Day Change Summary |
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Previous |
Current |
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05-Nov-2003 |
06-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
1,428.04 |
1,439.22 |
11.18 |
0.8% |
1,378.95 |
High |
1,437.85 |
1,443.06 |
5.21 |
0.4% |
1,437.76 |
Low |
1,414.37 |
1,421.56 |
7.19 |
0.5% |
1,369.38 |
Close |
1,429.56 |
1,440.08 |
10.52 |
0.7% |
1,416.39 |
Range |
23.48 |
21.50 |
-1.98 |
-8.4% |
68.38 |
ATR |
24.19 |
24.00 |
-0.19 |
-0.8% |
0.00 |
Volume |
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Daily Pivots for day following 06-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.40 |
1,491.24 |
1,451.91 |
|
R3 |
1,477.90 |
1,469.74 |
1,445.99 |
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R2 |
1,456.40 |
1,456.40 |
1,444.02 |
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R1 |
1,448.24 |
1,448.24 |
1,442.05 |
1,452.32 |
PP |
1,434.90 |
1,434.90 |
1,434.90 |
1,436.94 |
S1 |
1,426.74 |
1,426.74 |
1,438.11 |
1,430.82 |
S2 |
1,413.40 |
1,413.40 |
1,436.14 |
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S3 |
1,391.90 |
1,405.24 |
1,434.17 |
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S4 |
1,370.40 |
1,383.74 |
1,428.26 |
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Weekly Pivots for week ending 31-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,612.98 |
1,583.07 |
1,454.00 |
|
R3 |
1,544.60 |
1,514.69 |
1,435.19 |
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R2 |
1,476.22 |
1,476.22 |
1,428.93 |
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R1 |
1,446.31 |
1,446.31 |
1,422.66 |
1,461.27 |
PP |
1,407.84 |
1,407.84 |
1,407.84 |
1,415.32 |
S1 |
1,377.93 |
1,377.93 |
1,410.12 |
1,392.89 |
S2 |
1,339.46 |
1,339.46 |
1,403.85 |
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S3 |
1,271.08 |
1,309.55 |
1,397.59 |
|
S4 |
1,202.70 |
1,241.17 |
1,378.78 |
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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 |
1,445.72 |
1,411.76 |
33.96 |
2.4% |
19.78 |
1.4% |
83% |
False |
False |
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10 |
1,445.72 |
1,346.01 |
99.71 |
6.9% |
21.36 |
1.5% |
94% |
False |
False |
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20 |
1,445.72 |
1,346.01 |
99.71 |
6.9% |
20.74 |
1.4% |
94% |
False |
False |
|
40 |
1,445.72 |
1,302.26 |
143.46 |
10.0% |
23.27 |
1.6% |
96% |
False |
False |
|
60 |
1,445.72 |
1,235.05 |
210.67 |
14.6% |
22.97 |
1.6% |
97% |
False |
False |
|
80 |
1,445.72 |
1,204.29 |
241.43 |
16.8% |
23.53 |
1.6% |
98% |
False |
False |
|
100 |
1,445.72 |
1,180.11 |
265.61 |
18.4% |
24.02 |
1.7% |
98% |
False |
False |
|
120 |
1,445.72 |
1,103.20 |
342.52 |
23.8% |
24.40 |
1.7% |
98% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,534.44 |
2.618 |
1,499.35 |
1.618 |
1,477.85 |
1.000 |
1,464.56 |
0.618 |
1,456.35 |
HIGH |
1,443.06 |
0.618 |
1,434.85 |
0.500 |
1,432.31 |
0.382 |
1,429.77 |
LOW |
1,421.56 |
0.618 |
1,408.27 |
1.000 |
1,400.06 |
1.618 |
1,386.77 |
2.618 |
1,365.27 |
4.250 |
1,330.19 |
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