Day Change Summary |
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Previous |
Current |
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10-Oct-2003 |
13-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
1,399.18 |
1,412.37 |
13.19 |
0.9% |
1,378.20 |
High |
1,406.27 |
1,422.28 |
16.01 |
1.1% |
1,418.09 |
Low |
1,393.97 |
1,405.05 |
11.08 |
0.8% |
1,368.13 |
Close |
1,404.87 |
1,414.72 |
9.85 |
0.7% |
1,404.87 |
Range |
12.30 |
17.23 |
4.93 |
40.1% |
49.96 |
ATR |
26.87 |
26.19 |
-0.68 |
-2.5% |
0.00 |
Volume |
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Daily Pivots for day following 13-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.71 |
1,457.44 |
1,424.20 |
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R3 |
1,448.48 |
1,440.21 |
1,419.46 |
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R2 |
1,431.25 |
1,431.25 |
1,417.88 |
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R1 |
1,422.98 |
1,422.98 |
1,416.30 |
1,427.12 |
PP |
1,414.02 |
1,414.02 |
1,414.02 |
1,416.08 |
S1 |
1,405.75 |
1,405.75 |
1,413.14 |
1,409.89 |
S2 |
1,396.79 |
1,396.79 |
1,411.56 |
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S3 |
1,379.56 |
1,388.52 |
1,409.98 |
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S4 |
1,362.33 |
1,371.29 |
1,405.24 |
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Weekly Pivots for week ending 10-Oct-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.91 |
1,525.85 |
1,432.35 |
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R3 |
1,496.95 |
1,475.89 |
1,418.61 |
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R2 |
1,446.99 |
1,446.99 |
1,414.03 |
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R1 |
1,425.93 |
1,425.93 |
1,409.45 |
1,436.46 |
PP |
1,397.03 |
1,397.03 |
1,397.03 |
1,402.30 |
S1 |
1,375.97 |
1,375.97 |
1,400.29 |
1,386.50 |
S2 |
1,347.07 |
1,347.07 |
1,395.71 |
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S3 |
1,297.11 |
1,326.01 |
1,391.13 |
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S4 |
1,247.15 |
1,276.05 |
1,377.39 |
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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 |
1,422.28 |
1,368.13 |
54.15 |
3.8% |
21.62 |
1.5% |
86% |
True |
False |
|
10 |
1,422.28 |
1,302.26 |
120.02 |
8.5% |
21.55 |
1.5% |
94% |
True |
False |
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20 |
1,422.28 |
1,302.26 |
120.02 |
8.5% |
25.04 |
1.8% |
94% |
True |
False |
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40 |
1,422.28 |
1,256.90 |
165.38 |
11.7% |
24.07 |
1.7% |
95% |
True |
False |
|
60 |
1,422.28 |
1,204.29 |
217.99 |
15.4% |
24.06 |
1.7% |
97% |
True |
False |
|
80 |
1,422.28 |
1,180.11 |
242.17 |
17.1% |
24.44 |
1.7% |
97% |
True |
False |
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100 |
1,422.28 |
1,112.59 |
309.69 |
21.9% |
25.10 |
1.8% |
98% |
True |
False |
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120 |
1,422.28 |
1,081.34 |
340.94 |
24.1% |
24.50 |
1.7% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,495.51 |
2.618 |
1,467.39 |
1.618 |
1,450.16 |
1.000 |
1,439.51 |
0.618 |
1,432.93 |
HIGH |
1,422.28 |
0.618 |
1,415.70 |
0.500 |
1,413.67 |
0.382 |
1,411.63 |
LOW |
1,405.05 |
0.618 |
1,394.40 |
1.000 |
1,387.82 |
1.618 |
1,377.17 |
2.618 |
1,359.94 |
4.250 |
1,331.82 |
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