| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2003 |
07-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,439.22 |
1,450.47 |
11.25 |
0.8% |
1,423.13 |
| High |
1,443.06 |
1,453.46 |
10.40 |
0.7% |
1,453.46 |
| Low |
1,421.56 |
1,436.13 |
14.57 |
1.0% |
1,414.37 |
| Close |
1,440.08 |
1,436.73 |
-3.35 |
-0.2% |
1,436.73 |
| Range |
21.50 |
17.33 |
-4.17 |
-19.4% |
39.09 |
| ATR |
24.00 |
23.53 |
-0.48 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.10 |
1,482.74 |
1,446.26 |
|
| R3 |
1,476.77 |
1,465.41 |
1,441.50 |
|
| R2 |
1,459.44 |
1,459.44 |
1,439.91 |
|
| R1 |
1,448.08 |
1,448.08 |
1,438.32 |
1,445.10 |
| PP |
1,442.11 |
1,442.11 |
1,442.11 |
1,440.61 |
| S1 |
1,430.75 |
1,430.75 |
1,435.14 |
1,427.77 |
| S2 |
1,424.78 |
1,424.78 |
1,433.55 |
|
| S3 |
1,407.45 |
1,413.42 |
1,431.96 |
|
| S4 |
1,390.12 |
1,396.09 |
1,427.20 |
|
|
| Weekly Pivots for week ending 07-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.12 |
1,533.52 |
1,458.23 |
|
| R3 |
1,513.03 |
1,494.43 |
1,447.48 |
|
| R2 |
1,473.94 |
1,473.94 |
1,443.90 |
|
| R1 |
1,455.34 |
1,455.34 |
1,440.31 |
1,464.64 |
| PP |
1,434.85 |
1,434.85 |
1,434.85 |
1,439.51 |
| S1 |
1,416.25 |
1,416.25 |
1,433.15 |
1,425.55 |
| S2 |
1,395.76 |
1,395.76 |
1,429.56 |
|
| S3 |
1,356.67 |
1,377.16 |
1,425.98 |
|
| S4 |
1,317.58 |
1,338.07 |
1,415.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,453.46 |
1,414.37 |
39.09 |
2.7% |
20.54 |
1.4% |
57% |
True |
False |
|
| 10 |
1,453.46 |
1,369.38 |
84.08 |
5.9% |
20.63 |
1.4% |
80% |
True |
False |
|
| 20 |
1,453.46 |
1,346.01 |
107.45 |
7.5% |
20.99 |
1.5% |
84% |
True |
False |
|
| 40 |
1,453.46 |
1,302.26 |
151.20 |
10.5% |
23.02 |
1.6% |
89% |
True |
False |
|
| 60 |
1,453.46 |
1,246.32 |
207.14 |
14.4% |
22.95 |
1.6% |
92% |
True |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.3% |
23.37 |
1.6% |
93% |
True |
False |
|
| 100 |
1,453.46 |
1,180.11 |
273.35 |
19.0% |
23.90 |
1.7% |
94% |
True |
False |
|
| 120 |
1,453.46 |
1,104.11 |
349.35 |
24.3% |
24.37 |
1.7% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.11 |
|
2.618 |
1,498.83 |
|
1.618 |
1,481.50 |
|
1.000 |
1,470.79 |
|
0.618 |
1,464.17 |
|
HIGH |
1,453.46 |
|
0.618 |
1,446.84 |
|
0.500 |
1,444.80 |
|
0.382 |
1,442.75 |
|
LOW |
1,436.13 |
|
0.618 |
1,425.42 |
|
1.000 |
1,418.80 |
|
1.618 |
1,408.09 |
|
2.618 |
1,390.76 |
|
4.250 |
1,362.48 |
|
|