| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2003 |
22-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
1,309.57 |
1,338.19 |
28.62 |
2.2% |
1,258.18 |
| High |
1,319.88 |
1,342.64 |
22.76 |
1.7% |
1,342.64 |
| Low |
1,299.02 |
1,304.51 |
5.49 |
0.4% |
1,256.90 |
| Close |
1,314.65 |
1,304.54 |
-10.11 |
-0.8% |
1,304.54 |
| Range |
20.86 |
38.13 |
17.27 |
82.8% |
85.74 |
| ATR |
23.87 |
24.89 |
1.02 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.62 |
1,406.21 |
1,325.51 |
|
| R3 |
1,393.49 |
1,368.08 |
1,315.03 |
|
| R2 |
1,355.36 |
1,355.36 |
1,311.53 |
|
| R1 |
1,329.95 |
1,329.95 |
1,308.04 |
1,323.59 |
| PP |
1,317.23 |
1,317.23 |
1,317.23 |
1,314.05 |
| S1 |
1,291.82 |
1,291.82 |
1,301.04 |
1,285.46 |
| S2 |
1,279.10 |
1,279.10 |
1,297.55 |
|
| S3 |
1,240.97 |
1,253.69 |
1,294.05 |
|
| S4 |
1,202.84 |
1,215.56 |
1,283.57 |
|
|
| Weekly Pivots for week ending 22-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.58 |
1,517.30 |
1,351.70 |
|
| R3 |
1,472.84 |
1,431.56 |
1,328.12 |
|
| R2 |
1,387.10 |
1,387.10 |
1,320.26 |
|
| R1 |
1,345.82 |
1,345.82 |
1,312.40 |
1,366.46 |
| PP |
1,301.36 |
1,301.36 |
1,301.36 |
1,311.68 |
| S1 |
1,260.08 |
1,260.08 |
1,296.68 |
1,280.72 |
| S2 |
1,215.62 |
1,215.62 |
1,288.82 |
|
| S3 |
1,129.88 |
1,174.34 |
1,280.96 |
|
| S4 |
1,044.14 |
1,088.60 |
1,257.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,342.64 |
1,256.90 |
85.74 |
6.6% |
25.05 |
1.9% |
56% |
True |
False |
|
| 10 |
1,342.64 |
1,208.33 |
134.31 |
10.3% |
21.41 |
1.6% |
72% |
True |
False |
|
| 20 |
1,342.64 |
1,204.29 |
138.35 |
10.6% |
22.95 |
1.8% |
72% |
True |
False |
|
| 40 |
1,342.64 |
1,180.11 |
162.53 |
12.5% |
24.82 |
1.9% |
77% |
True |
False |
|
| 60 |
1,342.64 |
1,180.01 |
162.63 |
12.5% |
25.73 |
2.0% |
77% |
True |
False |
|
| 80 |
1,342.64 |
1,094.42 |
248.22 |
19.0% |
25.03 |
1.9% |
85% |
True |
False |
|
| 100 |
1,342.64 |
1,018.17 |
324.47 |
24.9% |
24.73 |
1.9% |
88% |
True |
False |
|
| 120 |
1,342.64 |
946.79 |
395.85 |
30.3% |
24.69 |
1.9% |
90% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,504.69 |
|
2.618 |
1,442.46 |
|
1.618 |
1,404.33 |
|
1.000 |
1,380.77 |
|
0.618 |
1,366.20 |
|
HIGH |
1,342.64 |
|
0.618 |
1,328.07 |
|
0.500 |
1,323.58 |
|
0.382 |
1,319.08 |
|
LOW |
1,304.51 |
|
0.618 |
1,280.95 |
|
1.000 |
1,266.38 |
|
1.618 |
1,242.82 |
|
2.618 |
1,204.69 |
|
4.250 |
1,142.46 |
|
|