| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2004 |
18-May-2004 |
Change |
Change % |
Previous Week |
| Open |
1,379.99 |
1,395.23 |
15.24 |
1.1% |
1,395.21 |
| High |
1,391.77 |
1,404.27 |
12.50 |
0.9% |
1,425.69 |
| Low |
1,372.46 |
1,393.08 |
20.62 |
1.5% |
1,378.64 |
| Close |
1,379.90 |
1,397.47 |
17.57 |
1.3% |
1,399.85 |
| Range |
19.31 |
11.19 |
-8.12 |
-42.1% |
47.05 |
| ATR |
26.74 |
26.57 |
-0.17 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.84 |
1,425.85 |
1,403.62 |
|
| R3 |
1,420.65 |
1,414.66 |
1,400.55 |
|
| R2 |
1,409.46 |
1,409.46 |
1,399.52 |
|
| R1 |
1,403.47 |
1,403.47 |
1,398.50 |
1,406.47 |
| PP |
1,398.27 |
1,398.27 |
1,398.27 |
1,399.77 |
| S1 |
1,392.28 |
1,392.28 |
1,396.44 |
1,395.28 |
| S2 |
1,387.08 |
1,387.08 |
1,395.42 |
|
| S3 |
1,375.89 |
1,381.09 |
1,394.39 |
|
| S4 |
1,364.70 |
1,369.90 |
1,391.32 |
|
|
| 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 |
3.8% |
22.84 |
1.6% |
47% |
False |
False |
|
| 10 |
1,435.46 |
1,372.46 |
63.00 |
4.5% |
21.64 |
1.5% |
40% |
False |
False |
|
| 20 |
1,499.45 |
1,372.46 |
126.99 |
9.1% |
24.53 |
1.8% |
20% |
False |
False |
|
| 40 |
1,508.37 |
1,368.08 |
140.29 |
10.0% |
23.34 |
1.7% |
21% |
False |
False |
|
| 60 |
1,508.37 |
1,368.08 |
140.29 |
10.0% |
23.01 |
1.6% |
21% |
False |
False |
|
| 80 |
1,553.66 |
1,368.08 |
185.58 |
13.3% |
23.23 |
1.7% |
16% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
13.7% |
22.65 |
1.6% |
15% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.7% |
22.73 |
1.6% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,451.83 |
|
2.618 |
1,433.57 |
|
1.618 |
1,422.38 |
|
1.000 |
1,415.46 |
|
0.618 |
1,411.19 |
|
HIGH |
1,404.27 |
|
0.618 |
1,400.00 |
|
0.500 |
1,398.68 |
|
0.382 |
1,397.35 |
|
LOW |
1,393.08 |
|
0.618 |
1,386.16 |
|
1.000 |
1,381.89 |
|
1.618 |
1,374.97 |
|
2.618 |
1,363.78 |
|
4.250 |
1,345.52 |
|
|