Day Change Summary |
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Previous |
Current |
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15-Sep-2003 |
16-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,359.97 |
1,348.75 |
-11.22 |
-0.8% |
1,366.55 |
High |
1,363.48 |
1,383.48 |
20.00 |
1.5% |
1,387.45 |
Low |
1,345.94 |
1,348.75 |
2.81 |
0.2% |
1,327.92 |
Close |
1,347.77 |
1,382.82 |
35.05 |
2.6% |
1,357.63 |
Range |
17.54 |
34.73 |
17.19 |
98.0% |
59.53 |
ATR |
24.45 |
25.26 |
0.80 |
3.3% |
0.00 |
Volume |
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Daily Pivots for day following 16-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.87 |
1,464.08 |
1,401.92 |
|
R3 |
1,441.14 |
1,429.35 |
1,392.37 |
|
R2 |
1,406.41 |
1,406.41 |
1,389.19 |
|
R1 |
1,394.62 |
1,394.62 |
1,386.00 |
1,400.52 |
PP |
1,371.68 |
1,371.68 |
1,371.68 |
1,374.63 |
S1 |
1,359.89 |
1,359.89 |
1,379.64 |
1,365.79 |
S2 |
1,336.95 |
1,336.95 |
1,376.45 |
|
S3 |
1,302.22 |
1,325.16 |
1,373.27 |
|
S4 |
1,267.49 |
1,290.43 |
1,363.72 |
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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 |
1,383.48 |
1,327.92 |
55.56 |
4.0% |
28.05 |
2.0% |
99% |
True |
False |
|
10 |
1,387.45 |
1,327.92 |
59.53 |
4.3% |
24.54 |
1.8% |
92% |
False |
False |
|
20 |
1,387.45 |
1,280.59 |
106.86 |
7.7% |
23.45 |
1.7% |
96% |
False |
False |
|
40 |
1,387.45 |
1,204.29 |
183.16 |
13.2% |
23.83 |
1.7% |
97% |
False |
False |
|
60 |
1,387.45 |
1,180.11 |
207.34 |
15.0% |
24.50 |
1.8% |
98% |
False |
False |
|
80 |
1,387.45 |
1,123.25 |
264.20 |
19.1% |
25.24 |
1.8% |
98% |
False |
False |
|
100 |
1,387.45 |
1,081.34 |
306.11 |
22.1% |
24.56 |
1.8% |
98% |
False |
False |
|
120 |
1,387.45 |
1,014.96 |
372.49 |
26.9% |
24.31 |
1.8% |
99% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,531.08 |
2.618 |
1,474.40 |
1.618 |
1,439.67 |
1.000 |
1,418.21 |
0.618 |
1,404.94 |
HIGH |
1,383.48 |
0.618 |
1,370.21 |
0.500 |
1,366.12 |
0.382 |
1,362.02 |
LOW |
1,348.75 |
0.618 |
1,327.29 |
1.000 |
1,314.02 |
1.618 |
1,292.56 |
2.618 |
1,257.83 |
4.250 |
1,201.15 |
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