| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2004 |
08-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,445.10 |
1,439.57 |
-5.53 |
-0.4% |
1,507.32 |
| High |
1,459.07 |
1,452.70 |
-6.37 |
-0.4% |
1,523.48 |
| Low |
1,445.02 |
1,430.81 |
-14.21 |
-1.0% |
1,473.73 |
| Close |
1,452.49 |
1,431.13 |
-21.36 |
-1.5% |
1,481.19 |
| Range |
14.05 |
21.89 |
7.84 |
55.8% |
49.75 |
| ATR |
23.04 |
22.96 |
-0.08 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.88 |
1,489.40 |
1,443.17 |
|
| R3 |
1,481.99 |
1,467.51 |
1,437.15 |
|
| R2 |
1,460.10 |
1,460.10 |
1,435.14 |
|
| R1 |
1,445.62 |
1,445.62 |
1,433.14 |
1,441.92 |
| PP |
1,438.21 |
1,438.21 |
1,438.21 |
1,436.36 |
| S1 |
1,423.73 |
1,423.73 |
1,429.12 |
1,420.03 |
| S2 |
1,416.32 |
1,416.32 |
1,427.12 |
|
| S3 |
1,394.43 |
1,401.84 |
1,425.11 |
|
| S4 |
1,372.54 |
1,379.95 |
1,419.09 |
|
|
| 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 |
1,514.82 |
1,430.81 |
84.01 |
5.9% |
23.69 |
1.7% |
0% |
False |
True |
|
| 10 |
1,523.48 |
1,430.81 |
92.67 |
6.5% |
21.10 |
1.5% |
0% |
False |
True |
|
| 20 |
1,523.48 |
1,430.81 |
92.67 |
6.5% |
20.26 |
1.4% |
0% |
False |
True |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.6% |
20.42 |
1.4% |
39% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.6% |
22.53 |
1.6% |
39% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.9% |
21.84 |
1.5% |
41% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.9% |
22.24 |
1.6% |
40% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.4% |
22.40 |
1.6% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,545.73 |
|
2.618 |
1,510.01 |
|
1.618 |
1,488.12 |
|
1.000 |
1,474.59 |
|
0.618 |
1,466.23 |
|
HIGH |
1,452.70 |
|
0.618 |
1,444.34 |
|
0.500 |
1,441.76 |
|
0.382 |
1,439.17 |
|
LOW |
1,430.81 |
|
0.618 |
1,417.28 |
|
1.000 |
1,408.92 |
|
1.618 |
1,395.39 |
|
2.618 |
1,373.50 |
|
4.250 |
1,337.78 |
|
|