Day Change Summary |
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Previous |
Current |
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02-Sep-2003 |
03-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,347.64 |
1,370.35 |
22.71 |
1.7% |
1,302.50 |
High |
1,361.09 |
1,375.30 |
14.21 |
1.0% |
1,344.74 |
Low |
1,333.29 |
1,354.72 |
21.43 |
1.6% |
1,280.59 |
Close |
1,361.09 |
1,360.19 |
-0.90 |
-0.1% |
1,341.20 |
Range |
27.80 |
20.58 |
-7.22 |
-26.0% |
64.15 |
ATR |
23.61 |
23.40 |
-0.22 |
-0.9% |
0.00 |
Volume |
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Daily Pivots for day following 03-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.14 |
1,413.25 |
1,371.51 |
|
R3 |
1,404.56 |
1,392.67 |
1,365.85 |
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R2 |
1,383.98 |
1,383.98 |
1,363.96 |
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R1 |
1,372.09 |
1,372.09 |
1,362.08 |
1,367.75 |
PP |
1,363.40 |
1,363.40 |
1,363.40 |
1,361.23 |
S1 |
1,351.51 |
1,351.51 |
1,358.30 |
1,347.17 |
S2 |
1,342.82 |
1,342.82 |
1,356.42 |
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S3 |
1,322.24 |
1,330.93 |
1,354.53 |
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S4 |
1,301.66 |
1,310.35 |
1,348.87 |
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Weekly Pivots for week ending 29-Aug-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.63 |
1,492.06 |
1,376.48 |
|
R3 |
1,450.48 |
1,427.91 |
1,358.84 |
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R2 |
1,386.33 |
1,386.33 |
1,352.96 |
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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 |
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S3 |
1,193.88 |
1,235.46 |
1,323.56 |
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S4 |
1,129.73 |
1,171.31 |
1,305.92 |
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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 |
1,375.30 |
1,303.15 |
72.15 |
5.3% |
21.11 |
1.6% |
79% |
True |
False |
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10 |
1,375.30 |
1,280.59 |
94.71 |
7.0% |
22.45 |
1.7% |
84% |
True |
False |
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20 |
1,375.30 |
1,204.29 |
171.01 |
12.6% |
21.33 |
1.6% |
91% |
True |
False |
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40 |
1,375.30 |
1,204.29 |
171.01 |
12.6% |
23.70 |
1.7% |
91% |
True |
False |
|
60 |
1,375.30 |
1,180.11 |
195.19 |
14.4% |
24.70 |
1.8% |
92% |
True |
False |
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80 |
1,375.30 |
1,103.20 |
272.10 |
20.0% |
24.94 |
1.8% |
94% |
True |
False |
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100 |
1,375.30 |
1,020.56 |
354.74 |
26.1% |
24.53 |
1.8% |
96% |
True |
False |
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120 |
1,375.30 |
1,014.96 |
360.34 |
26.5% |
24.50 |
1.8% |
96% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,462.77 |
2.618 |
1,429.18 |
1.618 |
1,408.60 |
1.000 |
1,395.88 |
0.618 |
1,388.02 |
HIGH |
1,375.30 |
0.618 |
1,367.44 |
0.500 |
1,365.01 |
0.382 |
1,362.58 |
LOW |
1,354.72 |
0.618 |
1,342.00 |
1.000 |
1,334.14 |
1.618 |
1,321.42 |
2.618 |
1,300.84 |
4.250 |
1,267.26 |
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