| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2004 |
17-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,504.70 |
1,498.70 |
-6.00 |
-0.4% |
1,502.32 |
| High |
1,510.83 |
1,512.17 |
1.34 |
0.1% |
1,516.21 |
| Low |
1,478.54 |
1,497.54 |
19.00 |
1.3% |
1,478.54 |
| Close |
1,484.47 |
1,506.57 |
22.10 |
1.5% |
1,484.47 |
| Range |
32.29 |
14.63 |
-17.66 |
-54.7% |
37.67 |
| ATR |
23.41 |
23.72 |
0.31 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.32 |
1,542.57 |
1,514.62 |
|
| R3 |
1,534.69 |
1,527.94 |
1,510.59 |
|
| R2 |
1,520.06 |
1,520.06 |
1,509.25 |
|
| R1 |
1,513.31 |
1,513.31 |
1,507.91 |
1,516.69 |
| PP |
1,505.43 |
1,505.43 |
1,505.43 |
1,507.11 |
| S1 |
1,498.68 |
1,498.68 |
1,505.23 |
1,502.06 |
| S2 |
1,490.80 |
1,490.80 |
1,503.89 |
|
| S3 |
1,476.17 |
1,484.05 |
1,502.55 |
|
| S4 |
1,461.54 |
1,469.42 |
1,498.52 |
|
|
| Weekly Pivots for week ending 13-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.08 |
1,582.95 |
1,505.19 |
|
| R3 |
1,568.41 |
1,545.28 |
1,494.83 |
|
| R2 |
1,530.74 |
1,530.74 |
1,491.38 |
|
| R1 |
1,507.61 |
1,507.61 |
1,487.92 |
1,500.34 |
| PP |
1,493.07 |
1,493.07 |
1,493.07 |
1,489.44 |
| S1 |
1,469.94 |
1,469.94 |
1,481.02 |
1,462.67 |
| S2 |
1,455.40 |
1,455.40 |
1,477.56 |
|
| S3 |
1,417.73 |
1,432.27 |
1,474.11 |
|
| S4 |
1,380.06 |
1,394.60 |
1,463.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,516.21 |
1,478.54 |
37.67 |
2.5% |
20.18 |
1.3% |
74% |
False |
False |
|
| 10 |
1,516.21 |
1,461.01 |
55.20 |
3.7% |
19.19 |
1.3% |
83% |
False |
False |
|
| 20 |
1,559.47 |
1,461.01 |
98.46 |
6.5% |
23.18 |
1.5% |
46% |
False |
False |
|
| 40 |
1,559.47 |
1,404.08 |
155.39 |
10.3% |
21.33 |
1.4% |
66% |
False |
False |
|
| 60 |
1,559.47 |
1,357.25 |
202.22 |
13.4% |
22.36 |
1.5% |
74% |
False |
False |
|
| 80 |
1,559.47 |
1,346.01 |
213.46 |
14.2% |
22.49 |
1.5% |
75% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
17.1% |
22.86 |
1.5% |
79% |
False |
False |
|
| 120 |
1,559.47 |
1,280.59 |
278.88 |
18.5% |
23.01 |
1.5% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.35 |
|
2.618 |
1,550.47 |
|
1.618 |
1,535.84 |
|
1.000 |
1,526.80 |
|
0.618 |
1,521.21 |
|
HIGH |
1,512.17 |
|
0.618 |
1,506.58 |
|
0.500 |
1,504.86 |
|
0.382 |
1,503.13 |
|
LOW |
1,497.54 |
|
0.618 |
1,488.50 |
|
1.000 |
1,482.91 |
|
1.618 |
1,473.87 |
|
2.618 |
1,459.24 |
|
4.250 |
1,435.36 |
|
|