Day Change Summary |
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Previous |
Current |
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30-Sep-2003 |
01-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
1,323.95 |
1,312.43 |
-11.52 |
-0.9% |
1,371.18 |
High |
1,325.41 |
1,336.13 |
10.72 |
0.8% |
1,388.67 |
Low |
1,302.26 |
1,306.33 |
4.07 |
0.3% |
1,309.20 |
Close |
1,303.70 |
1,335.34 |
31.64 |
2.4% |
1,309.31 |
Range |
23.15 |
29.80 |
6.65 |
28.7% |
79.47 |
ATR |
28.04 |
28.35 |
0.31 |
1.1% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.33 |
1,405.14 |
1,351.73 |
|
R3 |
1,385.53 |
1,375.34 |
1,343.54 |
|
R2 |
1,355.73 |
1,355.73 |
1,340.80 |
|
R1 |
1,345.54 |
1,345.54 |
1,338.07 |
1,350.64 |
PP |
1,325.93 |
1,325.93 |
1,325.93 |
1,328.48 |
S1 |
1,315.74 |
1,315.74 |
1,332.61 |
1,320.84 |
S2 |
1,296.13 |
1,296.13 |
1,329.88 |
|
S3 |
1,266.33 |
1,285.94 |
1,327.15 |
|
S4 |
1,236.53 |
1,256.14 |
1,318.95 |
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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 |
1,357.99 |
1,302.26 |
55.73 |
4.2% |
27.90 |
2.1% |
59% |
False |
False |
|
10 |
1,406.61 |
1,302.26 |
104.35 |
7.8% |
28.51 |
2.1% |
32% |
False |
False |
|
20 |
1,406.61 |
1,302.26 |
104.35 |
7.8% |
26.42 |
2.0% |
32% |
False |
False |
|
40 |
1,406.61 |
1,204.29 |
202.32 |
15.2% |
23.87 |
1.8% |
65% |
False |
False |
|
60 |
1,406.61 |
1,204.29 |
202.32 |
15.2% |
24.61 |
1.8% |
65% |
False |
False |
|
80 |
1,406.61 |
1,180.11 |
226.50 |
17.0% |
25.13 |
1.9% |
69% |
False |
False |
|
100 |
1,406.61 |
1,103.20 |
303.41 |
22.7% |
25.24 |
1.9% |
77% |
False |
False |
|
120 |
1,406.61 |
1,020.56 |
386.05 |
28.9% |
24.85 |
1.9% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,462.78 |
2.618 |
1,414.15 |
1.618 |
1,384.35 |
1.000 |
1,365.93 |
0.618 |
1,354.55 |
HIGH |
1,336.13 |
0.618 |
1,324.75 |
0.500 |
1,321.23 |
0.382 |
1,317.71 |
LOW |
1,306.33 |
0.618 |
1,287.91 |
1.000 |
1,276.53 |
1.618 |
1,258.11 |
2.618 |
1,228.31 |
4.250 |
1,179.68 |
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