| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2003 |
10-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
1,423.75 |
1,387.25 |
-36.50 |
-2.6% |
1,434.10 |
| High |
1,425.01 |
1,394.69 |
-30.32 |
-2.1% |
1,452.03 |
| Low |
1,383.00 |
1,372.87 |
-10.13 |
-0.7% |
1,405.55 |
| Close |
1,383.66 |
1,388.96 |
5.30 |
0.4% |
1,406.91 |
| Range |
42.01 |
21.82 |
-20.19 |
-48.1% |
46.48 |
| ATR |
25.68 |
25.41 |
-0.28 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.97 |
1,441.78 |
1,400.96 |
|
| R3 |
1,429.15 |
1,419.96 |
1,394.96 |
|
| R2 |
1,407.33 |
1,407.33 |
1,392.96 |
|
| R1 |
1,398.14 |
1,398.14 |
1,390.96 |
1,402.74 |
| PP |
1,385.51 |
1,385.51 |
1,385.51 |
1,387.80 |
| S1 |
1,376.32 |
1,376.32 |
1,386.96 |
1,380.92 |
| S2 |
1,363.69 |
1,363.69 |
1,384.96 |
|
| S3 |
1,341.87 |
1,354.50 |
1,382.96 |
|
| S4 |
1,320.05 |
1,332.68 |
1,376.96 |
|
|
| Weekly Pivots for week ending 05-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.94 |
1,530.40 |
1,432.47 |
|
| R3 |
1,514.46 |
1,483.92 |
1,419.69 |
|
| R2 |
1,467.98 |
1,467.98 |
1,415.43 |
|
| R1 |
1,437.44 |
1,437.44 |
1,411.17 |
1,429.47 |
| PP |
1,421.50 |
1,421.50 |
1,421.50 |
1,417.51 |
| S1 |
1,390.96 |
1,390.96 |
1,402.65 |
1,382.99 |
| S2 |
1,375.02 |
1,375.02 |
1,398.39 |
|
| S3 |
1,328.54 |
1,344.48 |
1,394.13 |
|
| S4 |
1,282.06 |
1,298.00 |
1,381.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,434.28 |
1,372.87 |
61.41 |
4.4% |
26.06 |
1.9% |
26% |
False |
True |
|
| 10 |
1,452.03 |
1,372.87 |
79.16 |
5.7% |
23.59 |
1.7% |
20% |
False |
True |
|
| 20 |
1,452.03 |
1,357.25 |
94.78 |
6.8% |
25.16 |
1.8% |
33% |
False |
False |
|
| 40 |
1,453.46 |
1,346.01 |
107.45 |
7.7% |
23.33 |
1.7% |
40% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.9% |
23.56 |
1.7% |
57% |
False |
False |
|
| 80 |
1,453.46 |
1,280.59 |
172.87 |
12.4% |
23.53 |
1.7% |
63% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.9% |
23.67 |
1.7% |
74% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
19.7% |
24.03 |
1.7% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.43 |
|
2.618 |
1,451.81 |
|
1.618 |
1,429.99 |
|
1.000 |
1,416.51 |
|
0.618 |
1,408.17 |
|
HIGH |
1,394.69 |
|
0.618 |
1,386.35 |
|
0.500 |
1,383.78 |
|
0.382 |
1,381.21 |
|
LOW |
1,372.87 |
|
0.618 |
1,359.39 |
|
1.000 |
1,351.05 |
|
1.618 |
1,337.57 |
|
2.618 |
1,315.75 |
|
4.250 |
1,280.14 |
|
|