Day Change Summary |
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Previous |
Current |
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04-Sep-2003 |
05-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,360.22 |
1,366.29 |
6.07 |
0.4% |
1,347.64 |
High |
1,376.06 |
1,380.24 |
4.18 |
0.3% |
1,380.24 |
Low |
1,356.23 |
1,355.02 |
-1.21 |
-0.1% |
1,333.29 |
Close |
1,373.26 |
1,361.90 |
-11.36 |
-0.8% |
1,361.90 |
Range |
19.83 |
25.22 |
5.39 |
27.2% |
46.95 |
ATR |
23.14 |
23.29 |
0.15 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 05-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.38 |
1,426.86 |
1,375.77 |
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R3 |
1,416.16 |
1,401.64 |
1,368.84 |
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R2 |
1,390.94 |
1,390.94 |
1,366.52 |
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R1 |
1,376.42 |
1,376.42 |
1,364.21 |
1,371.07 |
PP |
1,365.72 |
1,365.72 |
1,365.72 |
1,363.05 |
S1 |
1,351.20 |
1,351.20 |
1,359.59 |
1,345.85 |
S2 |
1,340.50 |
1,340.50 |
1,357.28 |
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S3 |
1,315.28 |
1,325.98 |
1,354.96 |
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S4 |
1,290.06 |
1,300.76 |
1,348.03 |
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Weekly Pivots for week ending 05-Sep-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.33 |
1,477.56 |
1,387.72 |
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R3 |
1,452.38 |
1,430.61 |
1,374.81 |
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R2 |
1,405.43 |
1,405.43 |
1,370.51 |
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R1 |
1,383.66 |
1,383.66 |
1,366.20 |
1,394.55 |
PP |
1,358.48 |
1,358.48 |
1,358.48 |
1,363.92 |
S1 |
1,336.71 |
1,336.71 |
1,357.60 |
1,347.60 |
S2 |
1,311.53 |
1,311.53 |
1,353.29 |
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S3 |
1,264.58 |
1,289.76 |
1,348.99 |
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S4 |
1,217.63 |
1,242.81 |
1,336.08 |
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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 |
1,380.24 |
1,327.93 |
52.31 |
3.8% |
22.05 |
1.6% |
65% |
True |
False |
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10 |
1,380.24 |
1,280.59 |
99.65 |
7.3% |
23.00 |
1.7% |
82% |
True |
False |
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20 |
1,380.24 |
1,204.29 |
175.95 |
12.9% |
21.46 |
1.6% |
90% |
True |
False |
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40 |
1,380.24 |
1,204.29 |
175.95 |
12.9% |
23.66 |
1.7% |
90% |
True |
False |
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60 |
1,380.24 |
1,180.11 |
200.13 |
14.7% |
24.63 |
1.8% |
91% |
True |
False |
|
80 |
1,380.24 |
1,103.20 |
277.04 |
20.3% |
24.92 |
1.8% |
93% |
True |
False |
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100 |
1,380.24 |
1,039.99 |
340.25 |
25.0% |
24.42 |
1.8% |
95% |
True |
False |
|
120 |
1,380.24 |
1,014.96 |
365.28 |
26.8% |
24.20 |
1.8% |
95% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,487.43 |
2.618 |
1,446.27 |
1.618 |
1,421.05 |
1.000 |
1,405.46 |
0.618 |
1,395.83 |
HIGH |
1,380.24 |
0.618 |
1,370.61 |
0.500 |
1,367.63 |
0.382 |
1,364.65 |
LOW |
1,355.02 |
0.618 |
1,339.43 |
1.000 |
1,329.80 |
1.618 |
1,314.21 |
2.618 |
1,288.99 |
4.250 |
1,247.84 |
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