| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2003 |
31-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
9,772.01 |
9,786.75 |
14.74 |
0.2% |
9,584.54 |
| High |
9,838.76 |
9,839.86 |
1.10 |
0.0% |
9,839.86 |
| Low |
9,754.01 |
9,786.75 |
32.74 |
0.3% |
9,584.54 |
| Close |
9,786.61 |
9,801.12 |
14.51 |
0.1% |
9,801.12 |
| Range |
84.75 |
53.11 |
-31.64 |
-37.3% |
255.32 |
| ATR |
99.00 |
95.73 |
-3.27 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,968.57 |
9,937.96 |
9,830.33 |
|
| R3 |
9,915.46 |
9,884.85 |
9,815.73 |
|
| R2 |
9,862.35 |
9,862.35 |
9,810.86 |
|
| R1 |
9,831.74 |
9,831.74 |
9,805.99 |
9,847.05 |
| PP |
9,809.24 |
9,809.24 |
9,809.24 |
9,816.90 |
| S1 |
9,778.63 |
9,778.63 |
9,796.25 |
9,793.94 |
| S2 |
9,756.13 |
9,756.13 |
9,791.38 |
|
| S3 |
9,703.02 |
9,725.52 |
9,786.51 |
|
| S4 |
9,649.91 |
9,672.41 |
9,771.91 |
|
|
| Weekly Pivots for week ending 31-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,507.80 |
10,409.78 |
9,941.55 |
|
| R3 |
10,252.48 |
10,154.46 |
9,871.33 |
|
| R2 |
9,997.16 |
9,997.16 |
9,847.93 |
|
| R1 |
9,899.14 |
9,899.14 |
9,824.52 |
9,948.15 |
| PP |
9,741.84 |
9,741.84 |
9,741.84 |
9,766.35 |
| S1 |
9,643.82 |
9,643.82 |
9,777.72 |
9,692.83 |
| S2 |
9,486.52 |
9,486.52 |
9,754.31 |
|
| S3 |
9,231.20 |
9,388.50 |
9,730.91 |
|
| S4 |
8,975.88 |
9,133.18 |
9,660.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,839.86 |
9,584.54 |
255.32 |
2.6% |
83.98 |
0.9% |
85% |
True |
False |
|
| 10 |
9,839.86 |
9,497.72 |
342.14 |
3.5% |
87.54 |
0.9% |
89% |
True |
False |
|
| 20 |
9,850.01 |
9,497.72 |
352.29 |
3.6% |
90.28 |
0.9% |
86% |
False |
False |
|
| 40 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
99.72 |
1.0% |
92% |
False |
False |
|
| 60 |
9,850.01 |
9,127.36 |
722.65 |
7.4% |
97.87 |
1.0% |
93% |
False |
False |
|
| 80 |
9,850.01 |
8,997.11 |
852.90 |
8.7% |
105.31 |
1.1% |
94% |
False |
False |
|
| 100 |
9,850.01 |
8,871.20 |
978.81 |
10.0% |
110.15 |
1.1% |
95% |
False |
False |
|
| 120 |
9,850.01 |
8,416.72 |
1,433.29 |
14.6% |
113.19 |
1.2% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,065.58 |
|
2.618 |
9,978.90 |
|
1.618 |
9,925.79 |
|
1.000 |
9,892.97 |
|
0.618 |
9,872.68 |
|
HIGH |
9,839.86 |
|
0.618 |
9,819.57 |
|
0.500 |
9,813.31 |
|
0.382 |
9,807.04 |
|
LOW |
9,786.75 |
|
0.618 |
9,753.93 |
|
1.000 |
9,733.64 |
|
1.618 |
9,700.82 |
|
2.618 |
9,647.71 |
|
4.250 |
9,561.03 |
|
|