Day Change Summary |
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Previous |
Current |
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20-Nov-2003 |
21-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
1,365.73 |
1,370.63 |
4.90 |
0.4% |
1,399.38 |
High |
1,394.38 |
1,375.94 |
-18.44 |
-1.3% |
1,405.94 |
Low |
1,362.09 |
1,357.25 |
-4.84 |
-0.4% |
1,357.25 |
Close |
1,363.49 |
1,373.32 |
9.83 |
0.7% |
1,373.32 |
Range |
32.29 |
18.69 |
-13.60 |
-42.1% |
48.69 |
ATR |
26.05 |
25.53 |
-0.53 |
-2.0% |
0.00 |
Volume |
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Daily Pivots for day following 21-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.91 |
1,417.80 |
1,383.60 |
|
R3 |
1,406.22 |
1,399.11 |
1,378.46 |
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R2 |
1,387.53 |
1,387.53 |
1,376.75 |
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R1 |
1,380.42 |
1,380.42 |
1,375.03 |
1,383.98 |
PP |
1,368.84 |
1,368.84 |
1,368.84 |
1,370.61 |
S1 |
1,361.73 |
1,361.73 |
1,371.61 |
1,365.29 |
S2 |
1,350.15 |
1,350.15 |
1,369.89 |
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S3 |
1,331.46 |
1,343.04 |
1,368.18 |
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S4 |
1,312.77 |
1,324.35 |
1,363.04 |
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Weekly Pivots for week ending 21-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.91 |
1,497.80 |
1,400.10 |
|
R3 |
1,476.22 |
1,449.11 |
1,386.71 |
|
R2 |
1,427.53 |
1,427.53 |
1,382.25 |
|
R1 |
1,400.42 |
1,400.42 |
1,377.78 |
1,389.63 |
PP |
1,378.84 |
1,378.84 |
1,378.84 |
1,373.44 |
S1 |
1,351.73 |
1,351.73 |
1,368.86 |
1,340.94 |
S2 |
1,330.15 |
1,330.15 |
1,364.39 |
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S3 |
1,281.46 |
1,303.04 |
1,359.93 |
|
S4 |
1,232.77 |
1,254.35 |
1,346.54 |
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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 |
1,405.94 |
1,357.25 |
48.69 |
3.5% |
27.36 |
2.0% |
33% |
False |
True |
|
10 |
1,448.06 |
1,357.25 |
90.81 |
6.6% |
26.21 |
1.9% |
18% |
False |
True |
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20 |
1,453.46 |
1,357.25 |
96.21 |
7.0% |
23.42 |
1.7% |
17% |
False |
True |
|
40 |
1,453.46 |
1,302.26 |
151.20 |
11.0% |
22.74 |
1.7% |
47% |
False |
False |
|
60 |
1,453.46 |
1,302.26 |
151.20 |
11.0% |
23.68 |
1.7% |
47% |
False |
False |
|
80 |
1,453.46 |
1,204.29 |
249.17 |
18.1% |
23.40 |
1.7% |
68% |
False |
False |
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100 |
1,453.46 |
1,204.29 |
249.17 |
18.1% |
23.85 |
1.7% |
68% |
False |
False |
|
120 |
1,453.46 |
1,180.11 |
273.35 |
19.9% |
24.54 |
1.8% |
71% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,455.37 |
2.618 |
1,424.87 |
1.618 |
1,406.18 |
1.000 |
1,394.63 |
0.618 |
1,387.49 |
HIGH |
1,375.94 |
0.618 |
1,368.80 |
0.500 |
1,366.60 |
0.382 |
1,364.39 |
LOW |
1,357.25 |
0.618 |
1,345.70 |
1.000 |
1,338.56 |
1.618 |
1,327.01 |
2.618 |
1,308.32 |
4.250 |
1,277.82 |
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