| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2004 |
19-May-2004 |
Change |
Change % |
Previous Week |
| Open |
1,395.23 |
1,414.38 |
19.15 |
1.4% |
1,395.21 |
| High |
1,404.27 |
1,427.51 |
23.24 |
1.7% |
1,425.69 |
| Low |
1,393.08 |
1,396.34 |
3.26 |
0.2% |
1,378.64 |
| Close |
1,397.47 |
1,396.34 |
-1.13 |
-0.1% |
1,399.85 |
| Range |
11.19 |
31.17 |
19.98 |
178.6% |
47.05 |
| ATR |
26.57 |
26.90 |
0.33 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.24 |
1,479.46 |
1,413.48 |
|
| R3 |
1,469.07 |
1,448.29 |
1,404.91 |
|
| R2 |
1,437.90 |
1,437.90 |
1,402.05 |
|
| R1 |
1,417.12 |
1,417.12 |
1,399.20 |
1,411.93 |
| PP |
1,406.73 |
1,406.73 |
1,406.73 |
1,404.13 |
| S1 |
1,385.95 |
1,385.95 |
1,393.48 |
1,380.76 |
| S2 |
1,375.56 |
1,375.56 |
1,390.63 |
|
| S3 |
1,344.39 |
1,354.78 |
1,387.77 |
|
| S4 |
1,313.22 |
1,323.61 |
1,379.20 |
|
|
| 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 |
1,427.51 |
1,372.46 |
55.05 |
3.9% |
21.39 |
1.5% |
43% |
True |
False |
|
| 10 |
1,432.71 |
1,372.46 |
60.25 |
4.3% |
22.89 |
1.6% |
40% |
False |
False |
|
| 20 |
1,499.45 |
1,372.46 |
126.99 |
9.1% |
25.15 |
1.8% |
19% |
False |
False |
|
| 40 |
1,508.37 |
1,368.08 |
140.29 |
10.0% |
23.49 |
1.7% |
20% |
False |
False |
|
| 60 |
1,508.37 |
1,368.08 |
140.29 |
10.0% |
23.17 |
1.7% |
20% |
False |
False |
|
| 80 |
1,552.54 |
1,368.08 |
184.46 |
13.2% |
23.24 |
1.7% |
15% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
13.7% |
22.88 |
1.6% |
15% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.7% |
22.88 |
1.6% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.98 |
|
2.618 |
1,509.11 |
|
1.618 |
1,477.94 |
|
1.000 |
1,458.68 |
|
0.618 |
1,446.77 |
|
HIGH |
1,427.51 |
|
0.618 |
1,415.60 |
|
0.500 |
1,411.93 |
|
0.382 |
1,408.25 |
|
LOW |
1,396.34 |
|
0.618 |
1,377.08 |
|
1.000 |
1,365.17 |
|
1.618 |
1,345.91 |
|
2.618 |
1,314.74 |
|
4.250 |
1,263.87 |
|
|