| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2003 |
30-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
9,747.05 |
9,772.01 |
24.96 |
0.3% |
9,721.50 |
| High |
9,787.27 |
9,838.76 |
51.49 |
0.5% |
9,784.31 |
| Low |
9,724.68 |
9,754.01 |
29.33 |
0.3% |
9,497.72 |
| Close |
9,774.53 |
9,786.61 |
12.08 |
0.1% |
9,582.46 |
| Range |
62.59 |
84.75 |
22.16 |
35.4% |
286.59 |
| ATR |
100.10 |
99.00 |
-1.10 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,047.38 |
10,001.74 |
9,833.22 |
|
| R3 |
9,962.63 |
9,916.99 |
9,809.92 |
|
| R2 |
9,877.88 |
9,877.88 |
9,802.15 |
|
| R1 |
9,832.24 |
9,832.24 |
9,794.38 |
9,855.06 |
| PP |
9,793.13 |
9,793.13 |
9,793.13 |
9,804.54 |
| S1 |
9,747.49 |
9,747.49 |
9,778.84 |
9,770.31 |
| S2 |
9,708.38 |
9,708.38 |
9,771.07 |
|
| S3 |
9,623.63 |
9,662.74 |
9,763.30 |
|
| S4 |
9,538.88 |
9,577.99 |
9,740.00 |
|
|
| Weekly Pivots for week ending 24-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,481.27 |
10,318.45 |
9,740.08 |
|
| R3 |
10,194.68 |
10,031.86 |
9,661.27 |
|
| R2 |
9,908.09 |
9,908.09 |
9,635.00 |
|
| R1 |
9,745.27 |
9,745.27 |
9,608.73 |
9,683.39 |
| PP |
9,621.50 |
9,621.50 |
9,621.50 |
9,590.55 |
| S1 |
9,458.68 |
9,458.68 |
9,556.19 |
9,396.80 |
| S2 |
9,334.91 |
9,334.91 |
9,529.92 |
|
| S3 |
9,048.32 |
9,172.09 |
9,503.65 |
|
| S4 |
8,761.73 |
8,885.50 |
9,424.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,838.76 |
9,497.72 |
341.04 |
3.5% |
94.01 |
1.0% |
85% |
True |
False |
|
| 10 |
9,838.76 |
9,497.72 |
341.04 |
3.5% |
93.64 |
1.0% |
85% |
True |
False |
|
| 20 |
9,850.01 |
9,492.54 |
357.47 |
3.7% |
96.32 |
1.0% |
82% |
False |
False |
|
| 40 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
101.60 |
1.0% |
90% |
False |
False |
|
| 60 |
9,850.01 |
9,031.14 |
818.87 |
8.4% |
98.71 |
1.0% |
92% |
False |
False |
|
| 80 |
9,850.01 |
8,996.76 |
853.25 |
8.7% |
106.62 |
1.1% |
93% |
False |
False |
|
| 100 |
9,850.01 |
8,871.20 |
978.81 |
10.0% |
111.07 |
1.1% |
94% |
False |
False |
|
| 120 |
9,850.01 |
8,416.72 |
1,433.29 |
14.6% |
113.37 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,198.95 |
|
2.618 |
10,060.64 |
|
1.618 |
9,975.89 |
|
1.000 |
9,923.51 |
|
0.618 |
9,891.14 |
|
HIGH |
9,838.76 |
|
0.618 |
9,806.39 |
|
0.500 |
9,796.39 |
|
0.382 |
9,786.38 |
|
LOW |
9,754.01 |
|
0.618 |
9,701.63 |
|
1.000 |
9,669.26 |
|
1.618 |
9,616.88 |
|
2.618 |
9,532.13 |
|
4.250 |
9,393.82 |
|
|