| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2003 |
08-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
1,372.09 |
1,398.46 |
26.37 |
1.9% |
1,318.33 |
| High |
1,392.65 |
1,398.99 |
6.34 |
0.5% |
1,385.79 |
| Low |
1,368.13 |
1,376.40 |
8.27 |
0.6% |
1,302.26 |
| Close |
1,392.56 |
1,382.40 |
-10.16 |
-0.7% |
1,375.32 |
| Range |
24.52 |
22.59 |
-1.93 |
-7.9% |
83.53 |
| ATR |
27.77 |
27.40 |
-0.37 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.70 |
1,440.64 |
1,394.82 |
|
| R3 |
1,431.11 |
1,418.05 |
1,388.61 |
|
| R2 |
1,408.52 |
1,408.52 |
1,386.54 |
|
| R1 |
1,395.46 |
1,395.46 |
1,384.47 |
1,390.70 |
| PP |
1,385.93 |
1,385.93 |
1,385.93 |
1,383.55 |
| S1 |
1,372.87 |
1,372.87 |
1,380.33 |
1,368.11 |
| S2 |
1,363.34 |
1,363.34 |
1,378.26 |
|
| S3 |
1,340.75 |
1,350.28 |
1,376.19 |
|
| S4 |
1,318.16 |
1,327.69 |
1,369.98 |
|
|
| Weekly Pivots for week ending 03-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.05 |
1,573.71 |
1,421.26 |
|
| R3 |
1,521.52 |
1,490.18 |
1,398.29 |
|
| R2 |
1,437.99 |
1,437.99 |
1,390.63 |
|
| R1 |
1,406.65 |
1,406.65 |
1,382.98 |
1,422.32 |
| PP |
1,354.46 |
1,354.46 |
1,354.46 |
1,362.29 |
| S1 |
1,323.12 |
1,323.12 |
1,367.66 |
1,338.79 |
| S2 |
1,270.93 |
1,270.93 |
1,360.01 |
|
| S3 |
1,187.40 |
1,239.59 |
1,352.35 |
|
| S4 |
1,103.87 |
1,156.06 |
1,329.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,398.99 |
1,325.93 |
73.06 |
5.3% |
20.30 |
1.5% |
77% |
True |
False |
|
| 10 |
1,398.99 |
1,302.26 |
96.73 |
7.0% |
24.10 |
1.7% |
83% |
True |
False |
|
| 20 |
1,406.61 |
1,302.26 |
104.35 |
7.5% |
25.74 |
1.9% |
77% |
False |
False |
|
| 40 |
1,406.61 |
1,233.80 |
172.81 |
12.5% |
23.69 |
1.7% |
86% |
False |
False |
|
| 60 |
1,406.61 |
1,204.29 |
202.32 |
14.6% |
24.43 |
1.8% |
88% |
False |
False |
|
| 80 |
1,406.61 |
1,180.11 |
226.50 |
16.4% |
24.67 |
1.8% |
89% |
False |
False |
|
| 100 |
1,406.61 |
1,103.20 |
303.41 |
21.9% |
25.22 |
1.8% |
92% |
False |
False |
|
| 120 |
1,406.61 |
1,070.86 |
335.75 |
24.3% |
24.57 |
1.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.00 |
|
2.618 |
1,458.13 |
|
1.618 |
1,435.54 |
|
1.000 |
1,421.58 |
|
0.618 |
1,412.95 |
|
HIGH |
1,398.99 |
|
0.618 |
1,390.36 |
|
0.500 |
1,387.70 |
|
0.382 |
1,385.03 |
|
LOW |
1,376.40 |
|
0.618 |
1,362.44 |
|
1.000 |
1,353.81 |
|
1.618 |
1,339.85 |
|
2.618 |
1,317.26 |
|
4.250 |
1,280.39 |
|
|