| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2004 |
09-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,439.57 |
1,442.43 |
2.86 |
0.2% |
1,470.47 |
| High |
1,452.70 |
1,451.39 |
-1.31 |
-0.1% |
1,471.21 |
| Low |
1,430.81 |
1,434.00 |
3.19 |
0.2% |
1,430.81 |
| Close |
1,431.13 |
1,440.00 |
8.87 |
0.6% |
1,440.00 |
| Range |
21.89 |
17.39 |
-4.50 |
-20.6% |
40.40 |
| ATR |
22.96 |
22.76 |
-0.19 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.97 |
1,484.37 |
1,449.56 |
|
| R3 |
1,476.58 |
1,466.98 |
1,444.78 |
|
| R2 |
1,459.19 |
1,459.19 |
1,443.19 |
|
| R1 |
1,449.59 |
1,449.59 |
1,441.59 |
1,445.70 |
| PP |
1,441.80 |
1,441.80 |
1,441.80 |
1,439.85 |
| S1 |
1,432.20 |
1,432.20 |
1,438.41 |
1,428.31 |
| S2 |
1,424.41 |
1,424.41 |
1,436.81 |
|
| S3 |
1,407.02 |
1,414.81 |
1,435.22 |
|
| S4 |
1,389.63 |
1,397.42 |
1,430.44 |
|
|
| Weekly Pivots for week ending 09-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,568.54 |
1,544.67 |
1,462.22 |
|
| R3 |
1,528.14 |
1,504.27 |
1,451.11 |
|
| R2 |
1,487.74 |
1,487.74 |
1,447.41 |
|
| R1 |
1,463.87 |
1,463.87 |
1,443.70 |
1,455.61 |
| PP |
1,447.34 |
1,447.34 |
1,447.34 |
1,443.21 |
| S1 |
1,423.47 |
1,423.47 |
1,436.30 |
1,415.21 |
| S2 |
1,406.94 |
1,406.94 |
1,432.59 |
|
| S3 |
1,366.54 |
1,383.07 |
1,428.89 |
|
| S4 |
1,326.14 |
1,342.67 |
1,417.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,489.60 |
1,430.81 |
58.79 |
4.1% |
19.73 |
1.4% |
16% |
False |
False |
|
| 10 |
1,523.48 |
1,430.81 |
92.67 |
6.4% |
21.21 |
1.5% |
10% |
False |
False |
|
| 20 |
1,523.48 |
1,430.81 |
92.67 |
6.4% |
20.04 |
1.4% |
10% |
False |
False |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.5% |
20.45 |
1.4% |
45% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.5% |
22.28 |
1.5% |
45% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.8% |
21.75 |
1.5% |
46% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.8% |
22.10 |
1.5% |
46% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.3% |
22.29 |
1.5% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,525.30 |
|
2.618 |
1,496.92 |
|
1.618 |
1,479.53 |
|
1.000 |
1,468.78 |
|
0.618 |
1,462.14 |
|
HIGH |
1,451.39 |
|
0.618 |
1,444.75 |
|
0.500 |
1,442.70 |
|
0.382 |
1,440.64 |
|
LOW |
1,434.00 |
|
0.618 |
1,423.25 |
|
1.000 |
1,416.61 |
|
1.618 |
1,405.86 |
|
2.618 |
1,388.47 |
|
4.250 |
1,360.09 |
|
|