| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2004 |
05-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
1,466.70 |
1,464.89 |
-1.81 |
-0.1% |
1,476.04 |
| High |
1,481.36 |
1,494.29 |
12.93 |
0.9% |
1,494.67 |
| Low |
1,464.57 |
1,463.32 |
-1.25 |
-0.1% |
1,456.87 |
| Close |
1,481.36 |
1,472.99 |
-8.37 |
-0.6% |
1,472.99 |
| Range |
16.79 |
30.97 |
14.18 |
84.5% |
37.80 |
| ATR |
22.46 |
23.06 |
0.61 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,569.78 |
1,552.35 |
1,490.02 |
|
| R3 |
1,538.81 |
1,521.38 |
1,481.51 |
|
| R2 |
1,507.84 |
1,507.84 |
1,478.67 |
|
| R1 |
1,490.41 |
1,490.41 |
1,475.83 |
1,499.13 |
| PP |
1,476.87 |
1,476.87 |
1,476.87 |
1,481.22 |
| S1 |
1,459.44 |
1,459.44 |
1,470.15 |
1,468.16 |
| S2 |
1,445.90 |
1,445.90 |
1,467.31 |
|
| S3 |
1,414.93 |
1,428.47 |
1,464.47 |
|
| S4 |
1,383.96 |
1,397.50 |
1,455.96 |
|
|
| Weekly Pivots for week ending 05-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,588.24 |
1,568.42 |
1,493.78 |
|
| R3 |
1,550.44 |
1,530.62 |
1,483.39 |
|
| R2 |
1,512.64 |
1,512.64 |
1,479.92 |
|
| R1 |
1,492.82 |
1,492.82 |
1,476.46 |
1,483.83 |
| PP |
1,474.84 |
1,474.84 |
1,474.84 |
1,470.35 |
| S1 |
1,455.02 |
1,455.02 |
1,469.53 |
1,446.03 |
| S2 |
1,437.04 |
1,437.04 |
1,466.06 |
|
| S3 |
1,399.24 |
1,417.22 |
1,462.60 |
|
| S4 |
1,361.44 |
1,379.42 |
1,452.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,494.67 |
1,456.87 |
37.80 |
2.6% |
21.65 |
1.5% |
43% |
False |
False |
|
| 10 |
1,494.67 |
1,452.49 |
42.18 |
2.9% |
22.28 |
1.5% |
49% |
False |
False |
|
| 20 |
1,524.09 |
1,452.49 |
71.60 |
4.9% |
22.01 |
1.5% |
29% |
False |
False |
|
| 40 |
1,559.47 |
1,452.49 |
106.98 |
7.3% |
23.08 |
1.6% |
19% |
False |
False |
|
| 60 |
1,559.47 |
1,372.87 |
186.60 |
12.7% |
22.49 |
1.5% |
54% |
False |
False |
|
| 80 |
1,559.47 |
1,357.25 |
202.22 |
13.7% |
22.89 |
1.6% |
57% |
False |
False |
|
| 100 |
1,559.47 |
1,346.01 |
213.46 |
14.5% |
22.51 |
1.5% |
59% |
False |
False |
|
| 120 |
1,559.47 |
1,302.26 |
257.21 |
17.5% |
22.93 |
1.6% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,625.91 |
|
2.618 |
1,575.37 |
|
1.618 |
1,544.40 |
|
1.000 |
1,525.26 |
|
0.618 |
1,513.43 |
|
HIGH |
1,494.29 |
|
0.618 |
1,482.46 |
|
0.500 |
1,478.81 |
|
0.382 |
1,475.15 |
|
LOW |
1,463.32 |
|
0.618 |
1,444.18 |
|
1.000 |
1,432.35 |
|
1.618 |
1,413.21 |
|
2.618 |
1,382.24 |
|
4.250 |
1,331.70 |
|
|