Day Change Summary |
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Previous |
Current |
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05-Nov-2003 |
06-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
1,053.31 |
1,053.51 |
0.20 |
0.0% |
1,030.57 |
High |
1,054.54 |
1,058.94 |
4.40 |
0.4% |
1,053.09 |
Low |
1,044.88 |
1,046.93 |
2.05 |
0.2% |
1,029.19 |
Close |
1,051.81 |
1,058.05 |
6.24 |
0.6% |
1,050.71 |
Range |
9.66 |
12.01 |
2.35 |
24.3% |
23.90 |
ATR |
10.52 |
10.62 |
0.11 |
1.0% |
0.00 |
Volume |
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Daily Pivots for day following 06-Nov-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.67 |
1,086.37 |
1,064.66 |
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R3 |
1,078.66 |
1,074.36 |
1,061.35 |
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R2 |
1,066.65 |
1,066.65 |
1,060.25 |
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R1 |
1,062.35 |
1,062.35 |
1,059.15 |
1,064.50 |
PP |
1,054.64 |
1,054.64 |
1,054.64 |
1,055.72 |
S1 |
1,050.34 |
1,050.34 |
1,056.95 |
1,052.49 |
S2 |
1,042.63 |
1,042.63 |
1,055.85 |
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S3 |
1,030.62 |
1,038.33 |
1,054.75 |
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S4 |
1,018.61 |
1,026.32 |
1,051.44 |
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Weekly Pivots for week ending 31-Oct-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.03 |
1,107.27 |
1,063.86 |
|
R3 |
1,092.13 |
1,083.37 |
1,057.28 |
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R2 |
1,068.23 |
1,068.23 |
1,055.09 |
|
R1 |
1,059.47 |
1,059.47 |
1,052.90 |
1,063.85 |
PP |
1,044.33 |
1,044.33 |
1,044.33 |
1,046.52 |
S1 |
1,035.57 |
1,035.57 |
1,048.52 |
1,039.95 |
S2 |
1,020.43 |
1,020.43 |
1,046.33 |
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S3 |
996.53 |
1,011.67 |
1,044.14 |
|
S4 |
972.63 |
987.77 |
1,037.57 |
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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 |
1,061.44 |
1,044.88 |
16.56 |
1.6% |
8.59 |
0.8% |
80% |
False |
False |
|
10 |
1,061.44 |
1,018.32 |
43.12 |
4.1% |
9.35 |
0.9% |
92% |
False |
False |
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20 |
1,061.44 |
1,018.32 |
43.12 |
4.1% |
9.68 |
0.9% |
92% |
False |
False |
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40 |
1,061.44 |
990.36 |
71.08 |
6.7% |
10.83 |
1.0% |
95% |
False |
False |
|
60 |
1,061.44 |
980.36 |
81.08 |
7.7% |
10.56 |
1.0% |
96% |
False |
False |
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80 |
1,061.44 |
960.84 |
100.60 |
9.5% |
11.25 |
1.1% |
97% |
False |
False |
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100 |
1,061.44 |
960.84 |
100.60 |
9.5% |
11.69 |
1.1% |
97% |
False |
False |
|
120 |
1,061.44 |
912.05 |
149.39 |
14.1% |
12.05 |
1.1% |
98% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,109.98 |
2.618 |
1,090.38 |
1.618 |
1,078.37 |
1.000 |
1,070.95 |
0.618 |
1,066.36 |
HIGH |
1,058.94 |
0.618 |
1,054.35 |
0.500 |
1,052.94 |
0.382 |
1,051.52 |
LOW |
1,046.93 |
0.618 |
1,039.51 |
1.000 |
1,034.92 |
1.618 |
1,027.50 |
2.618 |
1,015.49 |
4.250 |
995.89 |
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