Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2003 |
07-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
1,378.20 |
1,372.09 |
-6.11 |
-0.4% |
1,318.33 |
High |
1,384.11 |
1,392.65 |
8.54 |
0.6% |
1,385.79 |
Low |
1,370.45 |
1,368.13 |
-2.32 |
-0.2% |
1,302.26 |
Close |
1,381.70 |
1,392.56 |
10.86 |
0.8% |
1,375.32 |
Range |
13.66 |
24.52 |
10.86 |
79.5% |
83.53 |
ATR |
28.02 |
27.77 |
-0.25 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.01 |
1,449.80 |
1,406.05 |
|
R3 |
1,433.49 |
1,425.28 |
1,399.30 |
|
R2 |
1,408.97 |
1,408.97 |
1,397.06 |
|
R1 |
1,400.76 |
1,400.76 |
1,394.81 |
1,404.87 |
PP |
1,384.45 |
1,384.45 |
1,384.45 |
1,386.50 |
S1 |
1,376.24 |
1,376.24 |
1,390.31 |
1,380.35 |
S2 |
1,359.93 |
1,359.93 |
1,388.06 |
|
S3 |
1,335.41 |
1,351.72 |
1,385.82 |
|
S4 |
1,310.89 |
1,327.20 |
1,379.07 |
|
|
Weekly Pivots for week ending 03-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.05 |
1,573.71 |
1,421.26 |
|
R3 |
1,521.52 |
1,490.18 |
1,398.29 |
|
R2 |
1,437.99 |
1,437.99 |
1,390.63 |
|
R1 |
1,406.65 |
1,406.65 |
1,382.98 |
1,422.32 |
PP |
1,354.46 |
1,354.46 |
1,354.46 |
1,362.29 |
S1 |
1,323.12 |
1,323.12 |
1,367.66 |
1,338.79 |
S2 |
1,270.93 |
1,270.93 |
1,360.01 |
|
S3 |
1,187.40 |
1,239.59 |
1,352.35 |
|
S4 |
1,103.87 |
1,156.06 |
1,329.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,392.65 |
1,306.33 |
86.32 |
6.2% |
21.75 |
1.6% |
100% |
True |
False |
|
10 |
1,392.65 |
1,302.26 |
90.39 |
6.5% |
26.73 |
1.9% |
100% |
True |
False |
|
20 |
1,406.61 |
1,302.26 |
104.35 |
7.5% |
26.14 |
1.9% |
87% |
False |
False |
|
40 |
1,406.61 |
1,220.12 |
186.49 |
13.4% |
23.66 |
1.7% |
92% |
False |
False |
|
60 |
1,406.61 |
1,204.29 |
202.32 |
14.5% |
24.47 |
1.8% |
93% |
False |
False |
|
80 |
1,406.61 |
1,180.11 |
226.50 |
16.3% |
24.84 |
1.8% |
94% |
False |
False |
|
100 |
1,406.61 |
1,103.20 |
303.41 |
21.8% |
25.16 |
1.8% |
95% |
False |
False |
|
120 |
1,406.61 |
1,051.36 |
355.25 |
25.5% |
24.66 |
1.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.86 |
2.618 |
1,456.84 |
1.618 |
1,432.32 |
1.000 |
1,417.17 |
0.618 |
1,407.80 |
HIGH |
1,392.65 |
0.618 |
1,383.28 |
0.500 |
1,380.39 |
0.382 |
1,377.50 |
LOW |
1,368.13 |
0.618 |
1,352.98 |
1.000 |
1,343.61 |
1.618 |
1,328.46 |
2.618 |
1,303.94 |
4.250 |
1,263.92 |
|
|