| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2004 |
09-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
1,524.06 |
1,516.59 |
-7.47 |
-0.5% |
1,474.55 |
| High |
1,530.65 |
1,541.84 |
11.19 |
0.7% |
1,541.84 |
| Low |
1,513.34 |
1,512.86 |
-0.48 |
0.0% |
1,474.19 |
| Close |
1,530.65 |
1,520.46 |
-10.19 |
-0.7% |
1,520.46 |
| Range |
17.31 |
28.98 |
11.67 |
67.4% |
67.65 |
| ATR |
21.48 |
22.01 |
0.54 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,611.99 |
1,595.21 |
1,536.40 |
|
| R3 |
1,583.01 |
1,566.23 |
1,528.43 |
|
| R2 |
1,554.03 |
1,554.03 |
1,525.77 |
|
| R1 |
1,537.25 |
1,537.25 |
1,523.12 |
1,545.64 |
| PP |
1,525.05 |
1,525.05 |
1,525.05 |
1,529.25 |
| S1 |
1,508.27 |
1,508.27 |
1,517.80 |
1,516.66 |
| S2 |
1,496.07 |
1,496.07 |
1,515.15 |
|
| S3 |
1,467.09 |
1,479.29 |
1,512.49 |
|
| S4 |
1,438.11 |
1,450.31 |
1,504.52 |
|
|
| Weekly Pivots for week ending 09-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.11 |
1,685.44 |
1,557.67 |
|
| R3 |
1,647.46 |
1,617.79 |
1,539.06 |
|
| R2 |
1,579.81 |
1,579.81 |
1,532.86 |
|
| R1 |
1,550.14 |
1,550.14 |
1,526.66 |
1,564.98 |
| PP |
1,512.16 |
1,512.16 |
1,512.16 |
1,519.58 |
| S1 |
1,482.49 |
1,482.49 |
1,514.26 |
1,497.33 |
| S2 |
1,444.51 |
1,444.51 |
1,508.06 |
|
| S3 |
1,376.86 |
1,414.84 |
1,501.86 |
|
| S4 |
1,309.21 |
1,347.19 |
1,483.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,541.84 |
1,474.19 |
67.65 |
4.4% |
21.96 |
1.4% |
68% |
True |
False |
|
| 10 |
1,541.84 |
1,442.29 |
99.55 |
6.5% |
18.75 |
1.2% |
79% |
True |
False |
|
| 20 |
1,541.84 |
1,384.52 |
157.32 |
10.3% |
20.45 |
1.3% |
86% |
True |
False |
|
| 40 |
1,541.84 |
1,357.25 |
184.59 |
12.1% |
22.81 |
1.5% |
88% |
True |
False |
|
| 60 |
1,541.84 |
1,346.01 |
195.83 |
12.9% |
22.37 |
1.5% |
89% |
True |
False |
|
| 80 |
1,541.84 |
1,302.26 |
239.58 |
15.8% |
22.78 |
1.5% |
91% |
True |
False |
|
| 100 |
1,541.84 |
1,280.59 |
261.25 |
17.2% |
22.92 |
1.5% |
92% |
True |
False |
|
| 120 |
1,541.84 |
1,204.29 |
337.55 |
22.2% |
23.13 |
1.5% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,665.01 |
|
2.618 |
1,617.71 |
|
1.618 |
1,588.73 |
|
1.000 |
1,570.82 |
|
0.618 |
1,559.75 |
|
HIGH |
1,541.84 |
|
0.618 |
1,530.77 |
|
0.500 |
1,527.35 |
|
0.382 |
1,523.93 |
|
LOW |
1,512.86 |
|
0.618 |
1,494.95 |
|
1.000 |
1,483.88 |
|
1.618 |
1,465.97 |
|
2.618 |
1,436.99 |
|
4.250 |
1,389.70 |
|
|