| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2003 |
28-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
1,422.01 |
1,417.41 |
-4.60 |
-0.3% |
1,385.20 |
| High |
1,426.28 |
1,426.76 |
0.48 |
0.0% |
1,426.76 |
| Low |
1,400.00 |
1,416.21 |
16.21 |
1.2% |
1,385.20 |
| Close |
1,420.11 |
1,424.25 |
4.14 |
0.3% |
1,424.25 |
| Range |
26.28 |
10.55 |
-15.73 |
-59.9% |
41.56 |
| ATR |
26.01 |
24.91 |
-1.10 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.06 |
1,449.70 |
1,430.05 |
|
| R3 |
1,443.51 |
1,439.15 |
1,427.15 |
|
| R2 |
1,432.96 |
1,432.96 |
1,426.18 |
|
| R1 |
1,428.60 |
1,428.60 |
1,425.22 |
1,430.78 |
| PP |
1,422.41 |
1,422.41 |
1,422.41 |
1,423.50 |
| S1 |
1,418.05 |
1,418.05 |
1,423.28 |
1,420.23 |
| S2 |
1,411.86 |
1,411.86 |
1,422.32 |
|
| S3 |
1,401.31 |
1,407.50 |
1,421.35 |
|
| S4 |
1,390.76 |
1,396.95 |
1,418.45 |
|
|
| Weekly Pivots for week ending 28-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.75 |
1,522.06 |
1,447.11 |
|
| R3 |
1,495.19 |
1,480.50 |
1,435.68 |
|
| R2 |
1,453.63 |
1,453.63 |
1,431.87 |
|
| R1 |
1,438.94 |
1,438.94 |
1,428.06 |
1,446.29 |
| PP |
1,412.07 |
1,412.07 |
1,412.07 |
1,415.74 |
| S1 |
1,397.38 |
1,397.38 |
1,420.44 |
1,404.73 |
| S2 |
1,370.51 |
1,370.51 |
1,416.63 |
|
| S3 |
1,328.95 |
1,355.82 |
1,412.82 |
|
| S4 |
1,287.39 |
1,314.26 |
1,401.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.76 |
1,357.25 |
69.51 |
4.9% |
20.52 |
1.4% |
96% |
True |
False |
|
| 10 |
1,448.06 |
1,357.25 |
90.81 |
6.4% |
26.14 |
1.8% |
74% |
False |
False |
|
| 20 |
1,453.46 |
1,357.25 |
96.21 |
6.8% |
23.11 |
1.6% |
70% |
False |
False |
|
| 40 |
1,453.46 |
1,346.01 |
107.45 |
7.5% |
22.33 |
1.6% |
73% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.6% |
23.66 |
1.7% |
81% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.5% |
23.00 |
1.6% |
88% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.5% |
23.66 |
1.7% |
88% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
19.2% |
24.19 |
1.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.60 |
|
2.618 |
1,454.38 |
|
1.618 |
1,443.83 |
|
1.000 |
1,437.31 |
|
0.618 |
1,433.28 |
|
HIGH |
1,426.76 |
|
0.618 |
1,422.73 |
|
0.500 |
1,421.49 |
|
0.382 |
1,420.24 |
|
LOW |
1,416.21 |
|
0.618 |
1,409.69 |
|
1.000 |
1,405.66 |
|
1.618 |
1,399.14 |
|
2.618 |
1,388.59 |
|
4.250 |
1,371.37 |
|
|