Day Change Summary |
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Previous |
Current |
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09-Sep-2003 |
10-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,380.13 |
1,357.80 |
-22.33 |
-1.6% |
1,347.64 |
High |
1,382.11 |
1,362.84 |
-19.27 |
-1.4% |
1,380.24 |
Low |
1,364.94 |
1,332.28 |
-32.66 |
-2.4% |
1,333.29 |
Close |
1,370.56 |
1,332.28 |
-38.28 |
-2.8% |
1,361.90 |
Range |
17.17 |
30.56 |
13.39 |
78.0% |
46.95 |
ATR |
23.33 |
24.40 |
1.07 |
4.6% |
0.00 |
Volume |
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Daily Pivots for day following 10-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.15 |
1,413.77 |
1,349.09 |
|
R3 |
1,403.59 |
1,383.21 |
1,340.68 |
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R2 |
1,373.03 |
1,373.03 |
1,337.88 |
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R1 |
1,352.65 |
1,352.65 |
1,335.08 |
1,347.56 |
PP |
1,342.47 |
1,342.47 |
1,342.47 |
1,339.92 |
S1 |
1,322.09 |
1,322.09 |
1,329.48 |
1,317.00 |
S2 |
1,311.91 |
1,311.91 |
1,326.68 |
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S3 |
1,281.35 |
1,291.53 |
1,323.88 |
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S4 |
1,250.79 |
1,260.97 |
1,315.47 |
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Weekly Pivots for week ending 05-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.33 |
1,477.56 |
1,387.72 |
|
R3 |
1,452.38 |
1,430.61 |
1,374.81 |
|
R2 |
1,405.43 |
1,405.43 |
1,370.51 |
|
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 |
|
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 |
1,387.45 |
1,332.28 |
55.17 |
4.1% |
23.03 |
1.7% |
0% |
False |
True |
|
10 |
1,387.45 |
1,303.15 |
84.30 |
6.3% |
22.07 |
1.7% |
35% |
False |
False |
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20 |
1,387.45 |
1,233.80 |
153.65 |
11.5% |
21.63 |
1.6% |
64% |
False |
False |
|
40 |
1,387.45 |
1,204.29 |
183.16 |
13.7% |
23.77 |
1.8% |
70% |
False |
False |
|
60 |
1,387.45 |
1,180.11 |
207.34 |
15.6% |
24.32 |
1.8% |
73% |
False |
False |
|
80 |
1,387.45 |
1,103.20 |
284.25 |
21.3% |
25.09 |
1.9% |
81% |
False |
False |
|
100 |
1,387.45 |
1,070.86 |
316.59 |
23.8% |
24.34 |
1.8% |
83% |
False |
False |
|
120 |
1,387.45 |
1,014.96 |
372.49 |
28.0% |
24.12 |
1.8% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,492.72 |
2.618 |
1,442.85 |
1.618 |
1,412.29 |
1.000 |
1,393.40 |
0.618 |
1,381.73 |
HIGH |
1,362.84 |
0.618 |
1,351.17 |
0.500 |
1,347.56 |
0.382 |
1,343.95 |
LOW |
1,332.28 |
0.618 |
1,313.39 |
1.000 |
1,301.72 |
1.618 |
1,282.83 |
2.618 |
1,252.27 |
4.250 |
1,202.40 |
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