| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2004 |
05-Apr-2004 |
Change |
Change % |
Previous Week |
| Open |
1,482.33 |
1,488.45 |
6.12 |
0.4% |
1,429.54 |
| High |
1,490.30 |
1,508.37 |
18.07 |
1.2% |
1,490.30 |
| Low |
1,469.57 |
1,487.23 |
17.66 |
1.2% |
1,429.09 |
| Close |
1,490.30 |
1,508.37 |
18.07 |
1.2% |
1,490.30 |
| Range |
20.73 |
21.14 |
0.41 |
2.0% |
61.21 |
| ATR |
25.21 |
24.92 |
-0.29 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,564.74 |
1,557.70 |
1,520.00 |
|
| R3 |
1,543.60 |
1,536.56 |
1,514.18 |
|
| R2 |
1,522.46 |
1,522.46 |
1,512.25 |
|
| R1 |
1,515.42 |
1,515.42 |
1,510.31 |
1,518.94 |
| PP |
1,501.32 |
1,501.32 |
1,501.32 |
1,503.09 |
| S1 |
1,494.28 |
1,494.28 |
1,506.43 |
1,497.80 |
| S2 |
1,480.18 |
1,480.18 |
1,504.49 |
|
| S3 |
1,459.04 |
1,473.14 |
1,502.56 |
|
| S4 |
1,437.90 |
1,452.00 |
1,496.74 |
|
|
| Weekly Pivots for week ending 02-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,653.53 |
1,633.12 |
1,523.97 |
|
| R3 |
1,592.32 |
1,571.91 |
1,507.13 |
|
| R2 |
1,531.11 |
1,531.11 |
1,501.52 |
|
| R1 |
1,510.70 |
1,510.70 |
1,495.91 |
1,520.91 |
| PP |
1,469.90 |
1,469.90 |
1,469.90 |
1,475.00 |
| S1 |
1,449.49 |
1,449.49 |
1,484.69 |
1,459.70 |
| S2 |
1,408.69 |
1,408.69 |
1,479.08 |
|
| S3 |
1,347.48 |
1,388.28 |
1,473.47 |
|
| S4 |
1,286.27 |
1,327.07 |
1,456.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,508.37 |
1,429.09 |
79.28 |
5.3% |
18.37 |
1.2% |
100% |
True |
False |
|
| 10 |
1,508.37 |
1,368.08 |
140.29 |
9.3% |
20.48 |
1.4% |
100% |
True |
False |
|
| 20 |
1,508.37 |
1,368.08 |
140.29 |
9.3% |
21.19 |
1.4% |
100% |
True |
False |
|
| 40 |
1,524.09 |
1,368.08 |
156.01 |
10.3% |
21.89 |
1.5% |
90% |
False |
False |
|
| 60 |
1,559.47 |
1,368.08 |
191.39 |
12.7% |
22.83 |
1.5% |
73% |
False |
False |
|
| 80 |
1,559.47 |
1,368.08 |
191.39 |
12.7% |
22.15 |
1.5% |
73% |
False |
False |
|
| 100 |
1,559.47 |
1,357.25 |
202.22 |
13.4% |
22.70 |
1.5% |
75% |
False |
False |
|
| 120 |
1,559.47 |
1,346.01 |
213.46 |
14.2% |
22.48 |
1.5% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,598.22 |
|
2.618 |
1,563.71 |
|
1.618 |
1,542.57 |
|
1.000 |
1,529.51 |
|
0.618 |
1,521.43 |
|
HIGH |
1,508.37 |
|
0.618 |
1,500.29 |
|
0.500 |
1,497.80 |
|
0.382 |
1,495.31 |
|
LOW |
1,487.23 |
|
0.618 |
1,474.17 |
|
1.000 |
1,466.09 |
|
1.618 |
1,453.03 |
|
2.618 |
1,431.89 |
|
4.250 |
1,397.39 |
|
|