| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2004 |
03-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,497.78 |
1,485.93 |
-11.85 |
-0.8% |
1,526.57 |
| High |
1,507.59 |
1,497.07 |
-10.52 |
-0.7% |
1,553.66 |
| Low |
1,481.57 |
1,482.70 |
1.13 |
0.1% |
1,474.13 |
| Close |
1,487.84 |
1,491.85 |
4.01 |
0.3% |
1,493.08 |
| Range |
26.02 |
14.37 |
-11.65 |
-44.8% |
79.53 |
| ATR |
25.14 |
24.37 |
-0.77 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.65 |
1,527.12 |
1,499.75 |
|
| R3 |
1,519.28 |
1,512.75 |
1,495.80 |
|
| R2 |
1,504.91 |
1,504.91 |
1,494.48 |
|
| R1 |
1,498.38 |
1,498.38 |
1,493.17 |
1,501.65 |
| PP |
1,490.54 |
1,490.54 |
1,490.54 |
1,492.17 |
| S1 |
1,484.01 |
1,484.01 |
1,490.53 |
1,487.28 |
| S2 |
1,476.17 |
1,476.17 |
1,489.22 |
|
| S3 |
1,461.80 |
1,469.64 |
1,487.90 |
|
| S4 |
1,447.43 |
1,455.27 |
1,483.95 |
|
|
| 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 |
1,530.06 |
1,474.13 |
55.93 |
3.7% |
25.17 |
1.7% |
32% |
False |
False |
|
| 10 |
1,556.06 |
1,474.13 |
81.93 |
5.5% |
26.80 |
1.8% |
22% |
False |
False |
|
| 20 |
1,559.47 |
1,474.13 |
85.34 |
5.7% |
24.42 |
1.6% |
21% |
False |
False |
|
| 40 |
1,559.47 |
1,372.87 |
186.60 |
12.5% |
22.93 |
1.5% |
64% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.6% |
23.23 |
1.6% |
67% |
False |
False |
|
| 80 |
1,559.47 |
1,346.01 |
213.46 |
14.3% |
22.73 |
1.5% |
68% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
17.2% |
23.33 |
1.6% |
74% |
False |
False |
|
| 120 |
1,559.47 |
1,233.80 |
325.67 |
21.8% |
23.05 |
1.5% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.14 |
|
2.618 |
1,534.69 |
|
1.618 |
1,520.32 |
|
1.000 |
1,511.44 |
|
0.618 |
1,505.95 |
|
HIGH |
1,497.07 |
|
0.618 |
1,491.58 |
|
0.500 |
1,489.89 |
|
0.382 |
1,488.19 |
|
LOW |
1,482.70 |
|
0.618 |
1,473.82 |
|
1.000 |
1,468.33 |
|
1.618 |
1,459.45 |
|
2.618 |
1,445.08 |
|
4.250 |
1,421.63 |
|
|