| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2003 |
20-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,368.47 |
1,365.73 |
-2.74 |
-0.2% |
1,435.87 |
| High |
1,382.94 |
1,394.38 |
11.44 |
0.8% |
1,448.06 |
| Low |
1,363.09 |
1,362.09 |
-1.00 |
-0.1% |
1,401.45 |
| Close |
1,378.90 |
1,363.49 |
-15.41 |
-1.1% |
1,407.51 |
| Range |
19.85 |
32.29 |
12.44 |
62.7% |
46.61 |
| ATR |
25.57 |
26.05 |
0.48 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.19 |
1,449.13 |
1,381.25 |
|
| R3 |
1,437.90 |
1,416.84 |
1,372.37 |
|
| R2 |
1,405.61 |
1,405.61 |
1,369.41 |
|
| R1 |
1,384.55 |
1,384.55 |
1,366.45 |
1,378.94 |
| PP |
1,373.32 |
1,373.32 |
1,373.32 |
1,370.51 |
| S1 |
1,352.26 |
1,352.26 |
1,360.53 |
1,346.65 |
| S2 |
1,341.03 |
1,341.03 |
1,357.57 |
|
| S3 |
1,308.74 |
1,319.97 |
1,354.61 |
|
| S4 |
1,276.45 |
1,287.68 |
1,345.73 |
|
|
| Weekly Pivots for week ending 14-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.84 |
1,529.78 |
1,433.15 |
|
| R3 |
1,512.23 |
1,483.17 |
1,420.33 |
|
| R2 |
1,465.62 |
1,465.62 |
1,416.06 |
|
| R1 |
1,436.56 |
1,436.56 |
1,411.78 |
1,427.79 |
| PP |
1,419.01 |
1,419.01 |
1,419.01 |
1,414.62 |
| S1 |
1,389.95 |
1,389.95 |
1,403.24 |
1,381.18 |
| S2 |
1,372.40 |
1,372.40 |
1,398.96 |
|
| S3 |
1,325.79 |
1,343.34 |
1,394.69 |
|
| S4 |
1,279.18 |
1,296.73 |
1,381.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,448.06 |
1,362.09 |
85.97 |
6.3% |
31.75 |
2.3% |
2% |
False |
True |
|
| 10 |
1,453.46 |
1,362.09 |
91.37 |
6.7% |
26.07 |
1.9% |
2% |
False |
True |
|
| 20 |
1,453.46 |
1,346.01 |
107.45 |
7.9% |
23.72 |
1.7% |
16% |
False |
False |
|
| 40 |
1,453.46 |
1,302.26 |
151.20 |
11.1% |
22.89 |
1.7% |
40% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
11.1% |
23.76 |
1.7% |
40% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
18.3% |
23.53 |
1.7% |
64% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
18.3% |
23.89 |
1.8% |
64% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
20.0% |
24.66 |
1.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.61 |
|
2.618 |
1,478.92 |
|
1.618 |
1,446.63 |
|
1.000 |
1,426.67 |
|
0.618 |
1,414.34 |
|
HIGH |
1,394.38 |
|
0.618 |
1,382.05 |
|
0.500 |
1,378.24 |
|
0.382 |
1,374.42 |
|
LOW |
1,362.09 |
|
0.618 |
1,342.13 |
|
1.000 |
1,329.80 |
|
1.618 |
1,309.84 |
|
2.618 |
1,277.55 |
|
4.250 |
1,224.86 |
|
|