Day Change Summary |
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Previous |
Current |
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30-Dec-2003 |
31-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
1,109.19 |
1,109.49 |
0.30 |
0.0% |
1,088.64 |
High |
1,109.75 |
1,112.56 |
2.81 |
0.3% |
1,098.47 |
Low |
1,106.41 |
1,106.21 |
-0.20 |
0.0% |
1,086.14 |
Close |
1,109.64 |
1,111.92 |
2.28 |
0.2% |
1,095.89 |
Range |
3.34 |
6.35 |
3.01 |
90.1% |
12.33 |
ATR |
8.59 |
8.43 |
-0.16 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 31-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.28 |
1,126.95 |
1,115.41 |
|
R3 |
1,122.93 |
1,120.60 |
1,113.67 |
|
R2 |
1,116.58 |
1,116.58 |
1,113.08 |
|
R1 |
1,114.25 |
1,114.25 |
1,112.50 |
1,115.42 |
PP |
1,110.23 |
1,110.23 |
1,110.23 |
1,110.81 |
S1 |
1,107.90 |
1,107.90 |
1,111.34 |
1,109.07 |
S2 |
1,103.88 |
1,103.88 |
1,110.76 |
|
S3 |
1,097.53 |
1,101.55 |
1,110.17 |
|
S4 |
1,091.18 |
1,095.20 |
1,108.43 |
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Weekly Pivots for week ending 26-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.49 |
1,125.52 |
1,102.67 |
|
R3 |
1,118.16 |
1,113.19 |
1,099.28 |
|
R2 |
1,105.83 |
1,105.83 |
1,098.15 |
|
R1 |
1,100.86 |
1,100.86 |
1,097.02 |
1,103.35 |
PP |
1,093.50 |
1,093.50 |
1,093.50 |
1,094.74 |
S1 |
1,088.53 |
1,088.53 |
1,094.76 |
1,091.02 |
S2 |
1,081.17 |
1,081.17 |
1,093.63 |
|
S3 |
1,068.84 |
1,076.20 |
1,092.50 |
|
S4 |
1,056.51 |
1,063.87 |
1,089.11 |
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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 |
1,112.56 |
1,092.73 |
19.83 |
1.8% |
6.14 |
0.6% |
97% |
True |
False |
|
10 |
1,112.56 |
1,071.14 |
41.42 |
3.7% |
6.77 |
0.6% |
98% |
True |
False |
|
20 |
1,112.56 |
1,053.41 |
59.15 |
5.3% |
8.41 |
0.8% |
99% |
True |
False |
|
40 |
1,112.56 |
1,031.20 |
81.36 |
7.3% |
9.17 |
0.8% |
99% |
True |
False |
|
60 |
1,112.56 |
1,018.32 |
94.24 |
8.5% |
9.46 |
0.9% |
99% |
True |
False |
|
80 |
1,112.56 |
990.36 |
122.20 |
11.0% |
10.04 |
0.9% |
99% |
True |
False |
|
100 |
1,112.56 |
974.21 |
138.35 |
12.4% |
10.06 |
0.9% |
100% |
True |
False |
|
120 |
1,112.56 |
960.84 |
151.72 |
13.6% |
10.67 |
1.0% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,139.55 |
2.618 |
1,129.18 |
1.618 |
1,122.83 |
1.000 |
1,118.91 |
0.618 |
1,116.48 |
HIGH |
1,112.56 |
0.618 |
1,110.13 |
0.500 |
1,109.39 |
0.382 |
1,108.64 |
LOW |
1,106.21 |
0.618 |
1,102.29 |
1.000 |
1,099.86 |
1.618 |
1,095.94 |
2.618 |
1,089.59 |
4.250 |
1,079.22 |
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