Day Change Summary |
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Previous |
Current |
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19-Mar-2003 |
20-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
1,078.19 |
1,064.32 |
-13.87 |
-1.3% |
977.95 |
High |
1,083.11 |
1,089.21 |
6.10 |
0.6% |
1,042.56 |
Low |
1,058.81 |
1,052.92 |
-5.89 |
-0.6% |
946.79 |
Close |
1,074.97 |
1,080.24 |
5.27 |
0.5% |
1,030.45 |
Range |
24.30 |
36.29 |
11.99 |
49.3% |
95.77 |
ATR |
27.79 |
28.40 |
0.61 |
2.2% |
0.00 |
Volume |
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Daily Pivots for day following 20-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.99 |
1,167.91 |
1,100.20 |
|
R3 |
1,146.70 |
1,131.62 |
1,090.22 |
|
R2 |
1,110.41 |
1,110.41 |
1,086.89 |
|
R1 |
1,095.33 |
1,095.33 |
1,083.57 |
1,102.87 |
PP |
1,074.12 |
1,074.12 |
1,074.12 |
1,077.90 |
S1 |
1,059.04 |
1,059.04 |
1,076.91 |
1,066.58 |
S2 |
1,037.83 |
1,037.83 |
1,073.59 |
|
S3 |
1,001.54 |
1,022.75 |
1,070.26 |
|
S4 |
965.25 |
986.46 |
1,060.28 |
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Weekly Pivots for week ending 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.91 |
1,257.95 |
1,083.12 |
|
R3 |
1,198.14 |
1,162.18 |
1,056.79 |
|
R2 |
1,102.37 |
1,102.37 |
1,048.01 |
|
R1 |
1,066.41 |
1,066.41 |
1,039.23 |
1,084.39 |
PP |
1,006.60 |
1,006.60 |
1,006.60 |
1,015.59 |
S1 |
970.64 |
970.64 |
1,021.67 |
988.62 |
S2 |
910.83 |
910.83 |
1,012.89 |
|
S3 |
815.06 |
874.87 |
1,004.11 |
|
S4 |
719.29 |
779.10 |
977.78 |
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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 |
1,089.21 |
1,018.76 |
70.45 |
6.5% |
32.07 |
3.0% |
87% |
True |
False |
|
10 |
1,089.21 |
946.79 |
142.42 |
13.2% |
29.84 |
2.8% |
94% |
True |
False |
|
20 |
1,089.21 |
946.79 |
142.42 |
13.2% |
26.62 |
2.5% |
94% |
True |
False |
|
40 |
1,089.21 |
938.52 |
150.69 |
13.9% |
26.14 |
2.4% |
94% |
True |
False |
|
60 |
1,104.32 |
938.52 |
165.80 |
15.3% |
25.86 |
2.4% |
85% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
20.1% |
26.42 |
2.4% |
65% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
20.1% |
27.82 |
2.6% |
65% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
33.4% |
28.56 |
2.6% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,243.44 |
2.618 |
1,184.22 |
1.618 |
1,147.93 |
1.000 |
1,125.50 |
0.618 |
1,111.64 |
HIGH |
1,089.21 |
0.618 |
1,075.35 |
0.500 |
1,071.07 |
0.382 |
1,066.78 |
LOW |
1,052.92 |
0.618 |
1,030.49 |
1.000 |
1,016.63 |
1.618 |
994.20 |
2.618 |
957.91 |
4.250 |
898.69 |
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