| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2004 |
24-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
1,488.28 |
1,458.38 |
-29.90 |
-2.0% |
1,498.70 |
| High |
1,489.40 |
1,474.04 |
-15.36 |
-1.0% |
1,524.09 |
| Low |
1,454.36 |
1,452.49 |
-1.87 |
-0.1% |
1,470.92 |
| Close |
1,463.75 |
1,462.05 |
-1.70 |
-0.1% |
1,482.10 |
| Range |
35.04 |
21.55 |
-13.49 |
-38.5% |
53.17 |
| ATR |
24.84 |
24.60 |
-0.23 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,527.51 |
1,516.33 |
1,473.90 |
|
| R3 |
1,505.96 |
1,494.78 |
1,467.98 |
|
| R2 |
1,484.41 |
1,484.41 |
1,466.00 |
|
| R1 |
1,473.23 |
1,473.23 |
1,464.03 |
1,478.82 |
| PP |
1,462.86 |
1,462.86 |
1,462.86 |
1,465.66 |
| S1 |
1,451.68 |
1,451.68 |
1,460.07 |
1,457.27 |
| S2 |
1,441.31 |
1,441.31 |
1,458.10 |
|
| S3 |
1,419.76 |
1,430.13 |
1,456.12 |
|
| S4 |
1,398.21 |
1,408.58 |
1,450.20 |
|
|
| 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 |
1,452.49 |
71.60 |
4.9% |
26.43 |
1.8% |
13% |
False |
True |
|
| 10 |
1,524.09 |
1,452.49 |
71.60 |
4.9% |
23.31 |
1.6% |
13% |
False |
True |
|
| 20 |
1,552.54 |
1,452.49 |
100.05 |
6.8% |
23.44 |
1.6% |
10% |
False |
True |
|
| 40 |
1,559.47 |
1,442.29 |
117.18 |
8.0% |
22.45 |
1.5% |
17% |
False |
False |
|
| 60 |
1,559.47 |
1,372.87 |
186.60 |
12.8% |
22.59 |
1.5% |
48% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
13.8% |
22.73 |
1.6% |
52% |
False |
False |
|
| 100 |
1,559.47 |
1,306.33 |
253.14 |
17.3% |
22.60 |
1.5% |
62% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
17.6% |
23.16 |
1.6% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,565.63 |
|
2.618 |
1,530.46 |
|
1.618 |
1,508.91 |
|
1.000 |
1,495.59 |
|
0.618 |
1,487.36 |
|
HIGH |
1,474.04 |
|
0.618 |
1,465.81 |
|
0.500 |
1,463.27 |
|
0.382 |
1,460.72 |
|
LOW |
1,452.49 |
|
0.618 |
1,439.17 |
|
1.000 |
1,430.94 |
|
1.618 |
1,417.62 |
|
2.618 |
1,396.07 |
|
4.250 |
1,360.90 |
|
|