| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2004 |
27-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
1,526.57 |
1,548.64 |
22.07 |
1.4% |
1,558.89 |
| High |
1,553.66 |
1,552.54 |
-1.12 |
-0.1% |
1,559.47 |
| Low |
1,522.95 |
1,519.20 |
-3.75 |
-0.2% |
1,519.74 |
| Close |
1,553.66 |
1,519.23 |
-34.43 |
-2.2% |
1,531.21 |
| Range |
30.71 |
33.34 |
2.63 |
8.6% |
39.73 |
| ATR |
23.59 |
24.37 |
0.78 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.34 |
1,608.13 |
1,537.57 |
|
| R3 |
1,597.00 |
1,574.79 |
1,528.40 |
|
| R2 |
1,563.66 |
1,563.66 |
1,525.34 |
|
| R1 |
1,541.45 |
1,541.45 |
1,522.29 |
1,535.89 |
| PP |
1,530.32 |
1,530.32 |
1,530.32 |
1,527.54 |
| S1 |
1,508.11 |
1,508.11 |
1,516.17 |
1,502.55 |
| S2 |
1,496.98 |
1,496.98 |
1,513.12 |
|
| S3 |
1,463.64 |
1,474.77 |
1,510.06 |
|
| S4 |
1,430.30 |
1,441.43 |
1,500.89 |
|
|
| 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 |
1,556.06 |
1,519.20 |
36.86 |
2.4% |
28.43 |
1.9% |
0% |
False |
True |
|
| 10 |
1,559.47 |
1,513.21 |
46.26 |
3.0% |
25.09 |
1.7% |
13% |
False |
False |
|
| 20 |
1,559.47 |
1,447.62 |
111.85 |
7.4% |
22.68 |
1.5% |
64% |
False |
False |
|
| 40 |
1,559.47 |
1,372.87 |
186.60 |
12.3% |
22.34 |
1.5% |
78% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.3% |
22.83 |
1.5% |
80% |
False |
False |
|
| 80 |
1,559.47 |
1,325.93 |
233.54 |
15.4% |
22.43 |
1.5% |
83% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
16.9% |
23.23 |
1.5% |
84% |
False |
False |
|
| 120 |
1,559.47 |
1,204.29 |
355.18 |
23.4% |
22.91 |
1.5% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.24 |
|
2.618 |
1,639.82 |
|
1.618 |
1,606.48 |
|
1.000 |
1,585.88 |
|
0.618 |
1,573.14 |
|
HIGH |
1,552.54 |
|
0.618 |
1,539.80 |
|
0.500 |
1,535.87 |
|
0.382 |
1,531.94 |
|
LOW |
1,519.20 |
|
0.618 |
1,498.60 |
|
1.000 |
1,485.86 |
|
1.618 |
1,465.26 |
|
2.618 |
1,431.92 |
|
4.250 |
1,377.51 |
|
|