| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2003 |
10-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,450.47 |
1,435.87 |
-14.60 |
-1.0% |
1,423.13 |
| High |
1,453.46 |
1,437.06 |
-16.40 |
-1.1% |
1,453.46 |
| Low |
1,436.13 |
1,412.14 |
-23.99 |
-1.7% |
1,414.37 |
| Close |
1,436.73 |
1,414.62 |
-22.11 |
-1.5% |
1,436.73 |
| Range |
17.33 |
24.92 |
7.59 |
43.8% |
39.09 |
| ATR |
23.53 |
23.63 |
0.10 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,496.03 |
1,480.25 |
1,428.33 |
|
| R3 |
1,471.11 |
1,455.33 |
1,421.47 |
|
| R2 |
1,446.19 |
1,446.19 |
1,419.19 |
|
| R1 |
1,430.41 |
1,430.41 |
1,416.90 |
1,425.84 |
| PP |
1,421.27 |
1,421.27 |
1,421.27 |
1,418.99 |
| S1 |
1,405.49 |
1,405.49 |
1,412.34 |
1,400.92 |
| S2 |
1,396.35 |
1,396.35 |
1,410.05 |
|
| S3 |
1,371.43 |
1,380.57 |
1,407.77 |
|
| S4 |
1,346.51 |
1,355.65 |
1,400.91 |
|
|
| 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 |
1,412.14 |
41.32 |
2.9% |
20.85 |
1.5% |
6% |
False |
True |
|
| 10 |
1,453.46 |
1,382.88 |
70.58 |
5.0% |
21.56 |
1.5% |
45% |
False |
False |
|
| 20 |
1,453.46 |
1,346.01 |
107.45 |
7.6% |
21.38 |
1.5% |
64% |
False |
False |
|
| 40 |
1,453.46 |
1,302.26 |
151.20 |
10.7% |
23.21 |
1.6% |
74% |
False |
False |
|
| 60 |
1,453.46 |
1,256.90 |
196.56 |
13.9% |
23.17 |
1.6% |
80% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.6% |
23.39 |
1.7% |
84% |
False |
False |
|
| 100 |
1,453.46 |
1,180.11 |
273.35 |
19.3% |
23.82 |
1.7% |
86% |
False |
False |
|
| 120 |
1,453.46 |
1,112.59 |
340.87 |
24.1% |
24.48 |
1.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,542.97 |
|
2.618 |
1,502.30 |
|
1.618 |
1,477.38 |
|
1.000 |
1,461.98 |
|
0.618 |
1,452.46 |
|
HIGH |
1,437.06 |
|
0.618 |
1,427.54 |
|
0.500 |
1,424.60 |
|
0.382 |
1,421.66 |
|
LOW |
1,412.14 |
|
0.618 |
1,396.74 |
|
1.000 |
1,387.22 |
|
1.618 |
1,371.82 |
|
2.618 |
1,346.90 |
|
4.250 |
1,306.23 |
|
|