |
|
0.618 |
1,233.41 |
|
0.500 |
1,230.87 |
|
0.382 |
1,228.33 |
|
LOW |
1,220.12 |
|
0.618 |
1,206.83 |
|
1.000 |
1,198.62 |
|
1.618 |
1,185.33 |
|
2.618 |
1,163.83 |
|
4.250 |
1,128.75 |
|
|