| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2003 |
13-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,414.21 |
1,434.75 |
20.54 |
1.5% |
1,423.13 |
| High |
1,443.52 |
1,442.27 |
-1.25 |
-0.1% |
1,453.46 |
| Low |
1,413.84 |
1,429.22 |
15.38 |
1.1% |
1,414.37 |
| Close |
1,443.52 |
1,439.87 |
-3.65 |
-0.3% |
1,436.73 |
| Range |
29.68 |
13.05 |
-16.63 |
-56.0% |
39.09 |
| ATR |
23.92 |
23.23 |
-0.69 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.27 |
1,471.12 |
1,447.05 |
|
| R3 |
1,463.22 |
1,458.07 |
1,443.46 |
|
| R2 |
1,450.17 |
1,450.17 |
1,442.26 |
|
| R1 |
1,445.02 |
1,445.02 |
1,441.07 |
1,447.60 |
| PP |
1,437.12 |
1,437.12 |
1,437.12 |
1,438.41 |
| S1 |
1,431.97 |
1,431.97 |
1,438.67 |
1,434.55 |
| S2 |
1,424.07 |
1,424.07 |
1,437.48 |
|
| S3 |
1,411.02 |
1,418.92 |
1,436.28 |
|
| S4 |
1,397.97 |
1,405.87 |
1,432.69 |
|
|
| 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% |
20.40 |
1.4% |
74% |
False |
False |
|
| 10 |
1,453.46 |
1,401.45 |
52.01 |
3.6% |
20.09 |
1.4% |
74% |
False |
False |
|
| 20 |
1,453.46 |
1,346.01 |
107.45 |
7.5% |
21.30 |
1.5% |
87% |
False |
False |
|
| 40 |
1,453.46 |
1,302.26 |
151.20 |
10.5% |
22.55 |
1.6% |
91% |
False |
False |
|
| 60 |
1,453.46 |
1,280.59 |
172.87 |
12.0% |
23.07 |
1.6% |
92% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.3% |
23.25 |
1.6% |
95% |
False |
False |
|
| 100 |
1,453.46 |
1,180.11 |
273.35 |
19.0% |
23.70 |
1.6% |
95% |
False |
False |
|
| 120 |
1,453.46 |
1,165.34 |
288.12 |
20.0% |
24.26 |
1.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.73 |
|
2.618 |
1,476.43 |
|
1.618 |
1,463.38 |
|
1.000 |
1,455.32 |
|
0.618 |
1,450.33 |
|
HIGH |
1,442.27 |
|
0.618 |
1,437.28 |
|
0.500 |
1,435.75 |
|
0.382 |
1,434.21 |
|
LOW |
1,429.22 |
|
0.618 |
1,421.16 |
|
1.000 |
1,416.17 |
|
1.618 |
1,408.11 |
|
2.618 |
1,395.06 |
|
4.250 |
1,373.76 |
|
|