Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2003 |
29-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,323.87 |
1,318.33 |
-5.54 |
-0.4% |
1,371.18 |
High |
1,333.98 |
1,335.56 |
1.58 |
0.1% |
1,388.67 |
Low |
1,309.20 |
1,306.11 |
-3.09 |
-0.2% |
1,309.20 |
Close |
1,309.31 |
1,335.51 |
26.20 |
2.0% |
1,309.31 |
Range |
24.78 |
29.45 |
4.67 |
18.8% |
79.47 |
ATR |
27.50 |
27.64 |
0.14 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.08 |
1,404.24 |
1,351.71 |
|
R3 |
1,384.63 |
1,374.79 |
1,343.61 |
|
R2 |
1,355.18 |
1,355.18 |
1,340.91 |
|
R1 |
1,345.34 |
1,345.34 |
1,338.21 |
1,350.26 |
PP |
1,325.73 |
1,325.73 |
1,325.73 |
1,328.19 |
S1 |
1,315.89 |
1,315.89 |
1,332.81 |
1,320.81 |
S2 |
1,296.28 |
1,296.28 |
1,330.11 |
|
S3 |
1,266.83 |
1,286.44 |
1,327.41 |
|
S4 |
1,237.38 |
1,256.99 |
1,319.31 |
|
|
Weekly Pivots for week ending 26-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,574.14 |
1,521.19 |
1,353.02 |
|
R3 |
1,494.67 |
1,441.72 |
1,331.16 |
|
R2 |
1,415.20 |
1,415.20 |
1,323.88 |
|
R1 |
1,362.25 |
1,362.25 |
1,316.59 |
1,348.99 |
PP |
1,335.73 |
1,335.73 |
1,335.73 |
1,329.10 |
S1 |
1,282.78 |
1,282.78 |
1,302.03 |
1,269.52 |
S2 |
1,256.26 |
1,256.26 |
1,294.74 |
|
S3 |
1,176.79 |
1,203.31 |
1,287.46 |
|
S4 |
1,097.32 |
1,123.84 |
1,265.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.67 |
1,306.11 |
82.56 |
6.2% |
31.89 |
2.4% |
36% |
False |
True |
|
10 |
1,406.61 |
1,306.11 |
100.50 |
7.5% |
28.53 |
2.1% |
29% |
False |
True |
|
20 |
1,406.61 |
1,306.11 |
100.50 |
7.5% |
26.19 |
2.0% |
29% |
False |
True |
|
40 |
1,406.61 |
1,204.29 |
202.32 |
15.1% |
24.38 |
1.8% |
65% |
False |
False |
|
60 |
1,406.61 |
1,204.29 |
202.32 |
15.1% |
24.71 |
1.8% |
65% |
False |
False |
|
80 |
1,406.61 |
1,180.11 |
226.50 |
17.0% |
25.49 |
1.9% |
69% |
False |
False |
|
100 |
1,406.61 |
1,103.20 |
303.41 |
22.7% |
25.04 |
1.9% |
77% |
False |
False |
|
120 |
1,406.61 |
1,018.17 |
388.44 |
29.1% |
24.82 |
1.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,460.72 |
2.618 |
1,412.66 |
1.618 |
1,383.21 |
1.000 |
1,365.01 |
0.618 |
1,353.76 |
HIGH |
1,335.56 |
0.618 |
1,324.31 |
0.500 |
1,320.84 |
0.382 |
1,317.36 |
LOW |
1,306.11 |
0.618 |
1,287.91 |
1.000 |
1,276.66 |
1.618 |
1,258.46 |
2.618 |
1,229.01 |
4.250 |
1,180.95 |
|
|