| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2004 |
13-May-2004 |
Change |
Change % |
Previous Week |
| Open |
1,412.50 |
1,408.58 |
-3.92 |
-0.3% |
1,409.06 |
| High |
1,417.03 |
1,425.69 |
8.66 |
0.6% |
1,438.49 |
| Low |
1,378.64 |
1,405.60 |
26.96 |
2.0% |
1,403.36 |
| Close |
1,414.83 |
1,417.09 |
2.26 |
0.2% |
1,406.19 |
| Range |
38.39 |
20.09 |
-18.30 |
-47.7% |
35.13 |
| ATR |
27.32 |
26.80 |
-0.52 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.40 |
1,466.83 |
1,428.14 |
|
| R3 |
1,456.31 |
1,446.74 |
1,422.61 |
|
| R2 |
1,436.22 |
1,436.22 |
1,420.77 |
|
| R1 |
1,426.65 |
1,426.65 |
1,418.93 |
1,431.44 |
| PP |
1,416.13 |
1,416.13 |
1,416.13 |
1,418.52 |
| S1 |
1,406.56 |
1,406.56 |
1,415.25 |
1,411.35 |
| S2 |
1,396.04 |
1,396.04 |
1,413.41 |
|
| S3 |
1,375.95 |
1,386.47 |
1,411.57 |
|
| S4 |
1,355.86 |
1,366.38 |
1,406.04 |
|
|
| Weekly Pivots for week ending 07-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,521.40 |
1,498.93 |
1,425.51 |
|
| R3 |
1,486.27 |
1,463.80 |
1,415.85 |
|
| R2 |
1,451.14 |
1,451.14 |
1,412.63 |
|
| R1 |
1,428.67 |
1,428.67 |
1,409.41 |
1,422.34 |
| PP |
1,416.01 |
1,416.01 |
1,416.01 |
1,412.85 |
| S1 |
1,393.54 |
1,393.54 |
1,402.97 |
1,387.21 |
| S2 |
1,380.88 |
1,380.88 |
1,399.75 |
|
| S3 |
1,345.75 |
1,358.41 |
1,396.53 |
|
| S4 |
1,310.62 |
1,323.28 |
1,386.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,432.71 |
1,378.64 |
54.07 |
3.8% |
23.97 |
1.7% |
71% |
False |
False |
|
| 10 |
1,439.69 |
1,378.64 |
61.05 |
4.3% |
25.26 |
1.8% |
63% |
False |
False |
|
| 20 |
1,499.45 |
1,378.64 |
120.81 |
8.5% |
26.15 |
1.8% |
32% |
False |
False |
|
| 40 |
1,508.37 |
1,368.08 |
140.29 |
9.9% |
23.58 |
1.7% |
35% |
False |
False |
|
| 60 |
1,524.09 |
1,368.08 |
156.01 |
11.0% |
23.69 |
1.7% |
31% |
False |
False |
|
| 80 |
1,556.06 |
1,368.08 |
187.98 |
13.3% |
23.51 |
1.7% |
26% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
13.5% |
22.60 |
1.6% |
26% |
False |
False |
|
| 120 |
1,559.47 |
1,357.25 |
202.22 |
14.3% |
22.97 |
1.6% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.07 |
|
2.618 |
1,478.29 |
|
1.618 |
1,458.20 |
|
1.000 |
1,445.78 |
|
0.618 |
1,438.11 |
|
HIGH |
1,425.69 |
|
0.618 |
1,418.02 |
|
0.500 |
1,415.65 |
|
0.382 |
1,413.27 |
|
LOW |
1,405.60 |
|
0.618 |
1,393.18 |
|
1.000 |
1,385.51 |
|
1.618 |
1,373.09 |
|
2.618 |
1,353.00 |
|
4.250 |
1,320.22 |
|
|