| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2004 |
23-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,386.76 |
1,391.64 |
4.88 |
0.4% |
1,423.15 |
| High |
1,388.68 |
1,393.77 |
5.09 |
0.4% |
1,432.23 |
| Low |
1,369.36 |
1,368.67 |
-0.69 |
-0.1% |
1,394.11 |
| Close |
1,381.39 |
1,370.04 |
-11.35 |
-0.8% |
1,398.58 |
| Range |
19.32 |
25.10 |
5.78 |
29.9% |
38.12 |
| ATR |
25.37 |
25.35 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.79 |
1,436.52 |
1,383.85 |
|
| R3 |
1,427.69 |
1,411.42 |
1,376.94 |
|
| R2 |
1,402.59 |
1,402.59 |
1,374.64 |
|
| R1 |
1,386.32 |
1,386.32 |
1,372.34 |
1,381.91 |
| PP |
1,377.49 |
1,377.49 |
1,377.49 |
1,375.29 |
| S1 |
1,361.22 |
1,361.22 |
1,367.74 |
1,356.81 |
| S2 |
1,352.39 |
1,352.39 |
1,365.44 |
|
| S3 |
1,327.29 |
1,336.12 |
1,363.14 |
|
| S4 |
1,302.19 |
1,311.02 |
1,356.24 |
|
|
| Weekly Pivots for week ending 19-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.67 |
1,498.74 |
1,419.55 |
|
| R3 |
1,484.55 |
1,460.62 |
1,409.06 |
|
| R2 |
1,446.43 |
1,446.43 |
1,405.57 |
|
| R1 |
1,422.50 |
1,422.50 |
1,402.07 |
1,415.41 |
| PP |
1,408.31 |
1,408.31 |
1,408.31 |
1,404.76 |
| S1 |
1,384.38 |
1,384.38 |
1,395.09 |
1,377.29 |
| S2 |
1,370.19 |
1,370.19 |
1,391.59 |
|
| S3 |
1,332.07 |
1,346.26 |
1,388.10 |
|
| S4 |
1,293.95 |
1,308.14 |
1,377.61 |
|
|
| 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 |
1,368.67 |
63.56 |
4.6% |
20.87 |
1.5% |
2% |
False |
True |
|
| 10 |
1,447.71 |
1,368.67 |
79.04 |
5.8% |
22.70 |
1.7% |
2% |
False |
True |
|
| 20 |
1,494.67 |
1,368.67 |
126.00 |
9.2% |
22.52 |
1.6% |
1% |
False |
True |
|
| 40 |
1,552.54 |
1,368.67 |
183.87 |
13.4% |
22.98 |
1.7% |
1% |
False |
True |
|
| 60 |
1,559.47 |
1,368.67 |
190.80 |
13.9% |
22.48 |
1.6% |
1% |
False |
True |
|
| 80 |
1,559.47 |
1,368.67 |
190.80 |
13.9% |
22.58 |
1.6% |
1% |
False |
True |
|
| 100 |
1,559.47 |
1,357.25 |
202.22 |
14.8% |
22.69 |
1.7% |
6% |
False |
False |
|
| 120 |
1,559.47 |
1,306.33 |
253.14 |
18.5% |
22.58 |
1.6% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,500.45 |
|
2.618 |
1,459.48 |
|
1.618 |
1,434.38 |
|
1.000 |
1,418.87 |
|
0.618 |
1,409.28 |
|
HIGH |
1,393.77 |
|
0.618 |
1,384.18 |
|
0.500 |
1,381.22 |
|
0.382 |
1,378.26 |
|
LOW |
1,368.67 |
|
0.618 |
1,353.16 |
|
1.000 |
1,343.57 |
|
1.618 |
1,328.06 |
|
2.618 |
1,302.96 |
|
4.250 |
1,262.00 |
|
|