Day Change Summary |
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Previous |
Current |
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27-Jul-2004 |
28-Jul-2004 |
Change |
Change % |
Previous Week |
Open |
1,084.92 |
1,093.88 |
8.96 |
0.8% |
1,102.41 |
High |
1,096.65 |
1,098.84 |
2.19 |
0.2% |
1,116.27 |
Low |
1,084.92 |
1,082.17 |
-2.75 |
-0.3% |
1,083.49 |
Close |
1,094.83 |
1,095.42 |
0.59 |
0.1% |
1,086.20 |
Range |
11.73 |
16.67 |
4.94 |
42.1% |
32.78 |
ATR |
11.19 |
11.58 |
0.39 |
3.5% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.15 |
1,135.46 |
1,104.59 |
|
R3 |
1,125.48 |
1,118.79 |
1,100.00 |
|
R2 |
1,108.81 |
1,108.81 |
1,098.48 |
|
R1 |
1,102.12 |
1,102.12 |
1,096.95 |
1,105.47 |
PP |
1,092.14 |
1,092.14 |
1,092.14 |
1,093.82 |
S1 |
1,085.45 |
1,085.45 |
1,093.89 |
1,088.80 |
S2 |
1,075.47 |
1,075.47 |
1,092.36 |
|
S3 |
1,058.80 |
1,068.78 |
1,090.84 |
|
S4 |
1,042.13 |
1,052.11 |
1,086.25 |
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Weekly Pivots for week ending 23-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.66 |
1,172.71 |
1,104.23 |
|
R3 |
1,160.88 |
1,139.93 |
1,095.21 |
|
R2 |
1,128.10 |
1,128.10 |
1,092.21 |
|
R1 |
1,107.15 |
1,107.15 |
1,089.20 |
1,101.24 |
PP |
1,095.32 |
1,095.32 |
1,095.32 |
1,092.36 |
S1 |
1,074.37 |
1,074.37 |
1,083.20 |
1,068.46 |
S2 |
1,062.54 |
1,062.54 |
1,080.19 |
|
S3 |
1,029.76 |
1,041.59 |
1,077.19 |
|
S4 |
996.98 |
1,008.81 |
1,068.17 |
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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 |
1,099.69 |
1,078.78 |
20.91 |
1.9% |
13.25 |
1.2% |
80% |
False |
False |
|
10 |
1,116.27 |
1,078.78 |
37.49 |
3.4% |
12.66 |
1.2% |
44% |
False |
False |
|
20 |
1,144.22 |
1,078.78 |
65.44 |
6.0% |
10.93 |
1.0% |
25% |
False |
False |
|
40 |
1,146.34 |
1,078.78 |
67.56 |
6.2% |
10.22 |
0.9% |
25% |
False |
False |
|
60 |
1,146.34 |
1,076.32 |
70.02 |
6.4% |
10.93 |
1.0% |
27% |
False |
False |
|
80 |
1,150.57 |
1,076.32 |
74.25 |
6.8% |
11.26 |
1.0% |
26% |
False |
False |
|
100 |
1,163.23 |
1,076.32 |
86.91 |
7.9% |
11.64 |
1.1% |
22% |
False |
False |
|
120 |
1,163.23 |
1,076.32 |
86.91 |
7.9% |
11.30 |
1.0% |
22% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,169.69 |
2.618 |
1,142.48 |
1.618 |
1,125.81 |
1.000 |
1,115.51 |
0.618 |
1,109.14 |
HIGH |
1,098.84 |
0.618 |
1,092.47 |
0.500 |
1,090.51 |
0.382 |
1,088.54 |
LOW |
1,082.17 |
0.618 |
1,071.87 |
1.000 |
1,065.50 |
1.618 |
1,055.20 |
2.618 |
1,038.53 |
4.250 |
1,011.32 |
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