| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2004 |
13-Apr-2004 |
Change |
Change % |
Previous Week |
| Open |
1,489.59 |
1,501.98 |
12.39 |
0.8% |
1,488.45 |
| High |
1,497.50 |
1,502.52 |
5.02 |
0.3% |
1,508.37 |
| Low |
1,488.35 |
1,469.88 |
-18.47 |
-1.2% |
1,475.62 |
| Close |
1,495.93 |
1,472.88 |
-23.05 |
-1.5% |
1,485.51 |
| Range |
9.15 |
32.64 |
23.49 |
256.7% |
32.75 |
| ATR |
23.44 |
24.10 |
0.66 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,579.68 |
1,558.92 |
1,490.83 |
|
| R3 |
1,547.04 |
1,526.28 |
1,481.86 |
|
| R2 |
1,514.40 |
1,514.40 |
1,478.86 |
|
| R1 |
1,493.64 |
1,493.64 |
1,475.87 |
1,487.70 |
| PP |
1,481.76 |
1,481.76 |
1,481.76 |
1,478.79 |
| S1 |
1,461.00 |
1,461.00 |
1,469.89 |
1,455.06 |
| S2 |
1,449.12 |
1,449.12 |
1,466.90 |
|
| S3 |
1,416.48 |
1,428.36 |
1,463.90 |
|
| S4 |
1,383.84 |
1,395.72 |
1,454.93 |
|
|
| Weekly Pivots for week ending 09-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,588.08 |
1,569.55 |
1,503.52 |
|
| R3 |
1,555.33 |
1,536.80 |
1,494.52 |
|
| R2 |
1,522.58 |
1,522.58 |
1,491.51 |
|
| R1 |
1,504.05 |
1,504.05 |
1,488.51 |
1,496.94 |
| PP |
1,489.83 |
1,489.83 |
1,489.83 |
1,486.28 |
| S1 |
1,471.30 |
1,471.30 |
1,482.51 |
1,464.19 |
| S2 |
1,457.08 |
1,457.08 |
1,479.51 |
|
| S3 |
1,424.33 |
1,438.55 |
1,476.50 |
|
| S4 |
1,391.58 |
1,405.80 |
1,467.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,503.37 |
1,469.88 |
33.49 |
2.3% |
19.19 |
1.3% |
9% |
False |
True |
|
| 10 |
1,508.37 |
1,429.09 |
79.28 |
5.4% |
18.78 |
1.3% |
55% |
False |
False |
|
| 20 |
1,508.37 |
1,368.08 |
140.29 |
9.5% |
20.17 |
1.4% |
75% |
False |
False |
|
| 40 |
1,524.09 |
1,368.08 |
156.01 |
10.6% |
21.82 |
1.5% |
67% |
False |
False |
|
| 60 |
1,559.47 |
1,368.08 |
191.39 |
13.0% |
22.31 |
1.5% |
55% |
False |
False |
|
| 80 |
1,559.47 |
1,368.08 |
191.39 |
13.0% |
21.58 |
1.5% |
55% |
False |
False |
|
| 100 |
1,559.47 |
1,357.25 |
202.22 |
13.7% |
22.41 |
1.5% |
57% |
False |
False |
|
| 120 |
1,559.47 |
1,346.01 |
213.46 |
14.5% |
22.31 |
1.5% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,641.24 |
|
2.618 |
1,587.97 |
|
1.618 |
1,555.33 |
|
1.000 |
1,535.16 |
|
0.618 |
1,522.69 |
|
HIGH |
1,502.52 |
|
0.618 |
1,490.05 |
|
0.500 |
1,486.20 |
|
0.382 |
1,482.35 |
|
LOW |
1,469.88 |
|
0.618 |
1,449.71 |
|
1.000 |
1,437.24 |
|
1.618 |
1,417.07 |
|
2.618 |
1,384.43 |
|
4.250 |
1,331.16 |
|
|