| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2003 |
24-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
1,367.91 |
1,388.54 |
20.63 |
1.5% |
1,359.97 |
| High |
1,388.67 |
1,388.54 |
-0.13 |
0.0% |
1,406.61 |
| Low |
1,364.67 |
1,339.61 |
-25.06 |
-1.8% |
1,345.94 |
| Close |
1,388.15 |
1,339.64 |
-48.51 |
-3.5% |
1,392.26 |
| Range |
24.00 |
48.93 |
24.93 |
103.9% |
60.67 |
| ATR |
25.69 |
27.35 |
1.66 |
6.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,502.72 |
1,470.11 |
1,366.55 |
|
| R3 |
1,453.79 |
1,421.18 |
1,353.10 |
|
| R2 |
1,404.86 |
1,404.86 |
1,348.61 |
|
| R1 |
1,372.25 |
1,372.25 |
1,344.13 |
1,364.09 |
| PP |
1,355.93 |
1,355.93 |
1,355.93 |
1,351.85 |
| S1 |
1,323.32 |
1,323.32 |
1,335.15 |
1,315.16 |
| S2 |
1,307.00 |
1,307.00 |
1,330.67 |
|
| S3 |
1,258.07 |
1,274.39 |
1,326.18 |
|
| S4 |
1,209.14 |
1,225.46 |
1,312.73 |
|
|
| 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 |
1,339.61 |
67.00 |
5.0% |
29.13 |
2.2% |
0% |
False |
True |
|
| 10 |
1,406.61 |
1,327.92 |
78.69 |
5.9% |
27.37 |
2.0% |
15% |
False |
False |
|
| 20 |
1,406.61 |
1,303.15 |
103.46 |
7.7% |
24.72 |
1.8% |
35% |
False |
False |
|
| 40 |
1,406.61 |
1,204.29 |
202.32 |
15.1% |
23.75 |
1.8% |
67% |
False |
False |
|
| 60 |
1,406.61 |
1,180.11 |
226.50 |
16.9% |
24.67 |
1.8% |
70% |
False |
False |
|
| 80 |
1,406.61 |
1,180.01 |
226.60 |
16.9% |
25.37 |
1.9% |
70% |
False |
False |
|
| 100 |
1,406.61 |
1,103.20 |
303.41 |
22.6% |
24.85 |
1.9% |
78% |
False |
False |
|
| 120 |
1,406.61 |
1,018.17 |
388.44 |
29.0% |
24.73 |
1.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,596.49 |
|
2.618 |
1,516.64 |
|
1.618 |
1,467.71 |
|
1.000 |
1,437.47 |
|
0.618 |
1,418.78 |
|
HIGH |
1,388.54 |
|
0.618 |
1,369.85 |
|
0.500 |
1,364.08 |
|
0.382 |
1,358.30 |
|
LOW |
1,339.61 |
|
0.618 |
1,309.37 |
|
1.000 |
1,290.68 |
|
1.618 |
1,260.44 |
|
2.618 |
1,211.51 |
|
4.250 |
1,131.66 |
|
|