| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2004 |
21-May-2004 |
Change |
Change % |
Previous Week |
| Open |
1,400.37 |
1,409.61 |
9.24 |
0.7% |
1,379.99 |
| High |
1,408.20 |
1,414.11 |
5.91 |
0.4% |
1,427.51 |
| Low |
1,390.41 |
1,397.70 |
7.29 |
0.5% |
1,372.46 |
| Close |
1,396.87 |
1,408.17 |
11.30 |
0.8% |
1,408.17 |
| Range |
17.79 |
16.41 |
-1.38 |
-7.8% |
55.05 |
| ATR |
26.25 |
25.60 |
-0.64 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.89 |
1,448.44 |
1,417.20 |
|
| R3 |
1,439.48 |
1,432.03 |
1,412.68 |
|
| R2 |
1,423.07 |
1,423.07 |
1,411.18 |
|
| R1 |
1,415.62 |
1,415.62 |
1,409.67 |
1,411.14 |
| PP |
1,406.66 |
1,406.66 |
1,406.66 |
1,404.42 |
| S1 |
1,399.21 |
1,399.21 |
1,406.67 |
1,394.73 |
| S2 |
1,390.25 |
1,390.25 |
1,405.16 |
|
| S3 |
1,373.84 |
1,382.80 |
1,403.66 |
|
| S4 |
1,357.43 |
1,366.39 |
1,399.14 |
|
|
| Weekly Pivots for week ending 21-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.86 |
1,543.07 |
1,438.45 |
|
| R3 |
1,512.81 |
1,488.02 |
1,423.31 |
|
| R2 |
1,457.76 |
1,457.76 |
1,418.26 |
|
| R1 |
1,432.97 |
1,432.97 |
1,413.22 |
1,445.37 |
| PP |
1,402.71 |
1,402.71 |
1,402.71 |
1,408.91 |
| S1 |
1,377.92 |
1,377.92 |
1,403.12 |
1,390.32 |
| S2 |
1,347.66 |
1,347.66 |
1,398.08 |
|
| S3 |
1,292.61 |
1,322.87 |
1,393.03 |
|
| S4 |
1,237.56 |
1,267.82 |
1,377.89 |
|
|
| 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% |
19.17 |
1.4% |
65% |
False |
False |
|
| 10 |
1,427.51 |
1,372.46 |
55.05 |
3.9% |
21.44 |
1.5% |
65% |
False |
False |
|
| 20 |
1,499.45 |
1,372.46 |
126.99 |
9.0% |
24.24 |
1.7% |
28% |
False |
False |
|
| 40 |
1,508.37 |
1,372.46 |
135.91 |
9.7% |
22.95 |
1.6% |
26% |
False |
False |
|
| 60 |
1,508.37 |
1,368.08 |
140.29 |
10.0% |
23.20 |
1.6% |
29% |
False |
False |
|
| 80 |
1,524.09 |
1,368.08 |
156.01 |
11.1% |
22.73 |
1.6% |
26% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
13.6% |
22.91 |
1.6% |
21% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.6% |
22.86 |
1.6% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.85 |
|
2.618 |
1,457.07 |
|
1.618 |
1,440.66 |
|
1.000 |
1,430.52 |
|
0.618 |
1,424.25 |
|
HIGH |
1,414.11 |
|
0.618 |
1,407.84 |
|
0.500 |
1,405.91 |
|
0.382 |
1,403.97 |
|
LOW |
1,397.70 |
|
0.618 |
1,387.56 |
|
1.000 |
1,381.29 |
|
1.618 |
1,371.15 |
|
2.618 |
1,354.74 |
|
4.250 |
1,327.96 |
|
|