| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2003 |
18-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
1,379.37 |
1,374.56 |
-4.81 |
-0.3% |
1,366.55 |
| High |
1,388.18 |
1,401.64 |
13.46 |
1.0% |
1,387.45 |
| Low |
1,369.76 |
1,368.61 |
-1.15 |
-0.1% |
1,327.92 |
| Close |
1,376.80 |
1,400.13 |
23.33 |
1.7% |
1,357.63 |
| Range |
18.42 |
33.03 |
14.61 |
79.3% |
59.53 |
| ATR |
24.77 |
25.36 |
0.59 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.22 |
1,477.70 |
1,418.30 |
|
| R3 |
1,456.19 |
1,444.67 |
1,409.21 |
|
| R2 |
1,423.16 |
1,423.16 |
1,406.19 |
|
| R1 |
1,411.64 |
1,411.64 |
1,403.16 |
1,417.40 |
| PP |
1,390.13 |
1,390.13 |
1,390.13 |
1,393.01 |
| S1 |
1,378.61 |
1,378.61 |
1,397.10 |
1,384.37 |
| S2 |
1,357.10 |
1,357.10 |
1,394.07 |
|
| S3 |
1,324.07 |
1,345.58 |
1,391.05 |
|
| S4 |
1,291.04 |
1,312.55 |
1,381.96 |
|
|
| 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 |
1,401.64 |
1,330.31 |
71.33 |
5.1% |
26.21 |
1.9% |
98% |
True |
False |
|
| 10 |
1,401.64 |
1,327.92 |
73.72 |
5.3% |
25.65 |
1.8% |
98% |
True |
False |
|
| 20 |
1,401.64 |
1,280.59 |
121.05 |
8.6% |
24.10 |
1.7% |
99% |
True |
False |
|
| 40 |
1,401.64 |
1,204.29 |
197.35 |
14.1% |
23.95 |
1.7% |
99% |
True |
False |
|
| 60 |
1,401.64 |
1,180.11 |
221.53 |
15.8% |
24.47 |
1.7% |
99% |
True |
False |
|
| 80 |
1,401.64 |
1,165.34 |
236.30 |
16.9% |
25.12 |
1.8% |
99% |
True |
False |
|
| 100 |
1,401.64 |
1,094.42 |
307.22 |
21.9% |
24.61 |
1.8% |
100% |
True |
False |
|
| 120 |
1,401.64 |
1,014.96 |
386.68 |
27.6% |
24.41 |
1.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,542.02 |
|
2.618 |
1,488.11 |
|
1.618 |
1,455.08 |
|
1.000 |
1,434.67 |
|
0.618 |
1,422.05 |
|
HIGH |
1,401.64 |
|
0.618 |
1,389.02 |
|
0.500 |
1,385.13 |
|
0.382 |
1,381.23 |
|
LOW |
1,368.61 |
|
0.618 |
1,348.20 |
|
1.000 |
1,335.58 |
|
1.618 |
1,315.17 |
|
2.618 |
1,282.14 |
|
4.250 |
1,228.23 |
|
|