| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2004 |
17-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,412.10 |
1,418.57 |
6.47 |
0.5% |
1,476.85 |
| High |
1,417.56 |
1,432.23 |
14.67 |
1.0% |
1,481.19 |
| Low |
1,394.11 |
1,418.30 |
24.19 |
1.7% |
1,402.20 |
| Close |
1,407.07 |
1,428.89 |
21.82 |
1.6% |
1,431.40 |
| Range |
23.45 |
13.93 |
-9.52 |
-40.6% |
78.99 |
| ATR |
25.14 |
25.14 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.26 |
1,462.51 |
1,436.55 |
|
| R3 |
1,454.33 |
1,448.58 |
1,432.72 |
|
| R2 |
1,440.40 |
1,440.40 |
1,431.44 |
|
| R1 |
1,434.65 |
1,434.65 |
1,430.17 |
1,437.53 |
| PP |
1,426.47 |
1,426.47 |
1,426.47 |
1,427.91 |
| S1 |
1,420.72 |
1,420.72 |
1,427.61 |
1,423.60 |
| S2 |
1,412.54 |
1,412.54 |
1,426.34 |
|
| S3 |
1,398.61 |
1,406.79 |
1,425.06 |
|
| S4 |
1,384.68 |
1,392.86 |
1,421.23 |
|
|
| 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 |
1,432.23 |
1,394.11 |
38.12 |
2.7% |
21.21 |
1.5% |
91% |
True |
False |
|
| 10 |
1,494.29 |
1,394.11 |
100.18 |
7.0% |
24.16 |
1.7% |
35% |
False |
False |
|
| 20 |
1,524.09 |
1,394.11 |
129.98 |
9.1% |
23.92 |
1.7% |
27% |
False |
False |
|
| 40 |
1,556.06 |
1,394.11 |
161.95 |
11.3% |
23.44 |
1.6% |
21% |
False |
False |
|
| 60 |
1,559.47 |
1,394.11 |
165.36 |
11.6% |
21.95 |
1.5% |
21% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
14.2% |
22.67 |
1.6% |
35% |
False |
False |
|
| 100 |
1,559.47 |
1,346.01 |
213.46 |
14.9% |
22.73 |
1.6% |
39% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
18.0% |
22.75 |
1.6% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,491.43 |
|
2.618 |
1,468.70 |
|
1.618 |
1,454.77 |
|
1.000 |
1,446.16 |
|
0.618 |
1,440.84 |
|
HIGH |
1,432.23 |
|
0.618 |
1,426.91 |
|
0.500 |
1,425.27 |
|
0.382 |
1,423.62 |
|
LOW |
1,418.30 |
|
0.618 |
1,409.69 |
|
1.000 |
1,404.37 |
|
1.618 |
1,395.76 |
|
2.618 |
1,381.83 |
|
4.250 |
1,359.10 |
|
|