| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2003 |
16-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
1,439.97 |
1,411.23 |
-28.74 |
-2.0% |
1,378.20 |
| High |
1,439.97 |
1,427.61 |
-12.36 |
-0.9% |
1,418.09 |
| Low |
1,409.77 |
1,411.08 |
1.31 |
0.1% |
1,368.13 |
| Close |
1,417.59 |
1,426.71 |
9.12 |
0.6% |
1,404.87 |
| Range |
30.20 |
16.53 |
-13.67 |
-45.3% |
49.96 |
| ATR |
25.71 |
25.06 |
-0.66 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.39 |
1,465.58 |
1,435.80 |
|
| R3 |
1,454.86 |
1,449.05 |
1,431.26 |
|
| R2 |
1,438.33 |
1,438.33 |
1,429.74 |
|
| R1 |
1,432.52 |
1,432.52 |
1,428.23 |
1,435.43 |
| PP |
1,421.80 |
1,421.80 |
1,421.80 |
1,423.25 |
| S1 |
1,415.99 |
1,415.99 |
1,425.19 |
1,418.90 |
| S2 |
1,405.27 |
1,405.27 |
1,423.68 |
|
| S3 |
1,388.74 |
1,399.46 |
1,422.16 |
|
| S4 |
1,372.21 |
1,382.93 |
1,417.62 |
|
|
| Weekly Pivots for week ending 10-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,546.91 |
1,525.85 |
1,432.35 |
|
| R3 |
1,496.95 |
1,475.89 |
1,418.61 |
|
| R2 |
1,446.99 |
1,446.99 |
1,414.03 |
|
| R1 |
1,425.93 |
1,425.93 |
1,409.45 |
1,436.46 |
| PP |
1,397.03 |
1,397.03 |
1,397.03 |
1,402.30 |
| S1 |
1,375.97 |
1,375.97 |
1,400.29 |
1,386.50 |
| S2 |
1,347.07 |
1,347.07 |
1,395.71 |
|
| S3 |
1,297.11 |
1,326.01 |
1,391.13 |
|
| S4 |
1,247.15 |
1,276.05 |
1,377.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,439.97 |
1,393.97 |
46.00 |
3.2% |
18.17 |
1.3% |
71% |
False |
False |
|
| 10 |
1,439.97 |
1,363.10 |
76.87 |
5.4% |
20.58 |
1.4% |
83% |
False |
False |
|
| 20 |
1,439.97 |
1,302.26 |
137.71 |
9.7% |
23.80 |
1.7% |
90% |
False |
False |
|
| 40 |
1,439.97 |
1,280.59 |
159.38 |
11.2% |
23.95 |
1.7% |
92% |
False |
False |
|
| 60 |
1,439.97 |
1,204.29 |
235.68 |
16.5% |
23.90 |
1.7% |
94% |
False |
False |
|
| 80 |
1,439.97 |
1,180.11 |
259.86 |
18.2% |
24.30 |
1.7% |
95% |
False |
False |
|
| 100 |
1,439.97 |
1,165.34 |
274.63 |
19.2% |
24.85 |
1.7% |
95% |
False |
False |
|
| 120 |
1,439.97 |
1,094.42 |
345.55 |
24.2% |
24.47 |
1.7% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.86 |
|
2.618 |
1,470.89 |
|
1.618 |
1,454.36 |
|
1.000 |
1,444.14 |
|
0.618 |
1,437.83 |
|
HIGH |
1,427.61 |
|
0.618 |
1,421.30 |
|
0.500 |
1,419.35 |
|
0.382 |
1,417.39 |
|
LOW |
1,411.08 |
|
0.618 |
1,400.86 |
|
1.000 |
1,394.55 |
|
1.618 |
1,384.33 |
|
2.618 |
1,367.80 |
|
4.250 |
1,340.83 |
|
|