Day Change Summary |
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Previous |
Current |
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29-Sep-2003 |
30-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
1,318.33 |
1,323.95 |
5.62 |
0.4% |
1,371.18 |
High |
1,335.56 |
1,325.41 |
-10.15 |
-0.8% |
1,388.67 |
Low |
1,306.11 |
1,302.26 |
-3.85 |
-0.3% |
1,309.20 |
Close |
1,335.51 |
1,303.70 |
-31.81 |
-2.4% |
1,309.31 |
Range |
29.45 |
23.15 |
-6.30 |
-21.4% |
79.47 |
ATR |
27.64 |
28.04 |
0.40 |
1.5% |
0.00 |
Volume |
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Daily Pivots for day following 30-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.91 |
1,364.95 |
1,316.43 |
|
R3 |
1,356.76 |
1,341.80 |
1,310.07 |
|
R2 |
1,333.61 |
1,333.61 |
1,307.94 |
|
R1 |
1,318.65 |
1,318.65 |
1,305.82 |
1,314.56 |
PP |
1,310.46 |
1,310.46 |
1,310.46 |
1,308.41 |
S1 |
1,295.50 |
1,295.50 |
1,301.58 |
1,291.41 |
S2 |
1,287.31 |
1,287.31 |
1,299.46 |
|
S3 |
1,264.16 |
1,272.35 |
1,297.33 |
|
S4 |
1,241.01 |
1,249.20 |
1,290.97 |
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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 |
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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 |
1,388.54 |
1,302.26 |
86.28 |
6.6% |
31.72 |
2.4% |
2% |
False |
True |
|
10 |
1,406.61 |
1,302.26 |
104.35 |
8.0% |
27.37 |
2.1% |
1% |
False |
True |
|
20 |
1,406.61 |
1,302.26 |
104.35 |
8.0% |
25.96 |
2.0% |
1% |
False |
True |
|
40 |
1,406.61 |
1,204.29 |
202.32 |
15.5% |
24.05 |
1.8% |
49% |
False |
False |
|
60 |
1,406.61 |
1,204.29 |
202.32 |
15.5% |
24.55 |
1.9% |
49% |
False |
False |
|
80 |
1,406.61 |
1,180.11 |
226.50 |
17.4% |
25.09 |
1.9% |
55% |
False |
False |
|
100 |
1,406.61 |
1,103.20 |
303.41 |
23.3% |
25.12 |
1.9% |
66% |
False |
False |
|
120 |
1,406.61 |
1,018.17 |
388.44 |
29.8% |
24.74 |
1.9% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,423.80 |
2.618 |
1,386.02 |
1.618 |
1,362.87 |
1.000 |
1,348.56 |
0.618 |
1,339.72 |
HIGH |
1,325.41 |
0.618 |
1,316.57 |
0.500 |
1,313.84 |
0.382 |
1,311.10 |
LOW |
1,302.26 |
0.618 |
1,287.95 |
1.000 |
1,279.11 |
1.618 |
1,264.80 |
2.618 |
1,241.65 |
4.250 |
1,203.87 |
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