| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2003 |
12-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,412.50 |
1,414.21 |
1.71 |
0.1% |
1,423.13 |
| High |
1,418.46 |
1,443.52 |
25.06 |
1.8% |
1,453.46 |
| Low |
1,401.45 |
1,413.84 |
12.39 |
0.9% |
1,414.37 |
| Close |
1,409.64 |
1,443.52 |
33.88 |
2.4% |
1,436.73 |
| Range |
17.01 |
29.68 |
12.67 |
74.5% |
39.09 |
| ATR |
23.15 |
23.92 |
0.77 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.67 |
1,512.77 |
1,459.84 |
|
| R3 |
1,492.99 |
1,483.09 |
1,451.68 |
|
| R2 |
1,463.31 |
1,463.31 |
1,448.96 |
|
| R1 |
1,453.41 |
1,453.41 |
1,446.24 |
1,458.36 |
| PP |
1,433.63 |
1,433.63 |
1,433.63 |
1,436.10 |
| S1 |
1,423.73 |
1,423.73 |
1,440.80 |
1,428.68 |
| S2 |
1,403.95 |
1,403.95 |
1,438.08 |
|
| S3 |
1,374.27 |
1,394.05 |
1,435.36 |
|
| S4 |
1,344.59 |
1,364.37 |
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 |
1,401.45 |
52.01 |
3.6% |
22.09 |
1.5% |
81% |
False |
False |
|
| 10 |
1,453.46 |
1,401.45 |
52.01 |
3.6% |
21.20 |
1.5% |
81% |
False |
False |
|
| 20 |
1,453.46 |
1,346.01 |
107.45 |
7.4% |
21.47 |
1.5% |
91% |
False |
False |
|
| 40 |
1,453.46 |
1,302.26 |
151.20 |
10.5% |
23.05 |
1.6% |
93% |
False |
False |
|
| 60 |
1,453.46 |
1,280.59 |
172.87 |
12.0% |
23.16 |
1.6% |
94% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.3% |
23.38 |
1.6% |
96% |
False |
False |
|
| 100 |
1,453.46 |
1,180.11 |
273.35 |
18.9% |
23.79 |
1.6% |
96% |
False |
False |
|
| 120 |
1,453.46 |
1,123.25 |
330.21 |
22.9% |
24.57 |
1.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,569.66 |
|
2.618 |
1,521.22 |
|
1.618 |
1,491.54 |
|
1.000 |
1,473.20 |
|
0.618 |
1,461.86 |
|
HIGH |
1,443.52 |
|
0.618 |
1,432.18 |
|
0.500 |
1,428.68 |
|
0.382 |
1,425.18 |
|
LOW |
1,413.84 |
|
0.618 |
1,395.50 |
|
1.000 |
1,384.16 |
|
1.618 |
1,365.82 |
|
2.618 |
1,336.14 |
|
4.250 |
1,287.70 |
|
|