| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2003 |
17-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
1,411.23 |
1,423.99 |
12.76 |
0.9% |
1,412.37 |
| High |
1,427.61 |
1,426.38 |
-1.23 |
-0.1% |
1,439.97 |
| Low |
1,411.08 |
1,392.08 |
-19.00 |
-1.3% |
1,392.08 |
| Close |
1,426.71 |
1,394.02 |
-32.69 |
-2.3% |
1,394.02 |
| Range |
16.53 |
34.30 |
17.77 |
107.5% |
47.89 |
| ATR |
25.06 |
25.74 |
0.68 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,507.06 |
1,484.84 |
1,412.89 |
|
| R3 |
1,472.76 |
1,450.54 |
1,403.45 |
|
| R2 |
1,438.46 |
1,438.46 |
1,400.31 |
|
| R1 |
1,416.24 |
1,416.24 |
1,397.16 |
1,410.20 |
| PP |
1,404.16 |
1,404.16 |
1,404.16 |
1,401.14 |
| S1 |
1,381.94 |
1,381.94 |
1,390.88 |
1,375.90 |
| S2 |
1,369.86 |
1,369.86 |
1,387.73 |
|
| S3 |
1,335.56 |
1,347.64 |
1,384.59 |
|
| S4 |
1,301.26 |
1,313.34 |
1,375.16 |
|
|
| Weekly Pivots for week ending 17-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.36 |
1,521.08 |
1,420.36 |
|
| R3 |
1,504.47 |
1,473.19 |
1,407.19 |
|
| R2 |
1,456.58 |
1,456.58 |
1,402.80 |
|
| R1 |
1,425.30 |
1,425.30 |
1,398.41 |
1,417.00 |
| PP |
1,408.69 |
1,408.69 |
1,408.69 |
1,404.54 |
| S1 |
1,377.41 |
1,377.41 |
1,389.63 |
1,369.11 |
| S2 |
1,360.80 |
1,360.80 |
1,385.24 |
|
| S3 |
1,312.91 |
1,329.52 |
1,380.85 |
|
| S4 |
1,265.02 |
1,281.63 |
1,367.68 |
|
|
| 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 |
1,392.08 |
47.89 |
3.4% |
22.57 |
1.6% |
4% |
False |
True |
|
| 10 |
1,439.97 |
1,368.13 |
71.84 |
5.2% |
21.74 |
1.6% |
36% |
False |
False |
|
| 20 |
1,439.97 |
1,302.26 |
137.71 |
9.9% |
24.34 |
1.7% |
67% |
False |
False |
|
| 40 |
1,439.97 |
1,280.59 |
159.38 |
11.4% |
24.29 |
1.7% |
71% |
False |
False |
|
| 60 |
1,439.97 |
1,204.29 |
235.68 |
16.9% |
23.88 |
1.7% |
81% |
False |
False |
|
| 80 |
1,439.97 |
1,180.11 |
259.86 |
18.6% |
24.40 |
1.8% |
82% |
False |
False |
|
| 100 |
1,439.97 |
1,172.52 |
267.45 |
19.2% |
25.03 |
1.8% |
83% |
False |
False |
|
| 120 |
1,439.97 |
1,094.42 |
345.55 |
24.8% |
24.57 |
1.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,572.16 |
|
2.618 |
1,516.18 |
|
1.618 |
1,481.88 |
|
1.000 |
1,460.68 |
|
0.618 |
1,447.58 |
|
HIGH |
1,426.38 |
|
0.618 |
1,413.28 |
|
0.500 |
1,409.23 |
|
0.382 |
1,405.18 |
|
LOW |
1,392.08 |
|
0.618 |
1,370.88 |
|
1.000 |
1,357.78 |
|
1.618 |
1,336.58 |
|
2.618 |
1,302.28 |
|
4.250 |
1,246.31 |
|
|