Day Change Summary |
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Previous |
Current |
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11-Nov-2003 |
12-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
1,412.50 |
1,414.21 |
1.71 |
0.1% |
1,423.13 |
High |
1,418.46 |
1,443.52 |
25.06 |
1.8% |
1,453.46 |
Low |
1,401.45 |
1,413.84 |
12.39 |
0.9% |
1,414.37 |
Close |
1,409.64 |
1,443.52 |
33.88 |
2.4% |
1,436.73 |
Range |
17.01 |
29.68 |
12.67 |
74.5% |
39.09 |
ATR |
23.15 |
23.92 |
0.77 |
3.3% |
0.00 |
Volume |
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Daily Pivots for day following 12-Nov-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.67 |
1,512.77 |
1,459.84 |
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R3 |
1,492.99 |
1,483.09 |
1,451.68 |
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R2 |
1,463.31 |
1,463.31 |
1,448.96 |
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R1 |
1,453.41 |
1,453.41 |
1,446.24 |
1,458.36 |
PP |
1,433.63 |
1,433.63 |
1,433.63 |
1,436.10 |
S1 |
1,423.73 |
1,423.73 |
1,440.80 |
1,428.68 |
S2 |
1,403.95 |
1,403.95 |
1,438.08 |
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S3 |
1,374.27 |
1,394.05 |
1,435.36 |
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S4 |
1,344.59 |
1,364.37 |
1,427.20 |
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Weekly Pivots for week ending 07-Nov-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.12 |
1,533.52 |
1,458.23 |
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R3 |
1,513.03 |
1,494.43 |
1,447.48 |
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R2 |
1,473.94 |
1,473.94 |
1,443.90 |
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R1 |
1,455.34 |
1,455.34 |
1,440.31 |
1,464.64 |
PP |
1,434.85 |
1,434.85 |
1,434.85 |
1,439.51 |
S1 |
1,416.25 |
1,416.25 |
1,433.15 |
1,425.55 |
S2 |
1,395.76 |
1,395.76 |
1,429.56 |
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S3 |
1,356.67 |
1,377.16 |
1,425.98 |
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S4 |
1,317.58 |
1,338.07 |
1,415.23 |
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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 |
1,453.46 |
1,401.45 |
52.01 |
3.6% |
22.09 |
1.5% |
81% |
False |
False |
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10 |
1,453.46 |
1,401.45 |
52.01 |
3.6% |
21.20 |
1.5% |
81% |
False |
False |
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20 |
1,453.46 |
1,346.01 |
107.45 |
7.4% |
21.47 |
1.5% |
91% |
False |
False |
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40 |
1,453.46 |
1,302.26 |
151.20 |
10.5% |
23.05 |
1.6% |
93% |
False |
False |
|
60 |
1,453.46 |
1,280.59 |
172.87 |
12.0% |
23.16 |
1.6% |
94% |
False |
False |
|
80 |
1,453.46 |
1,204.29 |
249.17 |
17.3% |
23.38 |
1.6% |
96% |
False |
False |
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100 |
1,453.46 |
1,180.11 |
273.35 |
18.9% |
23.79 |
1.6% |
96% |
False |
False |
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120 |
1,453.46 |
1,123.25 |
330.21 |
22.9% |
24.57 |
1.7% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,569.66 |
2.618 |
1,521.22 |
1.618 |
1,491.54 |
1.000 |
1,473.20 |
0.618 |
1,461.86 |
HIGH |
1,443.52 |
0.618 |
1,432.18 |
0.500 |
1,428.68 |
0.382 |
1,425.18 |
LOW |
1,413.84 |
0.618 |
1,395.50 |
1.000 |
1,384.16 |
1.618 |
1,365.82 |
2.618 |
1,336.14 |
4.250 |
1,287.70 |
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