| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2003 |
26-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
9,748.68 |
9,763.49 |
14.81 |
0.2% |
9,765.64 |
| High |
9,795.21 |
9,794.68 |
-0.53 |
0.0% |
9,765.64 |
| Low |
9,723.79 |
9,706.01 |
-17.78 |
-0.2% |
9,585.50 |
| Close |
9,763.94 |
9,779.57 |
15.63 |
0.2% |
9,628.53 |
| Range |
71.42 |
88.67 |
17.25 |
24.2% |
180.14 |
| ATR |
97.44 |
96.82 |
-0.63 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,026.10 |
9,991.50 |
9,828.34 |
|
| R3 |
9,937.43 |
9,902.83 |
9,803.95 |
|
| R2 |
9,848.76 |
9,848.76 |
9,795.83 |
|
| R1 |
9,814.16 |
9,814.16 |
9,787.70 |
9,831.46 |
| PP |
9,760.09 |
9,760.09 |
9,760.09 |
9,768.74 |
| S1 |
9,725.49 |
9,725.49 |
9,771.44 |
9,742.79 |
| S2 |
9,671.42 |
9,671.42 |
9,763.31 |
|
| S3 |
9,582.75 |
9,636.82 |
9,755.19 |
|
| S4 |
9,494.08 |
9,548.15 |
9,730.80 |
|
|
| 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 |
9,795.21 |
9,585.50 |
209.71 |
2.1% |
91.35 |
0.9% |
93% |
False |
False |
|
| 10 |
9,892.97 |
9,585.50 |
307.47 |
3.1% |
103.01 |
1.1% |
63% |
False |
False |
|
| 20 |
9,903.57 |
9,585.50 |
318.07 |
3.3% |
92.98 |
1.0% |
61% |
False |
False |
|
| 40 |
9,903.57 |
9,427.65 |
475.92 |
4.9% |
94.62 |
1.0% |
74% |
False |
False |
|
| 60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.44 |
1.0% |
82% |
False |
False |
|
| 80 |
9,903.57 |
8,997.11 |
906.46 |
9.3% |
97.94 |
1.0% |
86% |
False |
False |
|
| 100 |
9,903.57 |
8,996.76 |
906.81 |
9.3% |
104.26 |
1.1% |
86% |
False |
False |
|
| 120 |
9,903.57 |
8,871.20 |
1,032.37 |
10.6% |
108.01 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,171.53 |
|
2.618 |
10,026.82 |
|
1.618 |
9,938.15 |
|
1.000 |
9,883.35 |
|
0.618 |
9,849.48 |
|
HIGH |
9,794.68 |
|
0.618 |
9,760.81 |
|
0.500 |
9,750.35 |
|
0.382 |
9,739.88 |
|
LOW |
9,706.01 |
|
0.618 |
9,651.21 |
|
1.000 |
9,617.34 |
|
1.618 |
9,562.54 |
|
2.618 |
9,473.87 |
|
4.250 |
9,329.16 |
|
|