Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2003 |
02-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,328.49 |
1,347.64 |
19.15 |
1.4% |
1,302.50 |
High |
1,344.74 |
1,361.09 |
16.35 |
1.2% |
1,344.74 |
Low |
1,327.93 |
1,333.29 |
5.36 |
0.4% |
1,280.59 |
Close |
1,341.20 |
1,361.09 |
19.89 |
1.5% |
1,341.20 |
Range |
16.81 |
27.80 |
10.99 |
65.4% |
64.15 |
ATR |
23.29 |
23.61 |
0.32 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.22 |
1,425.96 |
1,376.38 |
|
R3 |
1,407.42 |
1,398.16 |
1,368.74 |
|
R2 |
1,379.62 |
1,379.62 |
1,366.19 |
|
R1 |
1,370.36 |
1,370.36 |
1,363.64 |
1,374.99 |
PP |
1,351.82 |
1,351.82 |
1,351.82 |
1,354.14 |
S1 |
1,342.56 |
1,342.56 |
1,358.54 |
1,347.19 |
S2 |
1,324.02 |
1,324.02 |
1,355.99 |
|
S3 |
1,296.22 |
1,314.76 |
1,353.45 |
|
S4 |
1,268.42 |
1,286.96 |
1,345.80 |
|
|
Weekly Pivots for week ending 29-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.63 |
1,492.06 |
1,376.48 |
|
R3 |
1,450.48 |
1,427.91 |
1,358.84 |
|
R2 |
1,386.33 |
1,386.33 |
1,352.96 |
|
R1 |
1,363.76 |
1,363.76 |
1,347.08 |
1,375.05 |
PP |
1,322.18 |
1,322.18 |
1,322.18 |
1,327.82 |
S1 |
1,299.61 |
1,299.61 |
1,335.32 |
1,310.90 |
S2 |
1,258.03 |
1,258.03 |
1,329.44 |
|
S3 |
1,193.88 |
1,235.46 |
1,323.56 |
|
S4 |
1,129.73 |
1,171.31 |
1,305.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.09 |
1,280.59 |
80.50 |
5.9% |
22.84 |
1.7% |
100% |
True |
False |
|
10 |
1,361.09 |
1,280.59 |
80.50 |
5.9% |
22.35 |
1.6% |
100% |
True |
False |
|
20 |
1,361.09 |
1,204.29 |
156.80 |
11.5% |
22.15 |
1.6% |
100% |
True |
False |
|
40 |
1,361.09 |
1,204.29 |
156.80 |
11.5% |
23.85 |
1.8% |
100% |
True |
False |
|
60 |
1,361.09 |
1,180.11 |
180.98 |
13.3% |
24.80 |
1.8% |
100% |
True |
False |
|
80 |
1,361.09 |
1,103.20 |
257.89 |
18.9% |
24.91 |
1.8% |
100% |
True |
False |
|
100 |
1,361.09 |
1,018.17 |
342.92 |
25.2% |
24.50 |
1.8% |
100% |
True |
False |
|
120 |
1,361.09 |
981.58 |
379.51 |
27.9% |
24.73 |
1.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.24 |
2.618 |
1,433.87 |
1.618 |
1,406.07 |
1.000 |
1,388.89 |
0.618 |
1,378.27 |
HIGH |
1,361.09 |
0.618 |
1,350.47 |
0.500 |
1,347.19 |
0.382 |
1,343.91 |
LOW |
1,333.29 |
0.618 |
1,316.11 |
1.000 |
1,305.49 |
1.618 |
1,288.31 |
2.618 |
1,260.51 |
4.250 |
1,215.14 |
|
|