| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2003 |
17-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
1,348.75 |
1,379.37 |
30.62 |
2.3% |
1,366.55 |
| High |
1,383.48 |
1,388.18 |
4.70 |
0.3% |
1,387.45 |
| Low |
1,348.75 |
1,369.76 |
21.01 |
1.6% |
1,327.92 |
| Close |
1,382.82 |
1,376.80 |
-6.02 |
-0.4% |
1,357.63 |
| Range |
34.73 |
18.42 |
-16.31 |
-47.0% |
59.53 |
| ATR |
25.26 |
24.77 |
-0.49 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.51 |
1,423.57 |
1,386.93 |
|
| R3 |
1,415.09 |
1,405.15 |
1,381.87 |
|
| R2 |
1,396.67 |
1,396.67 |
1,380.18 |
|
| R1 |
1,386.73 |
1,386.73 |
1,378.49 |
1,382.49 |
| PP |
1,378.25 |
1,378.25 |
1,378.25 |
1,376.13 |
| S1 |
1,368.31 |
1,368.31 |
1,375.11 |
1,364.07 |
| S2 |
1,359.83 |
1,359.83 |
1,373.42 |
|
| S3 |
1,341.41 |
1,349.89 |
1,371.73 |
|
| S4 |
1,322.99 |
1,331.47 |
1,366.67 |
|
|
| 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 |
1,388.18 |
1,327.92 |
60.26 |
4.4% |
25.62 |
1.9% |
81% |
True |
False |
|
| 10 |
1,388.18 |
1,327.92 |
60.26 |
4.4% |
24.33 |
1.8% |
81% |
True |
False |
|
| 20 |
1,388.18 |
1,280.59 |
107.59 |
7.8% |
23.39 |
1.7% |
89% |
True |
False |
|
| 40 |
1,388.18 |
1,204.29 |
183.89 |
13.4% |
23.71 |
1.7% |
94% |
True |
False |
|
| 60 |
1,388.18 |
1,180.11 |
208.07 |
15.1% |
24.28 |
1.8% |
95% |
True |
False |
|
| 80 |
1,388.18 |
1,123.25 |
264.93 |
19.2% |
25.34 |
1.8% |
96% |
True |
False |
|
| 100 |
1,388.18 |
1,084.77 |
303.41 |
22.0% |
24.54 |
1.8% |
96% |
True |
False |
|
| 120 |
1,388.18 |
1,014.96 |
373.22 |
27.1% |
24.28 |
1.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.47 |
|
2.618 |
1,436.40 |
|
1.618 |
1,417.98 |
|
1.000 |
1,406.60 |
|
0.618 |
1,399.56 |
|
HIGH |
1,388.18 |
|
0.618 |
1,381.14 |
|
0.500 |
1,378.97 |
|
0.382 |
1,376.80 |
|
LOW |
1,369.76 |
|
0.618 |
1,358.38 |
|
1.000 |
1,351.34 |
|
1.618 |
1,339.96 |
|
2.618 |
1,321.54 |
|
4.250 |
1,291.48 |
|
|