| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2004 |
11-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,438.53 |
1,409.14 |
-29.39 |
-2.0% |
1,476.04 |
| High |
1,447.71 |
1,429.10 |
-18.61 |
-1.3% |
1,494.67 |
| Low |
1,417.18 |
1,402.20 |
-14.98 |
-1.1% |
1,456.87 |
| Close |
1,417.50 |
1,402.20 |
-15.30 |
-1.1% |
1,472.99 |
| Range |
30.53 |
26.90 |
-3.63 |
-11.9% |
37.80 |
| ATR |
24.26 |
24.45 |
0.19 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,491.87 |
1,473.93 |
1,417.00 |
|
| R3 |
1,464.97 |
1,447.03 |
1,409.60 |
|
| R2 |
1,438.07 |
1,438.07 |
1,407.13 |
|
| R1 |
1,420.13 |
1,420.13 |
1,404.67 |
1,415.65 |
| PP |
1,411.17 |
1,411.17 |
1,411.17 |
1,408.93 |
| S1 |
1,393.23 |
1,393.23 |
1,399.73 |
1,388.75 |
| S2 |
1,384.27 |
1,384.27 |
1,397.27 |
|
| S3 |
1,357.37 |
1,366.33 |
1,394.80 |
|
| S4 |
1,330.47 |
1,339.43 |
1,387.41 |
|
|
| 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 |
1,402.20 |
92.09 |
6.6% |
29.14 |
2.1% |
0% |
False |
True |
|
| 10 |
1,494.67 |
1,402.20 |
92.47 |
6.6% |
24.84 |
1.8% |
0% |
False |
True |
|
| 20 |
1,524.09 |
1,402.20 |
121.89 |
8.7% |
23.84 |
1.7% |
0% |
False |
True |
|
| 40 |
1,559.47 |
1,402.20 |
157.27 |
11.2% |
23.47 |
1.7% |
0% |
False |
True |
|
| 60 |
1,559.47 |
1,384.52 |
174.95 |
12.5% |
22.50 |
1.6% |
10% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
14.4% |
23.26 |
1.7% |
22% |
False |
False |
|
| 100 |
1,559.47 |
1,346.01 |
213.46 |
15.2% |
22.87 |
1.6% |
26% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
18.3% |
23.02 |
1.6% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,543.43 |
|
2.618 |
1,499.52 |
|
1.618 |
1,472.62 |
|
1.000 |
1,456.00 |
|
0.618 |
1,445.72 |
|
HIGH |
1,429.10 |
|
0.618 |
1,418.82 |
|
0.500 |
1,415.65 |
|
0.382 |
1,412.48 |
|
LOW |
1,402.20 |
|
0.618 |
1,385.58 |
|
1.000 |
1,375.30 |
|
1.618 |
1,358.68 |
|
2.618 |
1,331.78 |
|
4.250 |
1,287.88 |
|
|