| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2003 |
24-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
9,622.02 |
9,629.87 |
7.85 |
0.1% |
9,765.64 |
| High |
9,650.31 |
9,749.35 |
99.04 |
1.0% |
9,765.64 |
| Low |
9,585.50 |
9,629.87 |
44.37 |
0.5% |
9,585.50 |
| Close |
9,628.53 |
9,747.79 |
119.26 |
1.2% |
9,628.53 |
| Range |
64.81 |
119.48 |
54.67 |
84.4% |
180.14 |
| ATR |
97.80 |
99.45 |
1.64 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,067.44 |
10,027.10 |
9,813.50 |
|
| R3 |
9,947.96 |
9,907.62 |
9,780.65 |
|
| R2 |
9,828.48 |
9,828.48 |
9,769.69 |
|
| R1 |
9,788.14 |
9,788.14 |
9,758.74 |
9,808.31 |
| PP |
9,709.00 |
9,709.00 |
9,709.00 |
9,719.09 |
| S1 |
9,668.66 |
9,668.66 |
9,736.84 |
9,688.83 |
| S2 |
9,589.52 |
9,589.52 |
9,725.89 |
|
| S3 |
9,470.04 |
9,549.18 |
9,714.93 |
|
| S4 |
9,350.56 |
9,429.70 |
9,682.08 |
|
|
| Weekly Pivots for week ending 21-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,200.31 |
10,094.56 |
9,727.61 |
|
| R3 |
10,020.17 |
9,914.42 |
9,678.07 |
|
| R2 |
9,840.03 |
9,840.03 |
9,661.56 |
|
| R1 |
9,734.28 |
9,734.28 |
9,645.04 |
9,697.09 |
| PP |
9,659.89 |
9,659.89 |
9,659.89 |
9,641.29 |
| S1 |
9,554.14 |
9,554.14 |
9,612.02 |
9,516.95 |
| S2 |
9,479.75 |
9,479.75 |
9,595.50 |
|
| S3 |
9,299.61 |
9,374.00 |
9,578.99 |
|
| S4 |
9,119.47 |
9,193.86 |
9,529.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,750.46 |
9,585.50 |
164.96 |
1.7% |
103.63 |
1.1% |
98% |
False |
False |
|
| 10 |
9,892.97 |
9,585.50 |
307.47 |
3.2% |
104.20 |
1.1% |
53% |
False |
False |
|
| 20 |
9,903.57 |
9,585.50 |
318.07 |
3.3% |
95.12 |
1.0% |
51% |
False |
False |
|
| 40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
99.21 |
1.0% |
77% |
False |
False |
|
| 60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
99.59 |
1.0% |
77% |
False |
False |
|
| 80 |
9,903.57 |
8,997.11 |
906.46 |
9.3% |
99.86 |
1.0% |
83% |
False |
False |
|
| 100 |
9,903.57 |
8,996.76 |
906.81 |
9.3% |
105.26 |
1.1% |
83% |
False |
False |
|
| 120 |
9,903.57 |
8,871.20 |
1,032.37 |
10.6% |
109.10 |
1.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,257.14 |
|
2.618 |
10,062.15 |
|
1.618 |
9,942.67 |
|
1.000 |
9,868.83 |
|
0.618 |
9,823.19 |
|
HIGH |
9,749.35 |
|
0.618 |
9,703.71 |
|
0.500 |
9,689.61 |
|
0.382 |
9,675.51 |
|
LOW |
9,629.87 |
|
0.618 |
9,556.03 |
|
1.000 |
9,510.39 |
|
1.618 |
9,436.55 |
|
2.618 |
9,317.07 |
|
4.250 |
9,122.08 |
|
|