| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2004 |
21-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,398.64 |
1,433.27 |
34.63 |
2.5% |
1,429.91 |
| High |
1,421.07 |
1,433.27 |
12.20 |
0.9% |
1,439.78 |
| Low |
1,396.85 |
1,386.57 |
-10.28 |
-0.7% |
1,392.17 |
| Close |
1,421.07 |
1,386.57 |
-34.50 |
-2.4% |
1,392.17 |
| Range |
24.22 |
46.70 |
22.48 |
92.8% |
47.61 |
| ATR |
22.40 |
24.13 |
1.74 |
7.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.24 |
1,511.10 |
1,412.26 |
|
| R3 |
1,495.54 |
1,464.40 |
1,399.41 |
|
| R2 |
1,448.84 |
1,448.84 |
1,395.13 |
|
| R1 |
1,417.70 |
1,417.70 |
1,390.85 |
1,409.92 |
| PP |
1,402.14 |
1,402.14 |
1,402.14 |
1,398.25 |
| S1 |
1,371.00 |
1,371.00 |
1,382.29 |
1,363.22 |
| S2 |
1,355.44 |
1,355.44 |
1,378.01 |
|
| S3 |
1,308.74 |
1,324.30 |
1,373.73 |
|
| S4 |
1,262.04 |
1,277.60 |
1,360.89 |
|
|
| Weekly Pivots for week ending 16-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,550.87 |
1,519.13 |
1,418.36 |
|
| R3 |
1,503.26 |
1,471.52 |
1,405.26 |
|
| R2 |
1,455.65 |
1,455.65 |
1,400.90 |
|
| R1 |
1,423.91 |
1,423.91 |
1,396.53 |
1,415.98 |
| PP |
1,408.04 |
1,408.04 |
1,408.04 |
1,404.07 |
| S1 |
1,376.30 |
1,376.30 |
1,387.81 |
1,368.37 |
| S2 |
1,360.43 |
1,360.43 |
1,383.44 |
|
| S3 |
1,312.82 |
1,328.69 |
1,379.08 |
|
| S4 |
1,265.21 |
1,281.08 |
1,365.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.27 |
1,386.57 |
46.70 |
3.4% |
27.95 |
2.0% |
0% |
True |
True |
|
| 10 |
1,452.70 |
1,386.57 |
66.13 |
4.8% |
23.20 |
1.7% |
0% |
False |
True |
|
| 20 |
1,523.48 |
1,386.57 |
136.91 |
9.9% |
22.37 |
1.6% |
0% |
False |
True |
|
| 40 |
1,523.48 |
1,386.57 |
136.91 |
9.9% |
20.78 |
1.5% |
0% |
False |
True |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.9% |
21.93 |
1.6% |
9% |
False |
False |
|
| 80 |
1,523.48 |
1,372.46 |
151.02 |
10.9% |
21.87 |
1.6% |
9% |
False |
False |
|
| 100 |
1,523.48 |
1,368.08 |
155.40 |
11.2% |
22.23 |
1.6% |
12% |
False |
False |
|
| 120 |
1,524.09 |
1,368.08 |
156.01 |
11.3% |
22.08 |
1.6% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,631.75 |
|
2.618 |
1,555.53 |
|
1.618 |
1,508.83 |
|
1.000 |
1,479.97 |
|
0.618 |
1,462.13 |
|
HIGH |
1,433.27 |
|
0.618 |
1,415.43 |
|
0.500 |
1,409.92 |
|
0.382 |
1,404.41 |
|
LOW |
1,386.57 |
|
0.618 |
1,357.71 |
|
1.000 |
1,339.87 |
|
1.618 |
1,311.01 |
|
2.618 |
1,264.31 |
|
4.250 |
1,188.10 |
|
|