Day Change Summary |
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Previous |
Current |
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11-Sep-2003 |
12-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,339.88 |
1,340.78 |
0.90 |
0.1% |
1,366.55 |
High |
1,358.02 |
1,357.63 |
-0.39 |
0.0% |
1,387.45 |
Low |
1,327.92 |
1,330.31 |
2.39 |
0.2% |
1,327.92 |
Close |
1,350.80 |
1,357.63 |
6.83 |
0.5% |
1,357.63 |
Range |
30.10 |
27.32 |
-2.78 |
-9.2% |
59.53 |
ATR |
24.81 |
24.99 |
0.18 |
0.7% |
0.00 |
Volume |
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Daily Pivots for day following 12-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.48 |
1,421.38 |
1,372.66 |
|
R3 |
1,403.16 |
1,394.06 |
1,365.14 |
|
R2 |
1,375.84 |
1,375.84 |
1,362.64 |
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R1 |
1,366.74 |
1,366.74 |
1,360.13 |
1,371.29 |
PP |
1,348.52 |
1,348.52 |
1,348.52 |
1,350.80 |
S1 |
1,339.42 |
1,339.42 |
1,355.13 |
1,343.97 |
S2 |
1,321.20 |
1,321.20 |
1,352.62 |
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S3 |
1,293.88 |
1,312.10 |
1,350.12 |
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S4 |
1,266.56 |
1,284.78 |
1,342.60 |
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Weekly Pivots for week ending 12-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.26 |
1,506.47 |
1,390.37 |
|
R3 |
1,476.73 |
1,446.94 |
1,374.00 |
|
R2 |
1,417.20 |
1,417.20 |
1,368.54 |
|
R1 |
1,387.41 |
1,387.41 |
1,363.09 |
1,372.54 |
PP |
1,357.67 |
1,357.67 |
1,357.67 |
1,350.23 |
S1 |
1,327.88 |
1,327.88 |
1,352.17 |
1,313.01 |
S2 |
1,298.14 |
1,298.14 |
1,346.72 |
|
S3 |
1,238.61 |
1,268.35 |
1,341.26 |
|
S4 |
1,179.08 |
1,208.82 |
1,324.89 |
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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% |
25.50 |
1.9% |
50% |
False |
False |
|
10 |
1,387.45 |
1,327.92 |
59.53 |
4.4% |
23.78 |
1.8% |
50% |
False |
False |
|
20 |
1,387.45 |
1,246.32 |
141.13 |
10.4% |
22.79 |
1.7% |
79% |
False |
False |
|
40 |
1,387.45 |
1,204.29 |
183.16 |
13.5% |
23.72 |
1.7% |
84% |
False |
False |
|
60 |
1,387.45 |
1,180.11 |
207.34 |
15.3% |
24.48 |
1.8% |
86% |
False |
False |
|
80 |
1,387.45 |
1,104.11 |
283.34 |
20.9% |
25.04 |
1.8% |
89% |
False |
False |
|
100 |
1,387.45 |
1,081.34 |
306.11 |
22.5% |
24.40 |
1.8% |
90% |
False |
False |
|
120 |
1,387.45 |
1,014.96 |
372.49 |
27.4% |
24.23 |
1.8% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,473.74 |
2.618 |
1,429.15 |
1.618 |
1,401.83 |
1.000 |
1,384.95 |
0.618 |
1,374.51 |
HIGH |
1,357.63 |
0.618 |
1,347.19 |
0.500 |
1,343.97 |
0.382 |
1,340.75 |
LOW |
1,330.31 |
0.618 |
1,313.43 |
1.000 |
1,302.99 |
1.618 |
1,286.11 |
2.618 |
1,258.79 |
4.250 |
1,214.20 |
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