| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2003 |
25-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,385.20 |
1,418.26 |
33.06 |
2.4% |
1,399.38 |
| High |
1,419.31 |
1,424.35 |
5.04 |
0.4% |
1,405.94 |
| Low |
1,385.20 |
1,411.36 |
26.16 |
1.9% |
1,357.25 |
| Close |
1,419.31 |
1,411.36 |
-7.95 |
-0.6% |
1,373.32 |
| Range |
34.11 |
12.99 |
-21.12 |
-61.9% |
48.69 |
| ATR |
26.99 |
25.99 |
-1.00 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.66 |
1,446.00 |
1,418.50 |
|
| R3 |
1,441.67 |
1,433.01 |
1,414.93 |
|
| R2 |
1,428.68 |
1,428.68 |
1,413.74 |
|
| R1 |
1,420.02 |
1,420.02 |
1,412.55 |
1,417.86 |
| PP |
1,415.69 |
1,415.69 |
1,415.69 |
1,414.61 |
| S1 |
1,407.03 |
1,407.03 |
1,410.17 |
1,404.87 |
| S2 |
1,402.70 |
1,402.70 |
1,408.98 |
|
| S3 |
1,389.71 |
1,394.04 |
1,407.79 |
|
| S4 |
1,376.72 |
1,381.05 |
1,404.22 |
|
|
| Weekly Pivots for week ending 21-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.91 |
1,497.80 |
1,400.10 |
|
| R3 |
1,476.22 |
1,449.11 |
1,386.71 |
|
| R2 |
1,427.53 |
1,427.53 |
1,382.25 |
|
| R1 |
1,400.42 |
1,400.42 |
1,377.78 |
1,389.63 |
| PP |
1,378.84 |
1,378.84 |
1,378.84 |
1,373.44 |
| S1 |
1,351.73 |
1,351.73 |
1,368.86 |
1,340.94 |
| S2 |
1,330.15 |
1,330.15 |
1,364.39 |
|
| S3 |
1,281.46 |
1,303.04 |
1,359.93 |
|
| S4 |
1,232.77 |
1,254.35 |
1,346.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.35 |
1,357.25 |
67.10 |
4.8% |
23.59 |
1.7% |
81% |
True |
False |
|
| 10 |
1,448.06 |
1,357.25 |
90.81 |
6.4% |
26.73 |
1.9% |
60% |
False |
False |
|
| 20 |
1,453.46 |
1,357.25 |
96.21 |
6.8% |
23.14 |
1.6% |
56% |
False |
False |
|
| 40 |
1,453.46 |
1,306.33 |
147.13 |
10.4% |
22.60 |
1.6% |
71% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.7% |
23.72 |
1.7% |
72% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.7% |
23.33 |
1.7% |
83% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.7% |
23.77 |
1.7% |
83% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
19.4% |
24.26 |
1.7% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.56 |
|
2.618 |
1,458.36 |
|
1.618 |
1,445.37 |
|
1.000 |
1,437.34 |
|
0.618 |
1,432.38 |
|
HIGH |
1,424.35 |
|
0.618 |
1,419.39 |
|
0.500 |
1,417.86 |
|
0.382 |
1,416.32 |
|
LOW |
1,411.36 |
|
0.618 |
1,403.33 |
|
1.000 |
1,398.37 |
|
1.618 |
1,390.34 |
|
2.618 |
1,377.35 |
|
4.250 |
1,356.15 |
|
|