| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2003 |
05-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,434.35 |
1,428.04 |
-6.31 |
-0.4% |
1,378.95 |
| High |
1,442.27 |
1,437.85 |
-4.42 |
-0.3% |
1,437.76 |
| Low |
1,425.26 |
1,414.37 |
-10.89 |
-0.8% |
1,369.38 |
| Close |
1,429.38 |
1,429.56 |
0.18 |
0.0% |
1,416.39 |
| Range |
17.01 |
23.48 |
6.47 |
38.0% |
68.38 |
| ATR |
24.25 |
24.19 |
-0.05 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,497.70 |
1,487.11 |
1,442.47 |
|
| R3 |
1,474.22 |
1,463.63 |
1,436.02 |
|
| R2 |
1,450.74 |
1,450.74 |
1,433.86 |
|
| R1 |
1,440.15 |
1,440.15 |
1,431.71 |
1,445.45 |
| PP |
1,427.26 |
1,427.26 |
1,427.26 |
1,429.91 |
| S1 |
1,416.67 |
1,416.67 |
1,427.41 |
1,421.97 |
| S2 |
1,403.78 |
1,403.78 |
1,425.26 |
|
| S3 |
1,380.30 |
1,393.19 |
1,423.10 |
|
| S4 |
1,356.82 |
1,369.71 |
1,416.65 |
|
|
| Weekly Pivots for week ending 31-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,612.98 |
1,583.07 |
1,454.00 |
|
| R3 |
1,544.60 |
1,514.69 |
1,435.19 |
|
| R2 |
1,476.22 |
1,476.22 |
1,428.93 |
|
| R1 |
1,446.31 |
1,446.31 |
1,422.66 |
1,461.27 |
| PP |
1,407.84 |
1,407.84 |
1,407.84 |
1,415.32 |
| S1 |
1,377.93 |
1,377.93 |
1,410.12 |
1,392.89 |
| S2 |
1,339.46 |
1,339.46 |
1,403.85 |
|
| S3 |
1,271.08 |
1,309.55 |
1,397.59 |
|
| S4 |
1,202.70 |
1,241.17 |
1,378.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,445.72 |
1,411.76 |
33.96 |
2.4% |
20.31 |
1.4% |
52% |
False |
False |
|
| 10 |
1,445.72 |
1,346.01 |
99.71 |
7.0% |
20.92 |
1.5% |
84% |
False |
False |
|
| 20 |
1,445.72 |
1,346.01 |
99.71 |
7.0% |
21.24 |
1.5% |
84% |
False |
False |
|
| 40 |
1,445.72 |
1,302.26 |
143.46 |
10.0% |
23.49 |
1.6% |
89% |
False |
False |
|
| 60 |
1,445.72 |
1,233.80 |
211.92 |
14.8% |
22.87 |
1.6% |
92% |
False |
False |
|
| 80 |
1,445.72 |
1,204.29 |
241.43 |
16.9% |
23.63 |
1.7% |
93% |
False |
False |
|
| 100 |
1,445.72 |
1,180.11 |
265.61 |
18.6% |
23.99 |
1.7% |
94% |
False |
False |
|
| 120 |
1,445.72 |
1,103.20 |
342.52 |
24.0% |
24.56 |
1.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,537.64 |
|
2.618 |
1,499.32 |
|
1.618 |
1,475.84 |
|
1.000 |
1,461.33 |
|
0.618 |
1,452.36 |
|
HIGH |
1,437.85 |
|
0.618 |
1,428.88 |
|
0.500 |
1,426.11 |
|
0.382 |
1,423.34 |
|
LOW |
1,414.37 |
|
0.618 |
1,399.86 |
|
1.000 |
1,390.89 |
|
1.618 |
1,376.38 |
|
2.618 |
1,352.90 |
|
4.250 |
1,314.58 |
|
|