| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2003 |
25-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
1,388.54 |
1,344.63 |
-43.91 |
-3.2% |
1,359.97 |
| High |
1,388.54 |
1,357.99 |
-30.55 |
-2.2% |
1,406.61 |
| Low |
1,339.61 |
1,325.69 |
-13.92 |
-1.0% |
1,345.94 |
| Close |
1,339.64 |
1,325.75 |
-13.89 |
-1.0% |
1,392.26 |
| Range |
48.93 |
32.30 |
-16.63 |
-34.0% |
60.67 |
| ATR |
27.35 |
27.70 |
0.35 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.38 |
1,411.86 |
1,343.52 |
|
| R3 |
1,401.08 |
1,379.56 |
1,334.63 |
|
| R2 |
1,368.78 |
1,368.78 |
1,331.67 |
|
| R1 |
1,347.26 |
1,347.26 |
1,328.71 |
1,341.87 |
| PP |
1,336.48 |
1,336.48 |
1,336.48 |
1,333.78 |
| S1 |
1,314.96 |
1,314.96 |
1,322.79 |
1,309.57 |
| S2 |
1,304.18 |
1,304.18 |
1,319.83 |
|
| S3 |
1,271.88 |
1,282.66 |
1,316.87 |
|
| S4 |
1,239.58 |
1,250.36 |
1,307.99 |
|
|
| 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 |
1,325.69 |
80.92 |
6.1% |
28.98 |
2.2% |
0% |
False |
True |
|
| 10 |
1,406.61 |
1,325.69 |
80.92 |
6.1% |
27.59 |
2.1% |
0% |
False |
True |
|
| 20 |
1,406.61 |
1,308.98 |
97.63 |
7.4% |
25.49 |
1.9% |
17% |
False |
False |
|
| 40 |
1,406.61 |
1,204.29 |
202.32 |
15.3% |
24.17 |
1.8% |
60% |
False |
False |
|
| 60 |
1,406.61 |
1,204.29 |
202.32 |
15.3% |
24.55 |
1.9% |
60% |
False |
False |
|
| 80 |
1,406.61 |
1,180.11 |
226.50 |
17.1% |
25.54 |
1.9% |
64% |
False |
False |
|
| 100 |
1,406.61 |
1,103.20 |
303.41 |
22.9% |
24.98 |
1.9% |
73% |
False |
False |
|
| 120 |
1,406.61 |
1,018.17 |
388.44 |
29.3% |
24.81 |
1.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.27 |
|
2.618 |
1,442.55 |
|
1.618 |
1,410.25 |
|
1.000 |
1,390.29 |
|
0.618 |
1,377.95 |
|
HIGH |
1,357.99 |
|
0.618 |
1,345.65 |
|
0.500 |
1,341.84 |
|
0.382 |
1,338.03 |
|
LOW |
1,325.69 |
|
0.618 |
1,305.73 |
|
1.000 |
1,293.39 |
|
1.618 |
1,273.43 |
|
2.618 |
1,241.13 |
|
4.250 |
1,188.42 |
|
|