| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2003 |
23-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
1,371.18 |
1,367.91 |
-3.27 |
-0.2% |
1,359.97 |
| High |
1,374.90 |
1,388.67 |
13.77 |
1.0% |
1,406.61 |
| Low |
1,358.60 |
1,364.67 |
6.07 |
0.4% |
1,345.94 |
| Close |
1,366.32 |
1,388.15 |
21.83 |
1.6% |
1,392.26 |
| Range |
16.30 |
24.00 |
7.70 |
47.2% |
60.67 |
| ATR |
25.82 |
25.69 |
-0.13 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.50 |
1,444.32 |
1,401.35 |
|
| R3 |
1,428.50 |
1,420.32 |
1,394.75 |
|
| R2 |
1,404.50 |
1,404.50 |
1,392.55 |
|
| R1 |
1,396.32 |
1,396.32 |
1,390.35 |
1,400.41 |
| PP |
1,380.50 |
1,380.50 |
1,380.50 |
1,382.54 |
| S1 |
1,372.32 |
1,372.32 |
1,385.95 |
1,376.41 |
| S2 |
1,356.50 |
1,356.50 |
1,383.75 |
|
| S3 |
1,332.50 |
1,348.32 |
1,381.55 |
|
| S4 |
1,308.50 |
1,324.32 |
1,374.95 |
|
|
| Weekly Pivots for week ending 19-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.61 |
1,538.61 |
1,425.63 |
|
| R3 |
1,502.94 |
1,477.94 |
1,408.94 |
|
| R2 |
1,442.27 |
1,442.27 |
1,403.38 |
|
| R1 |
1,417.27 |
1,417.27 |
1,397.82 |
1,429.77 |
| PP |
1,381.60 |
1,381.60 |
1,381.60 |
1,387.86 |
| S1 |
1,356.60 |
1,356.60 |
1,386.70 |
1,369.10 |
| S2 |
1,320.93 |
1,320.93 |
1,381.14 |
|
| S3 |
1,260.26 |
1,295.93 |
1,375.58 |
|
| S4 |
1,199.59 |
1,235.26 |
1,358.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,406.61 |
1,358.60 |
48.01 |
3.5% |
23.02 |
1.7% |
62% |
False |
False |
|
| 10 |
1,406.61 |
1,327.92 |
78.69 |
5.7% |
25.54 |
1.8% |
77% |
False |
False |
|
| 20 |
1,406.61 |
1,280.59 |
126.02 |
9.1% |
23.74 |
1.7% |
85% |
False |
False |
|
| 40 |
1,406.61 |
1,204.29 |
202.32 |
14.6% |
23.30 |
1.7% |
91% |
False |
False |
|
| 60 |
1,406.61 |
1,180.11 |
226.50 |
16.3% |
24.17 |
1.7% |
92% |
False |
False |
|
| 80 |
1,406.61 |
1,180.01 |
226.60 |
16.3% |
25.18 |
1.8% |
92% |
False |
False |
|
| 100 |
1,406.61 |
1,103.20 |
303.41 |
21.9% |
24.64 |
1.8% |
94% |
False |
False |
|
| 120 |
1,406.61 |
1,018.17 |
388.44 |
28.0% |
24.50 |
1.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,490.67 |
|
2.618 |
1,451.50 |
|
1.618 |
1,427.50 |
|
1.000 |
1,412.67 |
|
0.618 |
1,403.50 |
|
HIGH |
1,388.67 |
|
0.618 |
1,379.50 |
|
0.500 |
1,376.67 |
|
0.382 |
1,373.84 |
|
LOW |
1,364.67 |
|
0.618 |
1,349.84 |
|
1.000 |
1,340.67 |
|
1.618 |
1,325.84 |
|
2.618 |
1,301.84 |
|
4.250 |
1,262.67 |
|
|