Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2004 |
26-Jul-2004 |
Change |
Change % |
Previous Week |
Open |
10,045.50 |
9,964.71 |
-80.79 |
-0.8% |
10,141.00 |
High |
10,045.50 |
10,003.80 |
-41.70 |
-0.4% |
10,237.10 |
Low |
9,931.77 |
9,913.92 |
-17.85 |
-0.2% |
9,931.77 |
Close |
9,962.22 |
9,961.92 |
-0.30 |
0.0% |
9,962.22 |
Range |
113.73 |
89.88 |
-23.85 |
-21.0% |
305.33 |
ATR |
100.43 |
99.68 |
-0.75 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,229.52 |
10,185.60 |
10,011.35 |
|
R3 |
10,139.64 |
10,095.72 |
9,986.64 |
|
R2 |
10,049.76 |
10,049.76 |
9,978.40 |
|
R1 |
10,005.84 |
10,005.84 |
9,970.16 |
9,982.86 |
PP |
9,959.88 |
9,959.88 |
9,959.88 |
9,948.39 |
S1 |
9,915.96 |
9,915.96 |
9,953.68 |
9,892.98 |
S2 |
9,870.00 |
9,870.00 |
9,945.44 |
|
S3 |
9,780.12 |
9,826.08 |
9,937.20 |
|
S4 |
9,690.24 |
9,736.20 |
9,912.49 |
|
|
Weekly Pivots for week ending 23-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,959.69 |
10,766.28 |
10,130.15 |
|
R3 |
10,654.36 |
10,460.95 |
10,046.19 |
|
R2 |
10,349.03 |
10,349.03 |
10,018.20 |
|
R1 |
10,155.62 |
10,155.62 |
9,990.21 |
10,099.66 |
PP |
10,043.70 |
10,043.70 |
10,043.70 |
10,015.72 |
S1 |
9,850.29 |
9,850.29 |
9,934.23 |
9,794.33 |
S2 |
9,738.37 |
9,738.37 |
9,906.24 |
|
S3 |
9,433.04 |
9,544.96 |
9,878.25 |
|
S4 |
9,127.71 |
9,239.63 |
9,794.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,237.10 |
9,913.92 |
323.18 |
3.2% |
120.93 |
1.2% |
15% |
False |
True |
|
10 |
10,286.90 |
9,913.92 |
372.98 |
3.7% |
100.70 |
1.0% |
13% |
False |
True |
|
20 |
10,471.20 |
9,913.92 |
557.28 |
5.6% |
98.71 |
1.0% |
9% |
False |
True |
|
40 |
10,487.50 |
9,913.92 |
573.58 |
5.8% |
91.43 |
0.9% |
8% |
False |
True |
|
60 |
10,487.50 |
9,852.19 |
635.31 |
6.4% |
102.22 |
1.0% |
17% |
False |
False |
|
80 |
10,570.80 |
9,852.19 |
718.61 |
7.2% |
103.96 |
1.0% |
15% |
False |
False |
|
100 |
10,651.30 |
9,852.19 |
799.11 |
8.0% |
107.58 |
1.1% |
14% |
False |
False |
|
120 |
10,753.60 |
9,852.19 |
901.41 |
9.0% |
105.02 |
1.1% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,385.79 |
2.618 |
10,239.11 |
1.618 |
10,149.23 |
1.000 |
10,093.68 |
0.618 |
10,059.35 |
HIGH |
10,003.80 |
0.618 |
9,969.47 |
0.500 |
9,958.86 |
0.382 |
9,948.25 |
LOW |
9,913.92 |
0.618 |
9,858.37 |
1.000 |
9,824.04 |
1.618 |
9,768.49 |
2.618 |
9,678.61 |
4.250 |
9,531.93 |
|
|