| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2004 |
20-May-2004 |
Change |
Change % |
Previous Week |
| Open |
1,414.38 |
1,400.37 |
-14.01 |
-1.0% |
1,395.21 |
| High |
1,427.51 |
1,408.20 |
-19.31 |
-1.4% |
1,425.69 |
| Low |
1,396.34 |
1,390.41 |
-5.93 |
-0.4% |
1,378.64 |
| Close |
1,396.34 |
1,396.87 |
0.53 |
0.0% |
1,399.85 |
| Range |
31.17 |
17.79 |
-13.38 |
-42.9% |
47.05 |
| ATR |
26.90 |
26.25 |
-0.65 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,451.86 |
1,442.16 |
1,406.65 |
|
| R3 |
1,434.07 |
1,424.37 |
1,401.76 |
|
| R2 |
1,416.28 |
1,416.28 |
1,400.13 |
|
| R1 |
1,406.58 |
1,406.58 |
1,398.50 |
1,402.54 |
| PP |
1,398.49 |
1,398.49 |
1,398.49 |
1,396.47 |
| S1 |
1,388.79 |
1,388.79 |
1,395.24 |
1,384.75 |
| S2 |
1,380.70 |
1,380.70 |
1,393.61 |
|
| S3 |
1,362.91 |
1,371.00 |
1,391.98 |
|
| S4 |
1,345.12 |
1,353.21 |
1,387.09 |
|
|
| 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% |
20.93 |
1.5% |
44% |
False |
False |
|
| 10 |
1,432.71 |
1,372.46 |
60.25 |
4.3% |
22.45 |
1.6% |
41% |
False |
False |
|
| 20 |
1,499.45 |
1,372.46 |
126.99 |
9.1% |
24.06 |
1.7% |
19% |
False |
False |
|
| 40 |
1,508.37 |
1,372.46 |
135.91 |
9.7% |
23.34 |
1.7% |
18% |
False |
False |
|
| 60 |
1,508.37 |
1,368.08 |
140.29 |
10.0% |
23.25 |
1.7% |
21% |
False |
False |
|
| 80 |
1,530.06 |
1,368.08 |
161.98 |
11.6% |
23.04 |
1.6% |
18% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
13.7% |
22.97 |
1.6% |
15% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.7% |
22.81 |
1.6% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.81 |
|
2.618 |
1,454.77 |
|
1.618 |
1,436.98 |
|
1.000 |
1,425.99 |
|
0.618 |
1,419.19 |
|
HIGH |
1,408.20 |
|
0.618 |
1,401.40 |
|
0.500 |
1,399.31 |
|
0.382 |
1,397.21 |
|
LOW |
1,390.41 |
|
0.618 |
1,379.42 |
|
1.000 |
1,372.62 |
|
1.618 |
1,361.63 |
|
2.618 |
1,343.84 |
|
4.250 |
1,314.80 |
|
|