| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2003 |
17-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
1,397.41 |
1,400.78 |
3.37 |
0.2% |
1,406.02 |
| High |
1,407.38 |
1,406.23 |
-1.15 |
-0.1% |
1,425.01 |
| Low |
1,384.52 |
1,390.83 |
6.31 |
0.5% |
1,372.87 |
| Close |
1,403.28 |
1,400.00 |
-3.28 |
-0.2% |
1,417.27 |
| Range |
22.86 |
15.40 |
-7.46 |
-32.6% |
52.14 |
| ATR |
26.51 |
25.71 |
-0.79 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.22 |
1,438.01 |
1,408.47 |
|
| R3 |
1,429.82 |
1,422.61 |
1,404.24 |
|
| R2 |
1,414.42 |
1,414.42 |
1,402.82 |
|
| R1 |
1,407.21 |
1,407.21 |
1,401.41 |
1,403.12 |
| PP |
1,399.02 |
1,399.02 |
1,399.02 |
1,396.97 |
| S1 |
1,391.81 |
1,391.81 |
1,398.59 |
1,387.72 |
| S2 |
1,383.62 |
1,383.62 |
1,397.18 |
|
| S3 |
1,368.22 |
1,376.41 |
1,395.77 |
|
| S4 |
1,352.82 |
1,361.01 |
1,391.53 |
|
|
| 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 |
1,384.52 |
58.13 |
4.2% |
26.88 |
1.9% |
27% |
False |
False |
|
| 10 |
1,442.65 |
1,372.87 |
69.78 |
5.0% |
26.47 |
1.9% |
39% |
False |
False |
|
| 20 |
1,452.03 |
1,357.25 |
94.78 |
6.8% |
24.41 |
1.7% |
45% |
False |
False |
|
| 40 |
1,453.46 |
1,346.01 |
107.45 |
7.7% |
23.66 |
1.7% |
50% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.8% |
23.88 |
1.7% |
65% |
False |
False |
|
| 80 |
1,453.46 |
1,280.59 |
172.87 |
12.3% |
23.85 |
1.7% |
69% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.8% |
23.65 |
1.7% |
79% |
False |
False |
|
| 120 |
1,453.46 |
1,180.11 |
273.35 |
19.5% |
24.03 |
1.7% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.68 |
|
2.618 |
1,446.55 |
|
1.618 |
1,431.15 |
|
1.000 |
1,421.63 |
|
0.618 |
1,415.75 |
|
HIGH |
1,406.23 |
|
0.618 |
1,400.35 |
|
0.500 |
1,398.53 |
|
0.382 |
1,396.71 |
|
LOW |
1,390.83 |
|
0.618 |
1,381.31 |
|
1.000 |
1,375.43 |
|
1.618 |
1,365.91 |
|
2.618 |
1,350.51 |
|
4.250 |
1,325.38 |
|
|