| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2004 |
05-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,473.53 |
1,468.96 |
-4.57 |
-0.3% |
1,526.57 |
| High |
1,482.35 |
1,475.41 |
-6.94 |
-0.5% |
1,553.66 |
| Low |
1,461.01 |
1,461.12 |
0.11 |
0.0% |
1,474.13 |
| Close |
1,462.61 |
1,465.03 |
2.42 |
0.2% |
1,493.08 |
| Range |
21.34 |
14.29 |
-7.05 |
-33.0% |
79.53 |
| ATR |
24.83 |
24.08 |
-0.75 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.06 |
1,501.83 |
1,472.89 |
|
| R3 |
1,495.77 |
1,487.54 |
1,468.96 |
|
| R2 |
1,481.48 |
1,481.48 |
1,467.65 |
|
| R1 |
1,473.25 |
1,473.25 |
1,466.34 |
1,470.22 |
| PP |
1,467.19 |
1,467.19 |
1,467.19 |
1,465.67 |
| S1 |
1,458.96 |
1,458.96 |
1,463.72 |
1,455.93 |
| S2 |
1,452.90 |
1,452.90 |
1,462.41 |
|
| S3 |
1,438.61 |
1,444.67 |
1,461.10 |
|
| S4 |
1,424.32 |
1,430.38 |
1,457.17 |
|
|
| 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 |
1,507.59 |
1,461.01 |
46.58 |
3.2% |
18.67 |
1.3% |
9% |
False |
False |
|
| 10 |
1,553.66 |
1,461.01 |
92.65 |
6.3% |
25.25 |
1.7% |
4% |
False |
False |
|
| 20 |
1,559.47 |
1,461.01 |
98.46 |
6.7% |
24.14 |
1.6% |
4% |
False |
False |
|
| 40 |
1,559.47 |
1,372.87 |
186.60 |
12.7% |
22.74 |
1.6% |
49% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.8% |
23.18 |
1.6% |
53% |
False |
False |
|
| 80 |
1,559.47 |
1,346.01 |
213.46 |
14.6% |
22.63 |
1.5% |
56% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
17.6% |
23.12 |
1.6% |
63% |
False |
False |
|
| 120 |
1,559.47 |
1,246.32 |
313.15 |
21.4% |
23.06 |
1.6% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,536.14 |
|
2.618 |
1,512.82 |
|
1.618 |
1,498.53 |
|
1.000 |
1,489.70 |
|
0.618 |
1,484.24 |
|
HIGH |
1,475.41 |
|
0.618 |
1,469.95 |
|
0.500 |
1,468.27 |
|
0.382 |
1,466.58 |
|
LOW |
1,461.12 |
|
0.618 |
1,452.29 |
|
1.000 |
1,446.83 |
|
1.618 |
1,438.00 |
|
2.618 |
1,423.71 |
|
4.250 |
1,400.39 |
|
|