| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2004 |
02-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,494.88 |
1,497.78 |
2.90 |
0.2% |
1,526.57 |
| High |
1,505.12 |
1,507.59 |
2.47 |
0.2% |
1,553.66 |
| Low |
1,487.78 |
1,481.57 |
-6.21 |
-0.4% |
1,474.13 |
| Close |
1,493.08 |
1,487.84 |
-5.24 |
-0.4% |
1,493.08 |
| Range |
17.34 |
26.02 |
8.68 |
50.1% |
79.53 |
| ATR |
25.07 |
25.14 |
0.07 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.39 |
1,555.14 |
1,502.15 |
|
| R3 |
1,544.37 |
1,529.12 |
1,495.00 |
|
| R2 |
1,518.35 |
1,518.35 |
1,492.61 |
|
| R1 |
1,503.10 |
1,503.10 |
1,490.23 |
1,497.72 |
| PP |
1,492.33 |
1,492.33 |
1,492.33 |
1,489.64 |
| S1 |
1,477.08 |
1,477.08 |
1,485.45 |
1,471.70 |
| S2 |
1,466.31 |
1,466.31 |
1,483.07 |
|
| S3 |
1,440.29 |
1,451.06 |
1,480.68 |
|
| S4 |
1,414.27 |
1,425.04 |
1,473.53 |
|
|
| Weekly Pivots for week ending 30-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,745.55 |
1,698.84 |
1,536.82 |
|
| R3 |
1,666.02 |
1,619.31 |
1,514.95 |
|
| R2 |
1,586.49 |
1,586.49 |
1,507.66 |
|
| R1 |
1,539.78 |
1,539.78 |
1,500.37 |
1,523.37 |
| PP |
1,506.96 |
1,506.96 |
1,506.96 |
1,498.75 |
| S1 |
1,460.25 |
1,460.25 |
1,485.79 |
1,443.84 |
| S2 |
1,427.43 |
1,427.43 |
1,478.50 |
|
| S3 |
1,347.90 |
1,380.72 |
1,471.21 |
|
| S4 |
1,268.37 |
1,301.19 |
1,449.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,552.54 |
1,474.13 |
78.41 |
5.3% |
28.96 |
1.9% |
17% |
False |
False |
|
| 10 |
1,559.47 |
1,474.13 |
85.34 |
5.7% |
27.17 |
1.8% |
16% |
False |
False |
|
| 20 |
1,559.47 |
1,474.13 |
85.34 |
5.7% |
24.82 |
1.7% |
16% |
False |
False |
|
| 40 |
1,559.47 |
1,372.87 |
186.60 |
12.5% |
23.15 |
1.6% |
62% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.6% |
23.38 |
1.6% |
65% |
False |
False |
|
| 80 |
1,559.47 |
1,346.01 |
213.46 |
14.3% |
22.84 |
1.5% |
66% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
17.3% |
23.50 |
1.6% |
72% |
False |
False |
|
| 120 |
1,559.47 |
1,220.12 |
339.35 |
22.8% |
23.11 |
1.6% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,618.18 |
|
2.618 |
1,575.71 |
|
1.618 |
1,549.69 |
|
1.000 |
1,533.61 |
|
0.618 |
1,523.67 |
|
HIGH |
1,507.59 |
|
0.618 |
1,497.65 |
|
0.500 |
1,494.58 |
|
0.382 |
1,491.51 |
|
LOW |
1,481.57 |
|
0.618 |
1,465.49 |
|
1.000 |
1,455.55 |
|
1.618 |
1,439.47 |
|
2.618 |
1,413.45 |
|
4.250 |
1,370.99 |
|
|