| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2004 |
06-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,488.34 |
1,470.47 |
-17.87 |
-1.2% |
1,507.32 |
| High |
1,489.60 |
1,471.21 |
-18.39 |
-1.2% |
1,523.48 |
| Low |
1,473.73 |
1,441.78 |
-31.95 |
-2.2% |
1,473.73 |
| Close |
1,481.19 |
1,445.71 |
-35.48 |
-2.4% |
1,481.19 |
| Range |
15.87 |
29.43 |
13.56 |
85.4% |
49.75 |
| ATR |
22.52 |
23.73 |
1.21 |
5.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,541.19 |
1,522.88 |
1,461.90 |
|
| R3 |
1,511.76 |
1,493.45 |
1,453.80 |
|
| R2 |
1,482.33 |
1,482.33 |
1,451.11 |
|
| R1 |
1,464.02 |
1,464.02 |
1,448.41 |
1,458.46 |
| PP |
1,452.90 |
1,452.90 |
1,452.90 |
1,450.12 |
| S1 |
1,434.59 |
1,434.59 |
1,443.01 |
1,429.03 |
| S2 |
1,423.47 |
1,423.47 |
1,440.31 |
|
| S3 |
1,394.04 |
1,405.16 |
1,437.62 |
|
| S4 |
1,364.61 |
1,375.73 |
1,429.52 |
|
|
| Weekly Pivots for week ending 02-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,642.05 |
1,611.37 |
1,508.55 |
|
| R3 |
1,592.30 |
1,561.62 |
1,494.87 |
|
| R2 |
1,542.55 |
1,542.55 |
1,490.31 |
|
| R1 |
1,511.87 |
1,511.87 |
1,485.75 |
1,502.34 |
| PP |
1,492.80 |
1,492.80 |
1,492.80 |
1,488.03 |
| S1 |
1,462.12 |
1,462.12 |
1,476.63 |
1,452.59 |
| S2 |
1,443.05 |
1,443.05 |
1,472.07 |
|
| S3 |
1,393.30 |
1,412.37 |
1,467.51 |
|
| S4 |
1,343.55 |
1,362.62 |
1,453.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,523.48 |
1,441.78 |
81.70 |
5.7% |
23.95 |
1.7% |
5% |
False |
True |
|
| 10 |
1,523.48 |
1,441.78 |
81.70 |
5.7% |
22.76 |
1.6% |
5% |
False |
True |
|
| 20 |
1,523.48 |
1,441.78 |
81.70 |
5.7% |
20.55 |
1.4% |
5% |
False |
True |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.4% |
20.65 |
1.4% |
49% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.4% |
22.50 |
1.6% |
49% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.7% |
21.94 |
1.5% |
50% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.8% |
22.29 |
1.5% |
50% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.2% |
22.47 |
1.6% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,596.29 |
|
2.618 |
1,548.26 |
|
1.618 |
1,518.83 |
|
1.000 |
1,500.64 |
|
0.618 |
1,489.40 |
|
HIGH |
1,471.21 |
|
0.618 |
1,459.97 |
|
0.500 |
1,456.50 |
|
0.382 |
1,453.02 |
|
LOW |
1,441.78 |
|
0.618 |
1,423.59 |
|
1.000 |
1,412.35 |
|
1.618 |
1,394.16 |
|
2.618 |
1,364.73 |
|
4.250 |
1,316.70 |
|
|