| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2004 |
15-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,415.90 |
1,423.15 |
7.25 |
0.5% |
1,476.85 |
| High |
1,431.40 |
1,424.65 |
-6.75 |
-0.5% |
1,481.19 |
| Low |
1,414.43 |
1,399.87 |
-14.56 |
-1.0% |
1,402.20 |
| Close |
1,431.40 |
1,399.87 |
-31.53 |
-2.2% |
1,431.40 |
| Range |
16.97 |
24.78 |
7.81 |
46.0% |
78.99 |
| ATR |
24.79 |
25.27 |
0.48 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.47 |
1,465.95 |
1,413.50 |
|
| R3 |
1,457.69 |
1,441.17 |
1,406.68 |
|
| R2 |
1,432.91 |
1,432.91 |
1,404.41 |
|
| R1 |
1,416.39 |
1,416.39 |
1,402.14 |
1,412.26 |
| PP |
1,408.13 |
1,408.13 |
1,408.13 |
1,406.07 |
| S1 |
1,391.61 |
1,391.61 |
1,397.60 |
1,387.48 |
| S2 |
1,383.35 |
1,383.35 |
1,395.33 |
|
| S3 |
1,358.57 |
1,366.83 |
1,393.06 |
|
| S4 |
1,333.79 |
1,342.05 |
1,386.24 |
|
|
| Weekly Pivots for week ending 12-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.23 |
1,632.31 |
1,474.84 |
|
| R3 |
1,596.24 |
1,553.32 |
1,453.12 |
|
| R2 |
1,517.25 |
1,517.25 |
1,445.88 |
|
| R1 |
1,474.33 |
1,474.33 |
1,438.64 |
1,456.30 |
| PP |
1,438.26 |
1,438.26 |
1,438.26 |
1,429.25 |
| S1 |
1,395.34 |
1,395.34 |
1,424.16 |
1,377.31 |
| S2 |
1,359.27 |
1,359.27 |
1,416.92 |
|
| S3 |
1,280.28 |
1,316.35 |
1,409.68 |
|
| S4 |
1,201.29 |
1,237.36 |
1,387.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,447.71 |
1,399.87 |
47.84 |
3.4% |
23.26 |
1.7% |
0% |
False |
True |
|
| 10 |
1,494.67 |
1,399.87 |
94.80 |
6.8% |
24.21 |
1.7% |
0% |
False |
True |
|
| 20 |
1,524.09 |
1,399.87 |
124.22 |
8.9% |
23.47 |
1.7% |
0% |
False |
True |
|
| 40 |
1,559.47 |
1,399.87 |
159.60 |
11.4% |
23.37 |
1.7% |
0% |
False |
True |
|
| 60 |
1,559.47 |
1,390.83 |
168.64 |
12.0% |
22.06 |
1.6% |
5% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
14.4% |
22.97 |
1.6% |
21% |
False |
False |
|
| 100 |
1,559.47 |
1,346.01 |
213.46 |
15.2% |
22.74 |
1.6% |
25% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
18.4% |
23.04 |
1.6% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,529.97 |
|
2.618 |
1,489.52 |
|
1.618 |
1,464.74 |
|
1.000 |
1,449.43 |
|
0.618 |
1,439.96 |
|
HIGH |
1,424.65 |
|
0.618 |
1,415.18 |
|
0.500 |
1,412.26 |
|
0.382 |
1,409.34 |
|
LOW |
1,399.87 |
|
0.618 |
1,384.56 |
|
1.000 |
1,375.09 |
|
1.618 |
1,359.78 |
|
2.618 |
1,335.00 |
|
4.250 |
1,294.56 |
|
|