| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2004 |
03-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,487.70 |
1,469.77 |
-17.93 |
-1.2% |
1,488.28 |
| High |
1,494.67 |
1,473.28 |
-21.39 |
-1.4% |
1,489.40 |
| Low |
1,473.22 |
1,456.87 |
-16.35 |
-1.1% |
1,452.49 |
| Close |
1,473.22 |
1,466.09 |
-7.13 |
-0.5% |
1,470.38 |
| Range |
21.45 |
16.41 |
-5.04 |
-23.5% |
36.91 |
| ATR |
23.39 |
22.89 |
-0.50 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.64 |
1,506.78 |
1,475.12 |
|
| R3 |
1,498.23 |
1,490.37 |
1,470.60 |
|
| R2 |
1,481.82 |
1,481.82 |
1,469.10 |
|
| R1 |
1,473.96 |
1,473.96 |
1,467.59 |
1,469.69 |
| PP |
1,465.41 |
1,465.41 |
1,465.41 |
1,463.28 |
| S1 |
1,457.55 |
1,457.55 |
1,464.59 |
1,453.28 |
| S2 |
1,449.00 |
1,449.00 |
1,463.08 |
|
| S3 |
1,432.59 |
1,441.14 |
1,461.58 |
|
| S4 |
1,416.18 |
1,424.73 |
1,457.06 |
|
|
| Weekly Pivots for week ending 27-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,581.49 |
1,562.84 |
1,490.68 |
|
| R3 |
1,544.58 |
1,525.93 |
1,480.53 |
|
| R2 |
1,507.67 |
1,507.67 |
1,477.15 |
|
| R1 |
1,489.02 |
1,489.02 |
1,473.76 |
1,479.89 |
| PP |
1,470.76 |
1,470.76 |
1,470.76 |
1,466.19 |
| S1 |
1,452.11 |
1,452.11 |
1,467.00 |
1,442.98 |
| S2 |
1,433.85 |
1,433.85 |
1,463.61 |
|
| S3 |
1,396.94 |
1,415.20 |
1,460.23 |
|
| S4 |
1,360.03 |
1,378.29 |
1,450.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,494.67 |
1,456.87 |
37.80 |
2.6% |
21.10 |
1.4% |
24% |
False |
True |
|
| 10 |
1,524.09 |
1,452.49 |
71.60 |
4.9% |
23.68 |
1.6% |
19% |
False |
False |
|
| 20 |
1,524.09 |
1,452.49 |
71.60 |
4.9% |
21.41 |
1.5% |
19% |
False |
False |
|
| 40 |
1,559.47 |
1,452.49 |
106.98 |
7.3% |
22.91 |
1.6% |
13% |
False |
False |
|
| 60 |
1,559.47 |
1,372.87 |
186.60 |
12.7% |
22.42 |
1.5% |
50% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
13.8% |
22.78 |
1.6% |
54% |
False |
False |
|
| 100 |
1,559.47 |
1,346.01 |
213.46 |
14.6% |
22.47 |
1.5% |
56% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
17.5% |
23.01 |
1.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,543.02 |
|
2.618 |
1,516.24 |
|
1.618 |
1,499.83 |
|
1.000 |
1,489.69 |
|
0.618 |
1,483.42 |
|
HIGH |
1,473.28 |
|
0.618 |
1,467.01 |
|
0.500 |
1,465.08 |
|
0.382 |
1,463.14 |
|
LOW |
1,456.87 |
|
0.618 |
1,446.73 |
|
1.000 |
1,440.46 |
|
1.618 |
1,430.32 |
|
2.618 |
1,413.91 |
|
4.250 |
1,387.13 |
|
|