| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2003 |
15-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
1,340.78 |
1,359.97 |
19.19 |
1.4% |
1,366.55 |
| High |
1,357.63 |
1,363.48 |
5.85 |
0.4% |
1,387.45 |
| Low |
1,330.31 |
1,345.94 |
15.63 |
1.2% |
1,327.92 |
| Close |
1,357.63 |
1,347.77 |
-9.86 |
-0.7% |
1,357.63 |
| Range |
27.32 |
17.54 |
-9.78 |
-35.8% |
59.53 |
| ATR |
24.99 |
24.45 |
-0.53 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.02 |
1,393.93 |
1,357.42 |
|
| R3 |
1,387.48 |
1,376.39 |
1,352.59 |
|
| R2 |
1,369.94 |
1,369.94 |
1,350.99 |
|
| R1 |
1,358.85 |
1,358.85 |
1,349.38 |
1,355.63 |
| PP |
1,352.40 |
1,352.40 |
1,352.40 |
1,350.78 |
| S1 |
1,341.31 |
1,341.31 |
1,346.16 |
1,338.09 |
| S2 |
1,334.86 |
1,334.86 |
1,344.55 |
|
| S3 |
1,317.32 |
1,323.77 |
1,342.95 |
|
| S4 |
1,299.78 |
1,306.23 |
1,338.12 |
|
|
| Weekly Pivots for week ending 12-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.26 |
1,506.47 |
1,390.37 |
|
| R3 |
1,476.73 |
1,446.94 |
1,374.00 |
|
| R2 |
1,417.20 |
1,417.20 |
1,368.54 |
|
| R1 |
1,387.41 |
1,387.41 |
1,363.09 |
1,372.54 |
| PP |
1,357.67 |
1,357.67 |
1,357.67 |
1,350.23 |
| S1 |
1,327.88 |
1,327.88 |
1,352.17 |
1,313.01 |
| S2 |
1,298.14 |
1,298.14 |
1,346.72 |
|
| S3 |
1,238.61 |
1,268.35 |
1,341.26 |
|
| S4 |
1,179.08 |
1,208.82 |
1,324.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,382.11 |
1,327.92 |
54.19 |
4.0% |
24.54 |
1.8% |
37% |
False |
False |
|
| 10 |
1,387.45 |
1,327.92 |
59.53 |
4.4% |
23.85 |
1.8% |
33% |
False |
False |
|
| 20 |
1,387.45 |
1,256.90 |
130.55 |
9.7% |
23.11 |
1.7% |
70% |
False |
False |
|
| 40 |
1,387.45 |
1,204.29 |
183.16 |
13.6% |
23.57 |
1.7% |
78% |
False |
False |
|
| 60 |
1,387.45 |
1,180.11 |
207.34 |
15.4% |
24.23 |
1.8% |
81% |
False |
False |
|
| 80 |
1,387.45 |
1,112.59 |
274.86 |
20.4% |
25.12 |
1.9% |
86% |
False |
False |
|
| 100 |
1,387.45 |
1,081.34 |
306.11 |
22.7% |
24.39 |
1.8% |
87% |
False |
False |
|
| 120 |
1,387.45 |
1,014.96 |
372.49 |
27.6% |
24.14 |
1.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,438.03 |
|
2.618 |
1,409.40 |
|
1.618 |
1,391.86 |
|
1.000 |
1,381.02 |
|
0.618 |
1,374.32 |
|
HIGH |
1,363.48 |
|
0.618 |
1,356.78 |
|
0.500 |
1,354.71 |
|
0.382 |
1,352.64 |
|
LOW |
1,345.94 |
|
0.618 |
1,335.10 |
|
1.000 |
1,328.40 |
|
1.618 |
1,317.56 |
|
2.618 |
1,300.02 |
|
4.250 |
1,271.40 |
|
|