| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2004 |
26-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
1,535.41 |
1,526.57 |
-8.84 |
-0.6% |
1,558.89 |
| High |
1,546.69 |
1,553.66 |
6.97 |
0.5% |
1,559.47 |
| Low |
1,519.74 |
1,522.95 |
3.21 |
0.2% |
1,519.74 |
| Close |
1,531.21 |
1,553.66 |
22.45 |
1.5% |
1,531.21 |
| Range |
26.95 |
30.71 |
3.76 |
14.0% |
39.73 |
| ATR |
23.05 |
23.59 |
0.55 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.55 |
1,625.32 |
1,570.55 |
|
| R3 |
1,604.84 |
1,594.61 |
1,562.11 |
|
| R2 |
1,574.13 |
1,574.13 |
1,559.29 |
|
| R1 |
1,563.90 |
1,563.90 |
1,556.48 |
1,569.02 |
| PP |
1,543.42 |
1,543.42 |
1,543.42 |
1,545.98 |
| S1 |
1,533.19 |
1,533.19 |
1,550.84 |
1,538.31 |
| S2 |
1,512.71 |
1,512.71 |
1,548.03 |
|
| S3 |
1,482.00 |
1,502.48 |
1,545.21 |
|
| S4 |
1,451.29 |
1,471.77 |
1,536.77 |
|
|
| Weekly Pivots for week ending 23-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,656.00 |
1,633.33 |
1,553.06 |
|
| R3 |
1,616.27 |
1,593.60 |
1,542.14 |
|
| R2 |
1,576.54 |
1,576.54 |
1,538.49 |
|
| R1 |
1,553.87 |
1,553.87 |
1,534.85 |
1,545.34 |
| PP |
1,536.81 |
1,536.81 |
1,536.81 |
1,532.54 |
| S1 |
1,514.14 |
1,514.14 |
1,527.57 |
1,505.61 |
| S2 |
1,497.08 |
1,497.08 |
1,523.93 |
|
| S3 |
1,457.35 |
1,474.41 |
1,520.28 |
|
| S4 |
1,417.62 |
1,434.68 |
1,509.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,559.47 |
1,519.74 |
39.73 |
2.6% |
25.38 |
1.6% |
85% |
False |
False |
|
| 10 |
1,559.47 |
1,513.21 |
46.26 |
3.0% |
24.18 |
1.6% |
87% |
False |
False |
|
| 20 |
1,559.47 |
1,442.29 |
117.18 |
7.5% |
21.46 |
1.4% |
95% |
False |
False |
|
| 40 |
1,559.47 |
1,372.87 |
186.60 |
12.0% |
22.17 |
1.4% |
97% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.0% |
22.49 |
1.4% |
97% |
False |
False |
|
| 80 |
1,559.47 |
1,306.33 |
253.14 |
16.3% |
22.39 |
1.4% |
98% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
16.6% |
23.10 |
1.5% |
98% |
False |
False |
|
| 120 |
1,559.47 |
1,204.29 |
355.18 |
22.9% |
22.94 |
1.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,684.18 |
|
2.618 |
1,634.06 |
|
1.618 |
1,603.35 |
|
1.000 |
1,584.37 |
|
0.618 |
1,572.64 |
|
HIGH |
1,553.66 |
|
0.618 |
1,541.93 |
|
0.500 |
1,538.31 |
|
0.382 |
1,534.68 |
|
LOW |
1,522.95 |
|
0.618 |
1,503.97 |
|
1.000 |
1,492.24 |
|
1.618 |
1,473.26 |
|
2.618 |
1,442.55 |
|
4.250 |
1,392.43 |
|
|