Day Change Summary |
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Previous |
Current |
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30-Dec-2003 |
31-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
1,467.74 |
1,471.56 |
3.82 |
0.3% |
1,422.79 |
High |
1,470.38 |
1,474.24 |
3.86 |
0.3% |
1,451.21 |
Low |
1,460.67 |
1,459.06 |
-1.61 |
-0.1% |
1,419.82 |
Close |
1,470.01 |
1,467.92 |
-2.09 |
-0.1% |
1,443.86 |
Range |
9.71 |
15.18 |
5.47 |
56.3% |
31.39 |
ATR |
21.59 |
21.13 |
-0.46 |
-2.1% |
0.00 |
Volume |
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Daily Pivots for day following 31-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.61 |
1,505.45 |
1,476.27 |
|
R3 |
1,497.43 |
1,490.27 |
1,472.09 |
|
R2 |
1,482.25 |
1,482.25 |
1,470.70 |
|
R1 |
1,475.09 |
1,475.09 |
1,469.31 |
1,471.08 |
PP |
1,467.07 |
1,467.07 |
1,467.07 |
1,465.07 |
S1 |
1,459.91 |
1,459.91 |
1,466.53 |
1,455.90 |
S2 |
1,451.89 |
1,451.89 |
1,465.14 |
|
S3 |
1,436.71 |
1,444.73 |
1,463.75 |
|
S4 |
1,421.53 |
1,429.55 |
1,459.57 |
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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 |
1,474.24 |
1,439.71 |
34.53 |
2.4% |
12.88 |
0.9% |
82% |
True |
False |
|
10 |
1,474.24 |
1,390.83 |
83.41 |
5.7% |
15.91 |
1.1% |
92% |
True |
False |
|
20 |
1,474.24 |
1,372.87 |
101.37 |
6.9% |
22.04 |
1.5% |
94% |
True |
False |
|
40 |
1,474.24 |
1,357.25 |
116.99 |
8.0% |
22.56 |
1.5% |
95% |
True |
False |
|
60 |
1,474.24 |
1,346.01 |
128.23 |
8.7% |
22.23 |
1.5% |
95% |
True |
False |
|
80 |
1,474.24 |
1,302.26 |
171.98 |
11.7% |
23.12 |
1.6% |
96% |
True |
False |
|
100 |
1,474.24 |
1,208.33 |
265.91 |
18.1% |
22.78 |
1.6% |
98% |
True |
False |
|
120 |
1,474.24 |
1,204.29 |
269.95 |
18.4% |
23.37 |
1.6% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,538.76 |
2.618 |
1,513.98 |
1.618 |
1,498.80 |
1.000 |
1,489.42 |
0.618 |
1,483.62 |
HIGH |
1,474.24 |
0.618 |
1,468.44 |
0.500 |
1,466.65 |
0.382 |
1,464.86 |
LOW |
1,459.06 |
0.618 |
1,449.68 |
1.000 |
1,443.88 |
1.618 |
1,434.50 |
2.618 |
1,419.32 |
4.250 |
1,394.55 |
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