Day Change Summary |
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Previous |
Current |
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23-Oct-2003 |
24-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
1,371.90 |
1,360.55 |
-11.35 |
-0.8% |
1,395.41 |
High |
1,387.01 |
1,370.67 |
-16.34 |
-1.2% |
1,424.80 |
Low |
1,369.91 |
1,346.01 |
-23.90 |
-1.7% |
1,346.01 |
Close |
1,378.11 |
1,370.61 |
-7.50 |
-0.5% |
1,370.61 |
Range |
17.10 |
24.66 |
7.56 |
44.2% |
78.79 |
ATR |
25.21 |
25.71 |
0.49 |
2.0% |
0.00 |
Volume |
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Daily Pivots for day following 24-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.41 |
1,428.17 |
1,384.17 |
|
R3 |
1,411.75 |
1,403.51 |
1,377.39 |
|
R2 |
1,387.09 |
1,387.09 |
1,375.13 |
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R1 |
1,378.85 |
1,378.85 |
1,372.87 |
1,382.97 |
PP |
1,362.43 |
1,362.43 |
1,362.43 |
1,364.49 |
S1 |
1,354.19 |
1,354.19 |
1,368.35 |
1,358.31 |
S2 |
1,337.77 |
1,337.77 |
1,366.09 |
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S3 |
1,313.11 |
1,329.53 |
1,363.83 |
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S4 |
1,288.45 |
1,304.87 |
1,357.05 |
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Weekly Pivots for week ending 24-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.84 |
1,572.52 |
1,413.94 |
|
R3 |
1,538.05 |
1,493.73 |
1,392.28 |
|
R2 |
1,459.26 |
1,459.26 |
1,385.05 |
|
R1 |
1,414.94 |
1,414.94 |
1,377.83 |
1,397.71 |
PP |
1,380.47 |
1,380.47 |
1,380.47 |
1,371.86 |
S1 |
1,336.15 |
1,336.15 |
1,363.39 |
1,318.92 |
S2 |
1,301.68 |
1,301.68 |
1,356.17 |
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S3 |
1,222.89 |
1,257.36 |
1,348.94 |
|
S4 |
1,144.10 |
1,178.57 |
1,327.28 |
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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 |
1,424.80 |
1,346.01 |
78.79 |
5.7% |
20.14 |
1.5% |
31% |
False |
True |
|
10 |
1,439.97 |
1,346.01 |
93.96 |
6.9% |
21.36 |
1.6% |
26% |
False |
True |
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20 |
1,439.97 |
1,302.26 |
137.71 |
10.0% |
22.06 |
1.6% |
50% |
False |
False |
|
40 |
1,439.97 |
1,302.26 |
137.71 |
10.0% |
23.81 |
1.7% |
50% |
False |
False |
|
60 |
1,439.97 |
1,204.29 |
235.68 |
17.2% |
23.40 |
1.7% |
71% |
False |
False |
|
80 |
1,439.97 |
1,204.29 |
235.68 |
17.2% |
23.96 |
1.7% |
71% |
False |
False |
|
100 |
1,439.97 |
1,180.11 |
259.86 |
19.0% |
24.77 |
1.8% |
73% |
False |
False |
|
120 |
1,439.97 |
1,103.20 |
336.77 |
24.6% |
24.48 |
1.8% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,475.48 |
2.618 |
1,435.23 |
1.618 |
1,410.57 |
1.000 |
1,395.33 |
0.618 |
1,385.91 |
HIGH |
1,370.67 |
0.618 |
1,361.25 |
0.500 |
1,358.34 |
0.382 |
1,355.43 |
LOW |
1,346.01 |
0.618 |
1,330.77 |
1.000 |
1,321.35 |
1.618 |
1,306.11 |
2.618 |
1,281.45 |
4.250 |
1,241.21 |
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