| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2003 |
01-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
1,417.41 |
1,434.10 |
16.69 |
1.2% |
1,385.20 |
| High |
1,426.76 |
1,447.08 |
20.32 |
1.4% |
1,426.76 |
| Low |
1,416.21 |
1,427.12 |
10.91 |
0.8% |
1,385.20 |
| Close |
1,424.25 |
1,447.08 |
22.83 |
1.6% |
1,424.25 |
| Range |
10.55 |
19.96 |
9.41 |
89.2% |
41.56 |
| ATR |
24.91 |
24.76 |
-0.15 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.31 |
1,493.65 |
1,458.06 |
|
| R3 |
1,480.35 |
1,473.69 |
1,452.57 |
|
| R2 |
1,460.39 |
1,460.39 |
1,450.74 |
|
| R1 |
1,453.73 |
1,453.73 |
1,448.91 |
1,457.06 |
| PP |
1,440.43 |
1,440.43 |
1,440.43 |
1,442.09 |
| S1 |
1,433.77 |
1,433.77 |
1,445.25 |
1,437.10 |
| S2 |
1,420.47 |
1,420.47 |
1,443.42 |
|
| S3 |
1,400.51 |
1,413.81 |
1,441.59 |
|
| S4 |
1,380.55 |
1,393.85 |
1,436.10 |
|
|
| 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 |
1,447.08 |
1,385.20 |
61.88 |
4.3% |
20.78 |
1.4% |
100% |
True |
False |
|
| 10 |
1,447.08 |
1,357.25 |
89.83 |
6.2% |
24.07 |
1.7% |
100% |
True |
False |
|
| 20 |
1,453.46 |
1,357.25 |
96.21 |
6.6% |
23.44 |
1.6% |
93% |
False |
False |
|
| 40 |
1,453.46 |
1,346.01 |
107.45 |
7.4% |
22.26 |
1.5% |
94% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.4% |
23.57 |
1.6% |
96% |
False |
False |
|
| 80 |
1,453.46 |
1,204.29 |
249.17 |
17.2% |
23.04 |
1.6% |
97% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.2% |
23.61 |
1.6% |
97% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
18.9% |
24.10 |
1.7% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.91 |
|
2.618 |
1,499.34 |
|
1.618 |
1,479.38 |
|
1.000 |
1,467.04 |
|
0.618 |
1,459.42 |
|
HIGH |
1,447.08 |
|
0.618 |
1,439.46 |
|
0.500 |
1,437.10 |
|
0.382 |
1,434.74 |
|
LOW |
1,427.12 |
|
0.618 |
1,414.78 |
|
1.000 |
1,407.16 |
|
1.618 |
1,394.82 |
|
2.618 |
1,374.86 |
|
4.250 |
1,342.29 |
|
|