Day Change Summary |
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Previous |
Current |
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22-Sep-2003 |
23-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,032.80 |
1,023.27 |
-9.53 |
-0.9% |
1,018.68 |
High |
1,032.80 |
1,030.12 |
-2.68 |
-0.3% |
1,040.29 |
Low |
1,018.30 |
1,021.54 |
3.24 |
0.3% |
1,013.59 |
Close |
1,022.82 |
1,029.03 |
6.21 |
0.6% |
1,036.30 |
Range |
14.50 |
8.58 |
-5.92 |
-40.8% |
26.70 |
ATR |
11.36 |
11.16 |
-0.20 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 23-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.64 |
1,049.41 |
1,033.75 |
|
R3 |
1,044.06 |
1,040.83 |
1,031.39 |
|
R2 |
1,035.48 |
1,035.48 |
1,030.60 |
|
R1 |
1,032.25 |
1,032.25 |
1,029.82 |
1,033.87 |
PP |
1,026.90 |
1,026.90 |
1,026.90 |
1,027.70 |
S1 |
1,023.67 |
1,023.67 |
1,028.24 |
1,025.29 |
S2 |
1,018.32 |
1,018.32 |
1,027.46 |
|
S3 |
1,009.74 |
1,015.09 |
1,026.67 |
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S4 |
1,001.16 |
1,006.51 |
1,024.31 |
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Weekly Pivots for week ending 19-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.16 |
1,099.93 |
1,050.99 |
|
R3 |
1,083.46 |
1,073.23 |
1,043.64 |
|
R2 |
1,056.76 |
1,056.76 |
1,041.20 |
|
R1 |
1,046.53 |
1,046.53 |
1,038.75 |
1,051.65 |
PP |
1,030.06 |
1,030.06 |
1,030.06 |
1,032.62 |
S1 |
1,019.83 |
1,019.83 |
1,033.85 |
1,024.95 |
S2 |
1,003.36 |
1,003.36 |
1,031.41 |
|
S3 |
976.66 |
993.13 |
1,028.96 |
|
S4 |
949.96 |
966.43 |
1,021.62 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,040.29 |
1,018.30 |
21.99 |
2.1% |
10.54 |
1.0% |
49% |
False |
False |
|
10 |
1,040.29 |
1,007.71 |
32.58 |
3.2% |
10.65 |
1.0% |
65% |
False |
False |
|
20 |
1,040.29 |
983.57 |
56.72 |
5.5% |
10.50 |
1.0% |
80% |
False |
False |
|
40 |
1,040.29 |
960.84 |
79.45 |
7.7% |
10.91 |
1.1% |
86% |
False |
False |
|
60 |
1,040.29 |
960.84 |
79.45 |
7.7% |
11.89 |
1.2% |
86% |
False |
False |
|
80 |
1,040.29 |
960.84 |
79.45 |
7.7% |
12.38 |
1.2% |
86% |
False |
False |
|
100 |
1,040.29 |
912.05 |
128.24 |
12.5% |
12.51 |
1.2% |
91% |
False |
False |
|
120 |
1,040.29 |
862.76 |
177.53 |
17.3% |
12.82 |
1.2% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,066.59 |
2.618 |
1,052.58 |
1.618 |
1,044.00 |
1.000 |
1,038.70 |
0.618 |
1,035.42 |
HIGH |
1,030.12 |
0.618 |
1,026.84 |
0.500 |
1,025.83 |
0.382 |
1,024.82 |
LOW |
1,021.54 |
0.618 |
1,016.24 |
1.000 |
1,012.96 |
1.618 |
1,007.66 |
2.618 |
999.08 |
4.250 |
985.08 |
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