| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2004 |
20-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,522.39 |
1,490.81 |
-31.58 |
-2.1% |
1,498.70 |
| High |
1,524.09 |
1,493.45 |
-30.64 |
-2.0% |
1,524.09 |
| Low |
1,484.80 |
1,470.92 |
-13.88 |
-0.9% |
1,470.92 |
| Close |
1,484.80 |
1,482.10 |
-2.70 |
-0.2% |
1,482.10 |
| Range |
39.29 |
22.53 |
-16.76 |
-42.7% |
53.17 |
| ATR |
24.17 |
24.05 |
-0.12 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.75 |
1,538.45 |
1,494.49 |
|
| R3 |
1,527.22 |
1,515.92 |
1,488.30 |
|
| R2 |
1,504.69 |
1,504.69 |
1,486.23 |
|
| R1 |
1,493.39 |
1,493.39 |
1,484.17 |
1,487.78 |
| PP |
1,482.16 |
1,482.16 |
1,482.16 |
1,479.35 |
| S1 |
1,470.86 |
1,470.86 |
1,480.03 |
1,465.25 |
| S2 |
1,459.63 |
1,459.63 |
1,477.97 |
|
| S3 |
1,437.10 |
1,448.33 |
1,475.90 |
|
| S4 |
1,414.57 |
1,425.80 |
1,469.71 |
|
|
| Weekly Pivots for week ending 20-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,651.88 |
1,620.16 |
1,511.34 |
|
| R3 |
1,598.71 |
1,566.99 |
1,496.72 |
|
| R2 |
1,545.54 |
1,545.54 |
1,491.85 |
|
| R1 |
1,513.82 |
1,513.82 |
1,486.97 |
1,503.10 |
| PP |
1,492.37 |
1,492.37 |
1,492.37 |
1,487.01 |
| S1 |
1,460.65 |
1,460.65 |
1,477.23 |
1,449.93 |
| S2 |
1,439.20 |
1,439.20 |
1,472.35 |
|
| S3 |
1,386.03 |
1,407.48 |
1,467.48 |
|
| S4 |
1,332.86 |
1,354.31 |
1,452.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,524.09 |
1,470.92 |
53.17 |
3.6% |
24.50 |
1.7% |
21% |
False |
True |
|
| 10 |
1,524.09 |
1,470.31 |
53.78 |
3.6% |
21.75 |
1.5% |
22% |
False |
False |
|
| 20 |
1,553.66 |
1,461.01 |
92.65 |
6.3% |
23.50 |
1.6% |
23% |
False |
False |
|
| 40 |
1,559.47 |
1,430.04 |
129.43 |
8.7% |
21.69 |
1.5% |
40% |
False |
False |
|
| 60 |
1,559.47 |
1,372.87 |
186.60 |
12.6% |
22.43 |
1.5% |
59% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
13.6% |
22.68 |
1.5% |
62% |
False |
False |
|
| 100 |
1,559.47 |
1,302.26 |
257.21 |
17.4% |
22.56 |
1.5% |
70% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
17.4% |
23.06 |
1.6% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,589.20 |
|
2.618 |
1,552.43 |
|
1.618 |
1,529.90 |
|
1.000 |
1,515.98 |
|
0.618 |
1,507.37 |
|
HIGH |
1,493.45 |
|
0.618 |
1,484.84 |
|
0.500 |
1,482.19 |
|
0.382 |
1,479.53 |
|
LOW |
1,470.92 |
|
0.618 |
1,457.00 |
|
1.000 |
1,448.39 |
|
1.618 |
1,434.47 |
|
2.618 |
1,411.94 |
|
4.250 |
1,375.17 |
|
|