Day Change Summary |
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Previous |
Current |
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21-Mar-2003 |
24-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
1,096.30 |
1,064.65 |
-31.65 |
-2.9% |
1,021.97 |
High |
1,099.61 |
1,068.46 |
-31.15 |
-2.8% |
1,099.61 |
Low |
1,078.64 |
1,045.65 |
-32.99 |
-3.1% |
1,018.76 |
Close |
1,093.12 |
1,047.10 |
-46.02 |
-4.2% |
1,093.12 |
Range |
20.97 |
22.81 |
1.84 |
8.8% |
80.85 |
ATR |
27.87 |
29.27 |
1.40 |
5.0% |
0.00 |
Volume |
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Daily Pivots for day following 24-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.17 |
1,107.44 |
1,059.65 |
|
R3 |
1,099.36 |
1,084.63 |
1,053.37 |
|
R2 |
1,076.55 |
1,076.55 |
1,051.28 |
|
R1 |
1,061.82 |
1,061.82 |
1,049.19 |
1,057.78 |
PP |
1,053.74 |
1,053.74 |
1,053.74 |
1,051.72 |
S1 |
1,039.01 |
1,039.01 |
1,045.01 |
1,034.97 |
S2 |
1,030.93 |
1,030.93 |
1,042.92 |
|
S3 |
1,008.12 |
1,016.20 |
1,040.83 |
|
S4 |
985.31 |
993.39 |
1,034.55 |
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Weekly Pivots for week ending 21-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.05 |
1,283.93 |
1,137.59 |
|
R3 |
1,232.20 |
1,203.08 |
1,115.35 |
|
R2 |
1,151.35 |
1,151.35 |
1,107.94 |
|
R1 |
1,122.23 |
1,122.23 |
1,100.53 |
1,136.79 |
PP |
1,070.50 |
1,070.50 |
1,070.50 |
1,077.78 |
S1 |
1,041.38 |
1,041.38 |
1,085.71 |
1,055.94 |
S2 |
989.65 |
989.65 |
1,078.30 |
|
S3 |
908.80 |
960.53 |
1,070.89 |
|
S4 |
827.95 |
879.68 |
1,048.65 |
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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 |
1,099.61 |
1,045.65 |
53.96 |
5.2% |
24.67 |
2.4% |
3% |
False |
True |
|
10 |
1,099.61 |
946.79 |
152.82 |
14.6% |
29.39 |
2.8% |
66% |
False |
False |
|
20 |
1,099.61 |
946.79 |
152.82 |
14.6% |
26.23 |
2.5% |
66% |
False |
False |
|
40 |
1,099.61 |
938.52 |
161.09 |
15.4% |
25.66 |
2.5% |
67% |
False |
False |
|
60 |
1,104.32 |
938.52 |
165.80 |
15.8% |
25.99 |
2.5% |
65% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
20.7% |
26.37 |
2.5% |
50% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
20.7% |
27.60 |
2.6% |
50% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
34.4% |
28.43 |
2.7% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,165.40 |
2.618 |
1,128.18 |
1.618 |
1,105.37 |
1.000 |
1,091.27 |
0.618 |
1,082.56 |
HIGH |
1,068.46 |
0.618 |
1,059.75 |
0.500 |
1,057.06 |
0.382 |
1,054.36 |
LOW |
1,045.65 |
0.618 |
1,031.55 |
1.000 |
1,022.84 |
1.618 |
1,008.74 |
2.618 |
985.93 |
4.250 |
948.71 |
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