Day Change Summary |
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Previous |
Current |
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19-Sep-2003 |
22-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,406.61 |
1,371.18 |
-35.43 |
-2.5% |
1,359.97 |
High |
1,406.61 |
1,374.90 |
-31.71 |
-2.3% |
1,406.61 |
Low |
1,383.24 |
1,358.60 |
-24.64 |
-1.8% |
1,345.94 |
Close |
1,392.26 |
1,366.32 |
-25.94 |
-1.9% |
1,392.26 |
Range |
23.37 |
16.30 |
-7.07 |
-30.3% |
60.67 |
ATR |
25.22 |
25.82 |
0.60 |
2.4% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.51 |
1,407.21 |
1,375.29 |
|
R3 |
1,399.21 |
1,390.91 |
1,370.80 |
|
R2 |
1,382.91 |
1,382.91 |
1,369.31 |
|
R1 |
1,374.61 |
1,374.61 |
1,367.81 |
1,370.61 |
PP |
1,366.61 |
1,366.61 |
1,366.61 |
1,364.61 |
S1 |
1,358.31 |
1,358.31 |
1,364.83 |
1,354.31 |
S2 |
1,350.31 |
1,350.31 |
1,363.33 |
|
S3 |
1,334.01 |
1,342.01 |
1,361.84 |
|
S4 |
1,317.71 |
1,325.71 |
1,357.36 |
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Weekly Pivots for week ending 19-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.61 |
1,538.61 |
1,425.63 |
|
R3 |
1,502.94 |
1,477.94 |
1,408.94 |
|
R2 |
1,442.27 |
1,442.27 |
1,403.38 |
|
R1 |
1,417.27 |
1,417.27 |
1,397.82 |
1,429.77 |
PP |
1,381.60 |
1,381.60 |
1,381.60 |
1,387.86 |
S1 |
1,356.60 |
1,356.60 |
1,386.70 |
1,369.10 |
S2 |
1,320.93 |
1,320.93 |
1,381.14 |
|
S3 |
1,260.26 |
1,295.93 |
1,375.58 |
|
S4 |
1,199.59 |
1,235.26 |
1,358.89 |
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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 |
1,406.61 |
1,348.75 |
57.86 |
4.2% |
25.17 |
1.8% |
30% |
False |
False |
|
10 |
1,406.61 |
1,327.92 |
78.69 |
5.8% |
24.85 |
1.8% |
49% |
False |
False |
|
20 |
1,406.61 |
1,280.59 |
126.02 |
9.2% |
23.14 |
1.7% |
68% |
False |
False |
|
40 |
1,406.61 |
1,204.29 |
202.32 |
14.8% |
23.04 |
1.7% |
80% |
False |
False |
|
60 |
1,406.61 |
1,180.11 |
226.50 |
16.6% |
24.26 |
1.8% |
82% |
False |
False |
|
80 |
1,406.61 |
1,180.01 |
226.60 |
16.6% |
25.08 |
1.8% |
82% |
False |
False |
|
100 |
1,406.61 |
1,094.42 |
312.19 |
22.8% |
24.65 |
1.8% |
87% |
False |
False |
|
120 |
1,406.61 |
1,018.17 |
388.44 |
28.4% |
24.46 |
1.8% |
90% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,444.18 |
2.618 |
1,417.57 |
1.618 |
1,401.27 |
1.000 |
1,391.20 |
0.618 |
1,384.97 |
HIGH |
1,374.90 |
0.618 |
1,368.67 |
0.500 |
1,366.75 |
0.382 |
1,364.83 |
LOW |
1,358.60 |
0.618 |
1,348.53 |
1.000 |
1,342.30 |
1.618 |
1,332.23 |
2.618 |
1,315.93 |
4.250 |
1,289.33 |
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