| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2004 |
15-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,414.42 |
1,422.26 |
7.84 |
0.6% |
1,470.47 |
| High |
1,433.61 |
1,427.72 |
-5.89 |
-0.4% |
1,471.21 |
| Low |
1,411.52 |
1,412.59 |
1.07 |
0.1% |
1,430.81 |
| Close |
1,416.05 |
1,415.92 |
-0.13 |
0.0% |
1,440.00 |
| Range |
22.09 |
15.13 |
-6.96 |
-31.5% |
40.40 |
| ATR |
22.06 |
21.56 |
-0.49 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.13 |
1,455.16 |
1,424.24 |
|
| R3 |
1,449.00 |
1,440.03 |
1,420.08 |
|
| R2 |
1,433.87 |
1,433.87 |
1,418.69 |
|
| R1 |
1,424.90 |
1,424.90 |
1,417.31 |
1,421.82 |
| PP |
1,418.74 |
1,418.74 |
1,418.74 |
1,417.21 |
| S1 |
1,409.77 |
1,409.77 |
1,414.53 |
1,406.69 |
| S2 |
1,403.61 |
1,403.61 |
1,413.15 |
|
| S3 |
1,388.48 |
1,394.64 |
1,411.76 |
|
| S4 |
1,373.35 |
1,379.51 |
1,407.60 |
|
|
| 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 |
1,451.39 |
1,411.52 |
39.87 |
2.8% |
17.10 |
1.2% |
11% |
False |
False |
|
| 10 |
1,514.82 |
1,411.52 |
103.30 |
7.3% |
20.39 |
1.4% |
4% |
False |
False |
|
| 20 |
1,523.48 |
1,411.52 |
111.96 |
7.9% |
20.59 |
1.5% |
4% |
False |
False |
|
| 40 |
1,523.48 |
1,390.41 |
133.07 |
9.4% |
19.58 |
1.4% |
19% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.7% |
21.76 |
1.5% |
29% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
11.0% |
21.56 |
1.5% |
31% |
False |
False |
|
| 100 |
1,523.48 |
1,368.08 |
155.40 |
11.0% |
21.87 |
1.5% |
31% |
False |
False |
|
| 120 |
1,553.66 |
1,368.08 |
185.58 |
13.1% |
22.14 |
1.6% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,492.02 |
|
2.618 |
1,467.33 |
|
1.618 |
1,452.20 |
|
1.000 |
1,442.85 |
|
0.618 |
1,437.07 |
|
HIGH |
1,427.72 |
|
0.618 |
1,421.94 |
|
0.500 |
1,420.16 |
|
0.382 |
1,418.37 |
|
LOW |
1,412.59 |
|
0.618 |
1,403.24 |
|
1.000 |
1,397.46 |
|
1.618 |
1,388.11 |
|
2.618 |
1,372.98 |
|
4.250 |
1,348.29 |
|
|