| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2004 |
16-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
1,524.73 |
1,545.32 |
20.59 |
1.4% |
1,524.54 |
| High |
1,545.65 |
1,553.64 |
7.99 |
0.5% |
1,553.64 |
| Low |
1,515.06 |
1,537.17 |
22.11 |
1.5% |
1,513.21 |
| Close |
1,532.01 |
1,553.62 |
21.61 |
1.4% |
1,553.62 |
| Range |
30.59 |
16.47 |
-14.12 |
-46.2% |
40.43 |
| ATR |
22.69 |
22.61 |
-0.08 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.55 |
1,592.06 |
1,562.68 |
|
| R3 |
1,581.08 |
1,575.59 |
1,558.15 |
|
| R2 |
1,564.61 |
1,564.61 |
1,556.64 |
|
| R1 |
1,559.12 |
1,559.12 |
1,555.13 |
1,561.87 |
| PP |
1,548.14 |
1,548.14 |
1,548.14 |
1,549.52 |
| S1 |
1,542.65 |
1,542.65 |
1,552.11 |
1,545.40 |
| S2 |
1,531.67 |
1,531.67 |
1,550.60 |
|
| S3 |
1,515.20 |
1,526.18 |
1,549.09 |
|
| S4 |
1,498.73 |
1,509.71 |
1,544.56 |
|
|
| Weekly Pivots for week ending 16-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,661.45 |
1,647.96 |
1,575.86 |
|
| R3 |
1,621.02 |
1,607.53 |
1,564.74 |
|
| R2 |
1,580.59 |
1,580.59 |
1,561.03 |
|
| R1 |
1,567.10 |
1,567.10 |
1,557.33 |
1,573.85 |
| PP |
1,540.16 |
1,540.16 |
1,540.16 |
1,543.53 |
| S1 |
1,526.67 |
1,526.67 |
1,549.91 |
1,533.42 |
| S2 |
1,499.73 |
1,499.73 |
1,546.21 |
|
| S3 |
1,459.30 |
1,486.24 |
1,542.50 |
|
| S4 |
1,418.87 |
1,445.81 |
1,531.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,553.64 |
1,513.21 |
40.43 |
2.6% |
22.97 |
1.5% |
100% |
True |
False |
|
| 10 |
1,553.64 |
1,474.19 |
79.45 |
5.1% |
22.47 |
1.4% |
100% |
True |
False |
|
| 20 |
1,553.64 |
1,404.08 |
149.56 |
9.6% |
19.47 |
1.3% |
100% |
True |
False |
|
| 40 |
1,553.64 |
1,357.25 |
196.39 |
12.6% |
21.94 |
1.4% |
100% |
True |
False |
|
| 60 |
1,553.64 |
1,346.01 |
207.63 |
13.4% |
22.26 |
1.4% |
100% |
True |
False |
|
| 80 |
1,553.64 |
1,302.26 |
251.38 |
16.2% |
22.78 |
1.5% |
100% |
True |
False |
|
| 100 |
1,553.64 |
1,280.59 |
273.05 |
17.6% |
22.97 |
1.5% |
100% |
True |
False |
|
| 120 |
1,553.64 |
1,204.29 |
349.35 |
22.5% |
22.95 |
1.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,623.64 |
|
2.618 |
1,596.76 |
|
1.618 |
1,580.29 |
|
1.000 |
1,570.11 |
|
0.618 |
1,563.82 |
|
HIGH |
1,553.64 |
|
0.618 |
1,547.35 |
|
0.500 |
1,545.41 |
|
0.382 |
1,543.46 |
|
LOW |
1,537.17 |
|
0.618 |
1,526.99 |
|
1.000 |
1,520.70 |
|
1.618 |
1,510.52 |
|
2.618 |
1,494.05 |
|
4.250 |
1,467.17 |
|
|