| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2003 |
14-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
1,247.56 |
1,241.17 |
-6.39 |
-0.5% |
1,263.62 |
| High |
1,249.14 |
1,254.00 |
4.86 |
0.4% |
1,277.07 |
| Low |
1,233.80 |
1,235.05 |
1.25 |
0.1% |
1,204.29 |
| Close |
1,240.37 |
1,251.90 |
11.53 |
0.9% |
1,207.28 |
| Range |
15.34 |
18.95 |
3.61 |
23.5% |
72.78 |
| ATR |
25.92 |
25.43 |
-0.50 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.83 |
1,296.82 |
1,262.32 |
|
| R3 |
1,284.88 |
1,277.87 |
1,257.11 |
|
| R2 |
1,265.93 |
1,265.93 |
1,255.37 |
|
| R1 |
1,258.92 |
1,258.92 |
1,253.64 |
1,262.43 |
| PP |
1,246.98 |
1,246.98 |
1,246.98 |
1,248.74 |
| S1 |
1,239.97 |
1,239.97 |
1,250.16 |
1,243.48 |
| S2 |
1,228.03 |
1,228.03 |
1,248.43 |
|
| S3 |
1,209.08 |
1,221.02 |
1,246.69 |
|
| S4 |
1,190.13 |
1,202.07 |
1,241.48 |
|
|
| 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 |
1,254.00 |
1,204.29 |
49.71 |
4.0% |
20.17 |
1.6% |
96% |
True |
False |
|
| 10 |
1,277.07 |
1,204.29 |
72.78 |
5.8% |
23.36 |
1.9% |
65% |
False |
False |
|
| 20 |
1,298.81 |
1,204.29 |
94.52 |
7.6% |
24.66 |
2.0% |
50% |
False |
False |
|
| 40 |
1,316.42 |
1,180.11 |
136.31 |
10.9% |
25.33 |
2.0% |
53% |
False |
False |
|
| 60 |
1,316.42 |
1,104.11 |
212.31 |
17.0% |
25.79 |
2.1% |
70% |
False |
False |
|
| 80 |
1,316.42 |
1,081.34 |
235.08 |
18.8% |
24.81 |
2.0% |
73% |
False |
False |
|
| 100 |
1,316.42 |
1,014.96 |
301.46 |
24.1% |
24.52 |
2.0% |
79% |
False |
False |
|
| 120 |
1,316.42 |
946.79 |
369.63 |
29.5% |
24.81 |
2.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.54 |
|
2.618 |
1,303.61 |
|
1.618 |
1,284.66 |
|
1.000 |
1,272.95 |
|
0.618 |
1,265.71 |
|
HIGH |
1,254.00 |
|
0.618 |
1,246.76 |
|
0.500 |
1,244.53 |
|
0.382 |
1,242.29 |
|
LOW |
1,235.05 |
|
0.618 |
1,223.34 |
|
1.000 |
1,216.10 |
|
1.618 |
1,204.39 |
|
2.618 |
1,185.44 |
|
4.250 |
1,154.51 |
|
|