| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2004 |
10-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,441.28 |
1,438.53 |
-2.75 |
-0.2% |
1,476.04 |
| High |
1,446.46 |
1,447.71 |
1.25 |
0.1% |
1,494.67 |
| Low |
1,429.36 |
1,417.18 |
-12.18 |
-0.9% |
1,456.87 |
| Close |
1,437.47 |
1,417.50 |
-19.97 |
-1.4% |
1,472.99 |
| Range |
17.10 |
30.53 |
13.43 |
78.5% |
37.80 |
| ATR |
23.77 |
24.26 |
0.48 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,519.05 |
1,498.81 |
1,434.29 |
|
| R3 |
1,488.52 |
1,468.28 |
1,425.90 |
|
| R2 |
1,457.99 |
1,457.99 |
1,423.10 |
|
| R1 |
1,437.75 |
1,437.75 |
1,420.30 |
1,432.61 |
| PP |
1,427.46 |
1,427.46 |
1,427.46 |
1,424.89 |
| S1 |
1,407.22 |
1,407.22 |
1,414.70 |
1,402.08 |
| S2 |
1,396.93 |
1,396.93 |
1,411.90 |
|
| S3 |
1,366.40 |
1,376.69 |
1,409.10 |
|
| S4 |
1,335.87 |
1,346.16 |
1,400.71 |
|
|
| Weekly Pivots for week ending 05-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,588.24 |
1,568.42 |
1,493.78 |
|
| R3 |
1,550.44 |
1,530.62 |
1,483.39 |
|
| R2 |
1,512.64 |
1,512.64 |
1,479.92 |
|
| R1 |
1,492.82 |
1,492.82 |
1,476.46 |
1,483.83 |
| PP |
1,474.84 |
1,474.84 |
1,474.84 |
1,470.35 |
| S1 |
1,455.02 |
1,455.02 |
1,469.53 |
1,446.03 |
| S2 |
1,437.04 |
1,437.04 |
1,466.06 |
|
| S3 |
1,399.24 |
1,417.22 |
1,462.60 |
|
| S4 |
1,361.44 |
1,379.42 |
1,452.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,494.29 |
1,417.18 |
77.11 |
5.4% |
27.12 |
1.9% |
0% |
False |
True |
|
| 10 |
1,494.67 |
1,417.18 |
77.49 |
5.5% |
24.11 |
1.7% |
0% |
False |
True |
|
| 20 |
1,524.09 |
1,417.18 |
106.91 |
7.5% |
23.66 |
1.7% |
0% |
False |
True |
|
| 40 |
1,559.47 |
1,417.18 |
142.29 |
10.0% |
23.51 |
1.7% |
0% |
False |
True |
|
| 60 |
1,559.47 |
1,384.52 |
174.95 |
12.3% |
22.31 |
1.6% |
19% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
14.3% |
23.09 |
1.6% |
30% |
False |
False |
|
| 100 |
1,559.47 |
1,346.01 |
213.46 |
15.1% |
22.77 |
1.6% |
33% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
18.1% |
23.08 |
1.6% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,577.46 |
|
2.618 |
1,527.64 |
|
1.618 |
1,497.11 |
|
1.000 |
1,478.24 |
|
0.618 |
1,466.58 |
|
HIGH |
1,447.71 |
|
0.618 |
1,436.05 |
|
0.500 |
1,432.45 |
|
0.382 |
1,428.84 |
|
LOW |
1,417.18 |
|
0.618 |
1,398.31 |
|
1.000 |
1,386.65 |
|
1.618 |
1,367.78 |
|
2.618 |
1,337.25 |
|
4.250 |
1,287.43 |
|
|