Day Change Summary |
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Previous |
Current |
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24-Dec-2003 |
26-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
1,442.58 |
1,444.41 |
1.83 |
0.1% |
1,422.79 |
High |
1,447.57 |
1,451.21 |
3.64 |
0.3% |
1,451.21 |
Low |
1,439.71 |
1,442.29 |
2.58 |
0.2% |
1,419.82 |
Close |
1,443.19 |
1,443.86 |
0.67 |
0.0% |
1,443.86 |
Range |
7.86 |
8.92 |
1.06 |
13.5% |
31.39 |
ATR |
23.22 |
22.20 |
-1.02 |
-4.4% |
0.00 |
Volume |
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Daily Pivots for day following 26-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.55 |
1,467.12 |
1,448.77 |
|
R3 |
1,463.63 |
1,458.20 |
1,446.31 |
|
R2 |
1,454.71 |
1,454.71 |
1,445.50 |
|
R1 |
1,449.28 |
1,449.28 |
1,444.68 |
1,447.54 |
PP |
1,445.79 |
1,445.79 |
1,445.79 |
1,444.91 |
S1 |
1,440.36 |
1,440.36 |
1,443.04 |
1,438.62 |
S2 |
1,436.87 |
1,436.87 |
1,442.22 |
|
S3 |
1,427.95 |
1,431.44 |
1,441.41 |
|
S4 |
1,419.03 |
1,422.52 |
1,438.95 |
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Weekly Pivots for week ending 26-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.47 |
1,519.55 |
1,461.12 |
|
R3 |
1,501.08 |
1,488.16 |
1,452.49 |
|
R2 |
1,469.69 |
1,469.69 |
1,449.61 |
|
R1 |
1,456.77 |
1,456.77 |
1,446.74 |
1,463.23 |
PP |
1,438.30 |
1,438.30 |
1,438.30 |
1,441.53 |
S1 |
1,425.38 |
1,425.38 |
1,440.98 |
1,431.84 |
S2 |
1,406.91 |
1,406.91 |
1,438.11 |
|
S3 |
1,375.52 |
1,393.99 |
1,435.23 |
|
S4 |
1,344.13 |
1,362.60 |
1,426.60 |
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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 |
1,451.21 |
1,416.21 |
35.00 |
2.4% |
13.51 |
0.9% |
79% |
True |
False |
|
10 |
1,451.21 |
1,384.52 |
66.69 |
4.6% |
19.55 |
1.4% |
89% |
True |
False |
|
20 |
1,452.03 |
1,372.87 |
79.16 |
5.5% |
22.01 |
1.5% |
90% |
False |
False |
|
40 |
1,453.46 |
1,357.25 |
96.21 |
6.7% |
22.90 |
1.6% |
90% |
False |
False |
|
60 |
1,453.46 |
1,325.93 |
127.53 |
8.8% |
22.35 |
1.5% |
92% |
False |
False |
|
80 |
1,453.46 |
1,302.26 |
151.20 |
10.5% |
23.36 |
1.6% |
94% |
False |
False |
|
100 |
1,453.46 |
1,204.29 |
249.17 |
17.3% |
22.96 |
1.6% |
96% |
False |
False |
|
120 |
1,453.46 |
1,204.29 |
249.17 |
17.3% |
23.48 |
1.6% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,489.12 |
2.618 |
1,474.56 |
1.618 |
1,465.64 |
1.000 |
1,460.13 |
0.618 |
1,456.72 |
HIGH |
1,451.21 |
0.618 |
1,447.80 |
0.500 |
1,446.75 |
0.382 |
1,445.70 |
LOW |
1,442.29 |
0.618 |
1,436.78 |
1.000 |
1,433.37 |
1.618 |
1,427.86 |
2.618 |
1,418.94 |
4.250 |
1,404.38 |
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