| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2004 |
14-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
1,540.35 |
1,531.93 |
-8.42 |
-0.5% |
1,474.55 |
| High |
1,541.83 |
1,536.84 |
-4.99 |
-0.3% |
1,541.84 |
| Low |
1,513.21 |
1,521.91 |
8.70 |
0.6% |
1,474.19 |
| Close |
1,524.78 |
1,534.08 |
9.30 |
0.6% |
1,520.46 |
| Range |
28.62 |
14.93 |
-13.69 |
-47.8% |
67.65 |
| ATR |
22.63 |
22.08 |
-0.55 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.73 |
1,569.84 |
1,542.29 |
|
| R3 |
1,560.80 |
1,554.91 |
1,538.19 |
|
| R2 |
1,545.87 |
1,545.87 |
1,536.82 |
|
| R1 |
1,539.98 |
1,539.98 |
1,535.45 |
1,542.93 |
| PP |
1,530.94 |
1,530.94 |
1,530.94 |
1,532.42 |
| S1 |
1,525.05 |
1,525.05 |
1,532.71 |
1,528.00 |
| S2 |
1,516.01 |
1,516.01 |
1,531.34 |
|
| S3 |
1,501.08 |
1,510.12 |
1,529.97 |
|
| S4 |
1,486.15 |
1,495.19 |
1,525.87 |
|
|
| 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 |
1,512.86 |
28.98 |
1.9% |
22.82 |
1.5% |
73% |
False |
False |
|
| 10 |
1,541.84 |
1,458.51 |
83.33 |
5.4% |
21.39 |
1.4% |
91% |
False |
False |
|
| 20 |
1,541.84 |
1,384.52 |
157.32 |
10.3% |
19.03 |
1.2% |
95% |
False |
False |
|
| 40 |
1,541.84 |
1,357.25 |
184.59 |
12.0% |
22.42 |
1.5% |
96% |
False |
False |
|
| 60 |
1,541.84 |
1,346.01 |
195.83 |
12.8% |
22.15 |
1.4% |
96% |
False |
False |
|
| 80 |
1,541.84 |
1,302.26 |
239.58 |
15.6% |
22.70 |
1.5% |
97% |
False |
False |
|
| 100 |
1,541.84 |
1,280.59 |
261.25 |
17.0% |
23.00 |
1.5% |
97% |
False |
False |
|
| 120 |
1,541.84 |
1,204.29 |
337.55 |
22.0% |
23.01 |
1.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,600.29 |
|
2.618 |
1,575.93 |
|
1.618 |
1,561.00 |
|
1.000 |
1,551.77 |
|
0.618 |
1,546.07 |
|
HIGH |
1,536.84 |
|
0.618 |
1,531.14 |
|
0.500 |
1,529.38 |
|
0.382 |
1,527.61 |
|
LOW |
1,521.91 |
|
0.618 |
1,512.68 |
|
1.000 |
1,506.98 |
|
1.618 |
1,497.75 |
|
2.618 |
1,482.82 |
|
4.250 |
1,458.46 |
|
|