| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2004 |
17-May-2004 |
Change |
Change % |
Previous Week |
| Open |
1,415.44 |
1,379.99 |
-35.45 |
-2.5% |
1,395.21 |
| High |
1,419.57 |
1,391.77 |
-27.80 |
-2.0% |
1,425.69 |
| Low |
1,394.37 |
1,372.46 |
-21.91 |
-1.6% |
1,378.64 |
| Close |
1,399.85 |
1,379.90 |
-19.95 |
-1.4% |
1,399.85 |
| Range |
25.20 |
19.31 |
-5.89 |
-23.4% |
47.05 |
| ATR |
26.69 |
26.74 |
0.05 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.31 |
1,428.91 |
1,390.52 |
|
| R3 |
1,420.00 |
1,409.60 |
1,385.21 |
|
| R2 |
1,400.69 |
1,400.69 |
1,383.44 |
|
| R1 |
1,390.29 |
1,390.29 |
1,381.67 |
1,385.84 |
| PP |
1,381.38 |
1,381.38 |
1,381.38 |
1,379.15 |
| S1 |
1,370.98 |
1,370.98 |
1,378.13 |
1,366.53 |
| S2 |
1,362.07 |
1,362.07 |
1,376.36 |
|
| S3 |
1,342.76 |
1,351.67 |
1,374.59 |
|
| S4 |
1,323.45 |
1,332.36 |
1,369.28 |
|
|
| Weekly Pivots for week ending 14-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.54 |
1,518.25 |
1,425.73 |
|
| R3 |
1,495.49 |
1,471.20 |
1,412.79 |
|
| R2 |
1,448.44 |
1,448.44 |
1,408.48 |
|
| R1 |
1,424.15 |
1,424.15 |
1,404.16 |
1,436.30 |
| PP |
1,401.39 |
1,401.39 |
1,401.39 |
1,407.47 |
| S1 |
1,377.10 |
1,377.10 |
1,395.54 |
1,389.25 |
| S2 |
1,354.34 |
1,354.34 |
1,391.22 |
|
| S3 |
1,307.29 |
1,330.05 |
1,386.91 |
|
| S4 |
1,260.24 |
1,283.00 |
1,373.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,425.69 |
1,372.46 |
53.23 |
3.9% |
23.83 |
1.7% |
14% |
False |
True |
|
| 10 |
1,438.49 |
1,372.46 |
66.03 |
4.8% |
23.43 |
1.7% |
11% |
False |
True |
|
| 20 |
1,499.45 |
1,372.46 |
126.99 |
9.2% |
26.11 |
1.9% |
6% |
False |
True |
|
| 40 |
1,508.37 |
1,368.08 |
140.29 |
10.2% |
23.54 |
1.7% |
8% |
False |
False |
|
| 60 |
1,508.37 |
1,368.08 |
140.29 |
10.2% |
23.41 |
1.7% |
8% |
False |
False |
|
| 80 |
1,553.66 |
1,368.08 |
185.58 |
13.4% |
23.43 |
1.7% |
6% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
13.9% |
22.72 |
1.6% |
6% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.9% |
22.92 |
1.7% |
6% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.84 |
|
2.618 |
1,442.32 |
|
1.618 |
1,423.01 |
|
1.000 |
1,411.08 |
|
0.618 |
1,403.70 |
|
HIGH |
1,391.77 |
|
0.618 |
1,384.39 |
|
0.500 |
1,382.12 |
|
0.382 |
1,379.84 |
|
LOW |
1,372.46 |
|
0.618 |
1,360.53 |
|
1.000 |
1,353.15 |
|
1.618 |
1,341.22 |
|
2.618 |
1,321.91 |
|
4.250 |
1,290.39 |
|
|