| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2003 |
15-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
1,419.70 |
1,442.05 |
22.35 |
1.6% |
1,406.02 |
| High |
1,419.70 |
1,442.65 |
22.95 |
1.6% |
1,425.01 |
| Low |
1,404.40 |
1,396.82 |
-7.58 |
-0.5% |
1,372.87 |
| Close |
1,417.27 |
1,396.82 |
-20.45 |
-1.4% |
1,417.27 |
| Range |
15.30 |
45.83 |
30.53 |
199.5% |
52.14 |
| ATR |
25.32 |
26.79 |
1.46 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.59 |
1,519.03 |
1,422.03 |
|
| R3 |
1,503.76 |
1,473.20 |
1,409.42 |
|
| R2 |
1,457.93 |
1,457.93 |
1,405.22 |
|
| R1 |
1,427.37 |
1,427.37 |
1,401.02 |
1,419.74 |
| PP |
1,412.10 |
1,412.10 |
1,412.10 |
1,408.28 |
| S1 |
1,381.54 |
1,381.54 |
1,392.62 |
1,373.91 |
| S2 |
1,366.27 |
1,366.27 |
1,388.42 |
|
| S3 |
1,320.44 |
1,335.71 |
1,384.22 |
|
| S4 |
1,274.61 |
1,289.88 |
1,371.61 |
|
|
| Weekly Pivots for week ending 12-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,561.47 |
1,541.51 |
1,445.95 |
|
| R3 |
1,509.33 |
1,489.37 |
1,431.61 |
|
| R2 |
1,457.19 |
1,457.19 |
1,426.83 |
|
| R1 |
1,437.23 |
1,437.23 |
1,422.05 |
1,447.21 |
| PP |
1,405.05 |
1,405.05 |
1,405.05 |
1,410.04 |
| S1 |
1,385.09 |
1,385.09 |
1,412.49 |
1,395.07 |
| S2 |
1,352.91 |
1,352.91 |
1,407.71 |
|
| S3 |
1,300.77 |
1,332.95 |
1,402.93 |
|
| S4 |
1,248.63 |
1,280.81 |
1,388.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,442.65 |
1,372.87 |
69.78 |
5.0% |
32.00 |
2.3% |
34% |
True |
False |
|
| 10 |
1,452.03 |
1,372.87 |
79.16 |
5.7% |
27.53 |
2.0% |
30% |
False |
False |
|
| 20 |
1,452.03 |
1,357.25 |
94.78 |
6.8% |
25.80 |
1.8% |
42% |
False |
False |
|
| 40 |
1,453.46 |
1,346.01 |
107.45 |
7.7% |
23.71 |
1.7% |
47% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.8% |
23.92 |
1.7% |
63% |
False |
False |
|
| 80 |
1,453.46 |
1,280.59 |
172.87 |
12.4% |
24.00 |
1.7% |
67% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.8% |
23.81 |
1.7% |
77% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
19.6% |
24.17 |
1.7% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,637.43 |
|
2.618 |
1,562.63 |
|
1.618 |
1,516.80 |
|
1.000 |
1,488.48 |
|
0.618 |
1,470.97 |
|
HIGH |
1,442.65 |
|
0.618 |
1,425.14 |
|
0.500 |
1,419.74 |
|
0.382 |
1,414.33 |
|
LOW |
1,396.82 |
|
0.618 |
1,368.50 |
|
1.000 |
1,350.99 |
|
1.618 |
1,322.67 |
|
2.618 |
1,276.84 |
|
4.250 |
1,202.04 |
|
|