Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2003 |
21-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,688.46 |
9,622.02 |
-66.44 |
-0.7% |
9,765.64 |
High |
9,726.09 |
9,650.31 |
-75.78 |
-0.8% |
9,765.64 |
Low |
9,613.72 |
9,585.50 |
-28.22 |
-0.3% |
9,585.50 |
Close |
9,619.42 |
9,628.53 |
9.11 |
0.1% |
9,628.53 |
Range |
112.37 |
64.81 |
-47.56 |
-42.3% |
180.14 |
ATR |
100.34 |
97.80 |
-2.54 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,815.88 |
9,787.01 |
9,664.18 |
|
R3 |
9,751.07 |
9,722.20 |
9,646.35 |
|
R2 |
9,686.26 |
9,686.26 |
9,640.41 |
|
R1 |
9,657.39 |
9,657.39 |
9,634.47 |
9,671.83 |
PP |
9,621.45 |
9,621.45 |
9,621.45 |
9,628.66 |
S1 |
9,592.58 |
9,592.58 |
9,622.59 |
9,607.02 |
S2 |
9,556.64 |
9,556.64 |
9,616.65 |
|
S3 |
9,491.83 |
9,527.77 |
9,610.71 |
|
S4 |
9,427.02 |
9,462.96 |
9,592.88 |
|
|
Weekly Pivots for week ending 21-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,200.31 |
10,094.56 |
9,727.61 |
|
R3 |
10,020.17 |
9,914.42 |
9,678.07 |
|
R2 |
9,840.03 |
9,840.03 |
9,661.56 |
|
R1 |
9,734.28 |
9,734.28 |
9,645.04 |
9,697.09 |
PP |
9,659.89 |
9,659.89 |
9,659.89 |
9,641.29 |
S1 |
9,554.14 |
9,554.14 |
9,612.02 |
9,516.95 |
S2 |
9,479.75 |
9,479.75 |
9,595.50 |
|
S3 |
9,299.61 |
9,374.00 |
9,578.99 |
|
S4 |
9,119.47 |
9,193.86 |
9,529.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,765.64 |
9,585.50 |
180.14 |
1.9% |
106.88 |
1.1% |
24% |
False |
True |
|
10 |
9,892.97 |
9,585.50 |
307.47 |
3.2% |
101.00 |
1.0% |
14% |
False |
True |
|
20 |
9,903.57 |
9,584.54 |
319.03 |
3.3% |
93.11 |
1.0% |
14% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
7.0% |
98.77 |
1.0% |
59% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
7.0% |
98.78 |
1.0% |
59% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.4% |
99.56 |
1.0% |
70% |
False |
False |
|
100 |
9,903.57 |
8,996.76 |
906.81 |
9.4% |
105.21 |
1.1% |
70% |
False |
False |
|
120 |
9,903.57 |
8,871.20 |
1,032.37 |
10.7% |
108.74 |
1.1% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,925.75 |
2.618 |
9,819.98 |
1.618 |
9,755.17 |
1.000 |
9,715.12 |
0.618 |
9,690.36 |
HIGH |
9,650.31 |
0.618 |
9,625.55 |
0.500 |
9,617.91 |
0.382 |
9,610.26 |
LOW |
9,585.50 |
0.618 |
9,545.45 |
1.000 |
9,520.69 |
1.618 |
9,480.64 |
2.618 |
9,415.83 |
4.250 |
9,310.06 |
|
|