Day Change Summary |
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Previous |
Current |
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03-Sep-2003 |
04-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,370.35 |
1,360.22 |
-10.13 |
-0.7% |
1,302.50 |
High |
1,375.30 |
1,376.06 |
0.76 |
0.1% |
1,344.74 |
Low |
1,354.72 |
1,356.23 |
1.51 |
0.1% |
1,280.59 |
Close |
1,360.19 |
1,373.26 |
13.07 |
1.0% |
1,341.20 |
Range |
20.58 |
19.83 |
-0.75 |
-3.6% |
64.15 |
ATR |
23.40 |
23.14 |
-0.25 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 04-Sep-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.01 |
1,420.46 |
1,384.17 |
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R3 |
1,408.18 |
1,400.63 |
1,378.71 |
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R2 |
1,388.35 |
1,388.35 |
1,376.90 |
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R1 |
1,380.80 |
1,380.80 |
1,375.08 |
1,384.58 |
PP |
1,368.52 |
1,368.52 |
1,368.52 |
1,370.40 |
S1 |
1,360.97 |
1,360.97 |
1,371.44 |
1,364.75 |
S2 |
1,348.69 |
1,348.69 |
1,369.62 |
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S3 |
1,328.86 |
1,341.14 |
1,367.81 |
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S4 |
1,309.03 |
1,321.31 |
1,362.35 |
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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 |
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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 |
1,376.06 |
1,308.98 |
67.08 |
4.9% |
21.70 |
1.6% |
96% |
True |
False |
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10 |
1,376.06 |
1,280.59 |
95.47 |
7.0% |
22.56 |
1.6% |
97% |
True |
False |
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20 |
1,376.06 |
1,204.29 |
171.77 |
12.5% |
21.02 |
1.5% |
98% |
True |
False |
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40 |
1,376.06 |
1,204.29 |
171.77 |
12.5% |
23.66 |
1.7% |
98% |
True |
False |
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60 |
1,376.06 |
1,180.11 |
195.95 |
14.3% |
24.72 |
1.8% |
99% |
True |
False |
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80 |
1,376.06 |
1,103.20 |
272.86 |
19.9% |
24.82 |
1.8% |
99% |
True |
False |
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100 |
1,376.06 |
1,025.80 |
350.26 |
25.5% |
24.42 |
1.8% |
99% |
True |
False |
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120 |
1,376.06 |
1,014.96 |
361.10 |
26.3% |
24.47 |
1.8% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,460.34 |
2.618 |
1,427.97 |
1.618 |
1,408.14 |
1.000 |
1,395.89 |
0.618 |
1,388.31 |
HIGH |
1,376.06 |
0.618 |
1,368.48 |
0.500 |
1,366.15 |
0.382 |
1,363.81 |
LOW |
1,356.23 |
0.618 |
1,343.98 |
1.000 |
1,336.40 |
1.618 |
1,324.15 |
2.618 |
1,304.32 |
4.250 |
1,271.95 |
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