| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2004 |
19-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
1,107.83 |
1,114.79 |
6.96 |
0.6% |
1,122.92 |
| High |
1,114.46 |
1,118.03 |
3.57 |
0.3% |
1,127.01 |
| Low |
1,103.33 |
1,103.15 |
-0.18 |
0.0% |
1,102.06 |
| Close |
1,114.02 |
1,103.23 |
-10.79 |
-1.0% |
1,108.20 |
| Range |
11.13 |
14.88 |
3.75 |
33.7% |
24.95 |
| ATR |
9.98 |
10.33 |
0.35 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.78 |
1,142.88 |
1,111.41 |
|
| R3 |
1,137.90 |
1,128.00 |
1,107.32 |
|
| R2 |
1,123.02 |
1,123.02 |
1,105.96 |
|
| R1 |
1,113.12 |
1,113.12 |
1,104.59 |
1,110.63 |
| PP |
1,108.14 |
1,108.14 |
1,108.14 |
1,106.89 |
| S1 |
1,098.24 |
1,098.24 |
1,101.87 |
1,095.75 |
| S2 |
1,093.26 |
1,093.26 |
1,100.50 |
|
| S3 |
1,078.38 |
1,083.36 |
1,099.14 |
|
| S4 |
1,063.50 |
1,068.48 |
1,095.05 |
|
|
| Weekly Pivots for week ending 15-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.27 |
1,172.69 |
1,121.92 |
|
| R3 |
1,162.32 |
1,147.74 |
1,115.06 |
|
| R2 |
1,137.37 |
1,137.37 |
1,112.77 |
|
| R1 |
1,122.79 |
1,122.79 |
1,110.49 |
1,117.61 |
| PP |
1,112.42 |
1,112.42 |
1,112.42 |
1,109.83 |
| S1 |
1,097.84 |
1,097.84 |
1,105.91 |
1,092.66 |
| S2 |
1,087.47 |
1,087.47 |
1,103.63 |
|
| S3 |
1,062.52 |
1,072.89 |
1,101.34 |
|
| S4 |
1,037.57 |
1,047.94 |
1,094.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.01 |
1,102.06 |
24.95 |
2.3% |
13.47 |
1.2% |
5% |
False |
False |
|
| 10 |
1,142.05 |
1,102.06 |
39.99 |
3.6% |
11.22 |
1.0% |
3% |
False |
False |
|
| 20 |
1,142.05 |
1,101.29 |
40.76 |
3.7% |
9.87 |
0.9% |
5% |
False |
False |
|
| 40 |
1,142.05 |
1,092.82 |
49.23 |
4.5% |
8.94 |
0.8% |
21% |
False |
False |
|
| 60 |
1,142.05 |
1,060.72 |
81.33 |
7.4% |
9.62 |
0.9% |
52% |
False |
False |
|
| 80 |
1,144.22 |
1,060.72 |
83.50 |
7.6% |
9.81 |
0.9% |
51% |
False |
False |
|
| 100 |
1,146.34 |
1,060.72 |
85.62 |
7.8% |
9.71 |
0.9% |
50% |
False |
False |
|
| 120 |
1,146.34 |
1,060.72 |
85.62 |
7.8% |
10.31 |
0.9% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,181.27 |
|
2.618 |
1,156.99 |
|
1.618 |
1,142.11 |
|
1.000 |
1,132.91 |
|
0.618 |
1,127.23 |
|
HIGH |
1,118.03 |
|
0.618 |
1,112.35 |
|
0.500 |
1,110.59 |
|
0.382 |
1,108.83 |
|
LOW |
1,103.15 |
|
0.618 |
1,093.95 |
|
1.000 |
1,088.27 |
|
1.618 |
1,079.07 |
|
2.618 |
1,064.19 |
|
4.250 |
1,039.91 |
|
|