| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2003 |
19-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
1,404.08 |
1,434.93 |
30.85 |
2.2% |
1,442.05 |
| High |
1,432.64 |
1,434.93 |
2.29 |
0.2% |
1,442.65 |
| Low |
1,404.08 |
1,416.21 |
12.13 |
0.9% |
1,384.52 |
| Close |
1,431.31 |
1,426.17 |
-5.14 |
-0.4% |
1,426.17 |
| Range |
28.56 |
18.72 |
-9.84 |
-34.5% |
58.13 |
| ATR |
26.21 |
25.67 |
-0.53 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.93 |
1,472.77 |
1,436.47 |
|
| R3 |
1,463.21 |
1,454.05 |
1,431.32 |
|
| R2 |
1,444.49 |
1,444.49 |
1,429.60 |
|
| R1 |
1,435.33 |
1,435.33 |
1,427.89 |
1,430.55 |
| PP |
1,425.77 |
1,425.77 |
1,425.77 |
1,423.38 |
| S1 |
1,416.61 |
1,416.61 |
1,424.45 |
1,411.83 |
| S2 |
1,407.05 |
1,407.05 |
1,422.74 |
|
| S3 |
1,388.33 |
1,397.89 |
1,421.02 |
|
| S4 |
1,369.61 |
1,379.17 |
1,415.87 |
|
|
| Weekly Pivots for week ending 19-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,592.17 |
1,567.30 |
1,458.14 |
|
| R3 |
1,534.04 |
1,509.17 |
1,442.16 |
|
| R2 |
1,475.91 |
1,475.91 |
1,436.83 |
|
| R1 |
1,451.04 |
1,451.04 |
1,431.50 |
1,434.41 |
| PP |
1,417.78 |
1,417.78 |
1,417.78 |
1,409.47 |
| S1 |
1,392.91 |
1,392.91 |
1,420.84 |
1,376.28 |
| S2 |
1,359.65 |
1,359.65 |
1,415.51 |
|
| S3 |
1,301.52 |
1,334.78 |
1,410.18 |
|
| S4 |
1,243.39 |
1,276.65 |
1,394.20 |
|
|
| 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 |
4.1% |
26.27 |
1.8% |
72% |
False |
False |
|
| 10 |
1,442.65 |
1,372.87 |
69.78 |
4.9% |
26.52 |
1.9% |
76% |
False |
False |
|
| 20 |
1,452.03 |
1,357.25 |
94.78 |
6.6% |
24.17 |
1.7% |
73% |
False |
False |
|
| 40 |
1,453.46 |
1,346.01 |
107.45 |
7.5% |
23.94 |
1.7% |
75% |
False |
False |
|
| 60 |
1,453.46 |
1,302.26 |
151.20 |
10.6% |
23.32 |
1.6% |
82% |
False |
False |
|
| 80 |
1,453.46 |
1,302.26 |
151.20 |
10.6% |
23.86 |
1.7% |
82% |
False |
False |
|
| 100 |
1,453.46 |
1,204.29 |
249.17 |
17.5% |
23.66 |
1.7% |
89% |
False |
False |
|
| 120 |
1,453.46 |
1,204.29 |
249.17 |
17.5% |
23.93 |
1.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,514.49 |
|
2.618 |
1,483.94 |
|
1.618 |
1,465.22 |
|
1.000 |
1,453.65 |
|
0.618 |
1,446.50 |
|
HIGH |
1,434.93 |
|
0.618 |
1,427.78 |
|
0.500 |
1,425.57 |
|
0.382 |
1,423.36 |
|
LOW |
1,416.21 |
|
0.618 |
1,404.64 |
|
1.000 |
1,397.49 |
|
1.618 |
1,385.92 |
|
2.618 |
1,367.20 |
|
4.250 |
1,336.65 |
|
|