| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2004 |
07-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,470.47 |
1,445.10 |
-25.37 |
-1.7% |
1,507.32 |
| High |
1,471.21 |
1,459.07 |
-12.14 |
-0.8% |
1,523.48 |
| Low |
1,441.78 |
1,445.02 |
3.24 |
0.2% |
1,473.73 |
| Close |
1,445.71 |
1,452.49 |
6.78 |
0.5% |
1,481.19 |
| Range |
29.43 |
14.05 |
-15.38 |
-52.3% |
49.75 |
| ATR |
23.73 |
23.04 |
-0.69 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.34 |
1,487.47 |
1,460.22 |
|
| R3 |
1,480.29 |
1,473.42 |
1,456.35 |
|
| R2 |
1,466.24 |
1,466.24 |
1,455.07 |
|
| R1 |
1,459.37 |
1,459.37 |
1,453.78 |
1,462.81 |
| PP |
1,452.19 |
1,452.19 |
1,452.19 |
1,453.91 |
| S1 |
1,445.32 |
1,445.32 |
1,451.20 |
1,448.76 |
| S2 |
1,438.14 |
1,438.14 |
1,449.91 |
|
| S3 |
1,424.09 |
1,431.27 |
1,448.63 |
|
| S4 |
1,410.04 |
1,417.22 |
1,444.76 |
|
|
| 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 |
5.6% |
23.48 |
1.6% |
13% |
False |
False |
|
| 10 |
1,523.48 |
1,441.78 |
81.70 |
5.6% |
21.54 |
1.5% |
13% |
False |
False |
|
| 20 |
1,523.48 |
1,441.78 |
81.70 |
5.6% |
19.88 |
1.4% |
13% |
False |
False |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.4% |
20.34 |
1.4% |
53% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.4% |
22.32 |
1.5% |
53% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.7% |
21.78 |
1.5% |
54% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.7% |
22.19 |
1.5% |
54% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.2% |
22.34 |
1.5% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,518.78 |
|
2.618 |
1,495.85 |
|
1.618 |
1,481.80 |
|
1.000 |
1,473.12 |
|
0.618 |
1,467.75 |
|
HIGH |
1,459.07 |
|
0.618 |
1,453.70 |
|
0.500 |
1,452.05 |
|
0.382 |
1,450.39 |
|
LOW |
1,445.02 |
|
0.618 |
1,436.34 |
|
1.000 |
1,430.97 |
|
1.618 |
1,422.29 |
|
2.618 |
1,408.24 |
|
4.250 |
1,385.31 |
|
|