Day Change Summary |
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Previous |
Current |
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10-Sep-2003 |
11-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,357.80 |
1,339.88 |
-17.92 |
-1.3% |
1,347.64 |
High |
1,362.84 |
1,358.02 |
-4.82 |
-0.4% |
1,380.24 |
Low |
1,332.28 |
1,327.92 |
-4.36 |
-0.3% |
1,333.29 |
Close |
1,332.28 |
1,350.80 |
18.52 |
1.4% |
1,361.90 |
Range |
30.56 |
30.10 |
-0.46 |
-1.5% |
46.95 |
ATR |
24.40 |
24.81 |
0.41 |
1.7% |
0.00 |
Volume |
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Daily Pivots for day following 11-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.88 |
1,423.44 |
1,367.36 |
|
R3 |
1,405.78 |
1,393.34 |
1,359.08 |
|
R2 |
1,375.68 |
1,375.68 |
1,356.32 |
|
R1 |
1,363.24 |
1,363.24 |
1,353.56 |
1,369.46 |
PP |
1,345.58 |
1,345.58 |
1,345.58 |
1,348.69 |
S1 |
1,333.14 |
1,333.14 |
1,348.04 |
1,339.36 |
S2 |
1,315.48 |
1,315.48 |
1,345.28 |
|
S3 |
1,285.38 |
1,303.04 |
1,342.52 |
|
S4 |
1,255.28 |
1,272.94 |
1,334.25 |
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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 |
|
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 |
1,327.92 |
59.53 |
4.4% |
25.08 |
1.9% |
38% |
False |
True |
|
10 |
1,387.45 |
1,308.98 |
78.47 |
5.8% |
23.39 |
1.7% |
53% |
False |
False |
|
20 |
1,387.45 |
1,235.05 |
152.40 |
11.3% |
22.37 |
1.7% |
76% |
False |
False |
|
40 |
1,387.45 |
1,204.29 |
183.16 |
13.6% |
23.80 |
1.8% |
80% |
False |
False |
|
60 |
1,387.45 |
1,180.11 |
207.34 |
15.3% |
24.52 |
1.8% |
82% |
False |
False |
|
80 |
1,387.45 |
1,103.20 |
284.25 |
21.0% |
24.96 |
1.8% |
87% |
False |
False |
|
100 |
1,387.45 |
1,072.13 |
315.32 |
23.3% |
24.45 |
1.8% |
88% |
False |
False |
|
120 |
1,387.45 |
1,014.96 |
372.49 |
27.6% |
24.20 |
1.8% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,485.95 |
2.618 |
1,436.82 |
1.618 |
1,406.72 |
1.000 |
1,388.12 |
0.618 |
1,376.62 |
HIGH |
1,358.02 |
0.618 |
1,346.52 |
0.500 |
1,342.97 |
0.382 |
1,339.42 |
LOW |
1,327.92 |
0.618 |
1,309.32 |
1.000 |
1,297.82 |
1.618 |
1,279.22 |
2.618 |
1,249.12 |
4.250 |
1,200.00 |
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