| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2003 |
28-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
1,305.98 |
1,323.21 |
17.23 |
1.3% |
1,258.18 |
| High |
1,320.02 |
1,332.47 |
12.45 |
0.9% |
1,342.64 |
| Low |
1,303.15 |
1,308.98 |
5.83 |
0.4% |
1,256.90 |
| Close |
1,318.93 |
1,332.33 |
13.40 |
1.0% |
1,304.54 |
| Range |
16.87 |
23.49 |
6.62 |
39.2% |
85.74 |
| ATR |
23.81 |
23.79 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.06 |
1,387.19 |
1,345.25 |
|
| R3 |
1,371.57 |
1,363.70 |
1,338.79 |
|
| R2 |
1,348.08 |
1,348.08 |
1,336.64 |
|
| R1 |
1,340.21 |
1,340.21 |
1,334.48 |
1,344.15 |
| PP |
1,324.59 |
1,324.59 |
1,324.59 |
1,326.56 |
| S1 |
1,316.72 |
1,316.72 |
1,330.18 |
1,320.66 |
| S2 |
1,301.10 |
1,301.10 |
1,328.02 |
|
| S3 |
1,277.61 |
1,293.23 |
1,325.87 |
|
| S4 |
1,254.12 |
1,269.74 |
1,319.41 |
|
|
| 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 |
1,280.59 |
62.05 |
4.7% |
23.95 |
1.8% |
83% |
False |
False |
|
| 10 |
1,342.64 |
1,246.32 |
96.32 |
7.2% |
21.80 |
1.6% |
89% |
False |
False |
|
| 20 |
1,342.64 |
1,204.29 |
138.35 |
10.4% |
22.58 |
1.7% |
93% |
False |
False |
|
| 40 |
1,342.64 |
1,204.29 |
138.35 |
10.4% |
24.10 |
1.8% |
93% |
False |
False |
|
| 60 |
1,342.64 |
1,180.11 |
162.53 |
12.2% |
25.40 |
1.9% |
94% |
False |
False |
|
| 80 |
1,342.64 |
1,103.20 |
239.44 |
18.0% |
24.81 |
1.9% |
96% |
False |
False |
|
| 100 |
1,342.64 |
1,018.17 |
324.47 |
24.4% |
24.52 |
1.8% |
97% |
False |
False |
|
| 120 |
1,342.64 |
946.79 |
395.85 |
29.7% |
24.70 |
1.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,432.30 |
|
2.618 |
1,393.97 |
|
1.618 |
1,370.48 |
|
1.000 |
1,355.96 |
|
0.618 |
1,346.99 |
|
HIGH |
1,332.47 |
|
0.618 |
1,323.50 |
|
0.500 |
1,320.73 |
|
0.382 |
1,317.95 |
|
LOW |
1,308.98 |
|
0.618 |
1,294.46 |
|
1.000 |
1,285.49 |
|
1.618 |
1,270.97 |
|
2.618 |
1,247.48 |
|
4.250 |
1,209.15 |
|
|