| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2004 |
10-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,502.32 |
1,490.69 |
-11.63 |
-0.8% |
1,497.78 |
| High |
1,503.04 |
1,503.83 |
0.79 |
0.1% |
1,507.59 |
| Low |
1,490.70 |
1,489.90 |
-0.80 |
-0.1% |
1,461.01 |
| Close |
1,490.91 |
1,500.29 |
9.38 |
0.6% |
1,498.95 |
| Range |
12.34 |
13.93 |
1.59 |
12.9% |
46.58 |
| ATR |
23.89 |
23.18 |
-0.71 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,539.80 |
1,533.97 |
1,507.95 |
|
| R3 |
1,525.87 |
1,520.04 |
1,504.12 |
|
| R2 |
1,511.94 |
1,511.94 |
1,502.84 |
|
| R1 |
1,506.11 |
1,506.11 |
1,501.57 |
1,509.03 |
| PP |
1,498.01 |
1,498.01 |
1,498.01 |
1,499.46 |
| S1 |
1,492.18 |
1,492.18 |
1,499.01 |
1,495.10 |
| S2 |
1,484.08 |
1,484.08 |
1,497.74 |
|
| S3 |
1,470.15 |
1,478.25 |
1,496.46 |
|
| S4 |
1,456.22 |
1,464.32 |
1,492.63 |
|
|
| Weekly Pivots for week ending 06-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.92 |
1,610.52 |
1,524.57 |
|
| R3 |
1,582.34 |
1,563.94 |
1,511.76 |
|
| R2 |
1,535.76 |
1,535.76 |
1,507.49 |
|
| R1 |
1,517.36 |
1,517.36 |
1,503.22 |
1,526.56 |
| PP |
1,489.18 |
1,489.18 |
1,489.18 |
1,493.79 |
| S1 |
1,470.78 |
1,470.78 |
1,494.68 |
1,479.98 |
| S2 |
1,442.60 |
1,442.60 |
1,490.41 |
|
| S3 |
1,396.02 |
1,424.20 |
1,486.14 |
|
| S4 |
1,349.44 |
1,377.62 |
1,473.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,503.83 |
1,461.01 |
42.82 |
2.9% |
18.11 |
1.2% |
92% |
True |
False |
|
| 10 |
1,530.06 |
1,461.01 |
69.05 |
4.6% |
21.64 |
1.4% |
57% |
False |
False |
|
| 20 |
1,559.47 |
1,461.01 |
98.46 |
6.6% |
23.36 |
1.6% |
40% |
False |
False |
|
| 40 |
1,559.47 |
1,384.52 |
174.95 |
11.7% |
21.64 |
1.4% |
66% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.5% |
22.90 |
1.5% |
71% |
False |
False |
|
| 80 |
1,559.47 |
1,346.01 |
213.46 |
14.2% |
22.54 |
1.5% |
72% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
17.1% |
22.96 |
1.5% |
77% |
False |
False |
|
| 120 |
1,559.47 |
1,280.59 |
278.88 |
18.6% |
23.03 |
1.5% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,563.03 |
|
2.618 |
1,540.30 |
|
1.618 |
1,526.37 |
|
1.000 |
1,517.76 |
|
0.618 |
1,512.44 |
|
HIGH |
1,503.83 |
|
0.618 |
1,498.51 |
|
0.500 |
1,496.87 |
|
0.382 |
1,495.22 |
|
LOW |
1,489.90 |
|
0.618 |
1,481.29 |
|
1.000 |
1,475.97 |
|
1.618 |
1,467.36 |
|
2.618 |
1,453.43 |
|
4.250 |
1,430.70 |
|
|