| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2004 |
30-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,395.34 |
1,397.05 |
1.71 |
0.1% |
1,376.80 |
| High |
1,403.80 |
1,412.00 |
8.20 |
0.6% |
1,412.00 |
| Low |
1,388.06 |
1,394.85 |
6.79 |
0.5% |
1,359.20 |
| Close |
1,398.55 |
1,400.39 |
1.84 |
0.1% |
1,400.39 |
| Range |
15.74 |
17.15 |
1.41 |
9.0% |
52.80 |
| ATR |
25.81 |
25.19 |
-0.62 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.86 |
1,444.28 |
1,409.82 |
|
| R3 |
1,436.71 |
1,427.13 |
1,405.11 |
|
| R2 |
1,419.56 |
1,419.56 |
1,403.53 |
|
| R1 |
1,409.98 |
1,409.98 |
1,401.96 |
1,414.77 |
| PP |
1,402.41 |
1,402.41 |
1,402.41 |
1,404.81 |
| S1 |
1,392.83 |
1,392.83 |
1,398.82 |
1,397.62 |
| S2 |
1,385.26 |
1,385.26 |
1,397.25 |
|
| S3 |
1,368.11 |
1,375.68 |
1,395.67 |
|
| S4 |
1,350.96 |
1,358.53 |
1,390.96 |
|
|
| Weekly Pivots for week ending 30-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.93 |
1,527.46 |
1,429.43 |
|
| R3 |
1,496.13 |
1,474.66 |
1,414.91 |
|
| R2 |
1,443.33 |
1,443.33 |
1,410.07 |
|
| R1 |
1,421.86 |
1,421.86 |
1,405.23 |
1,432.60 |
| PP |
1,390.53 |
1,390.53 |
1,390.53 |
1,395.90 |
| S1 |
1,369.06 |
1,369.06 |
1,395.55 |
1,379.80 |
| S2 |
1,337.73 |
1,337.73 |
1,390.71 |
|
| S3 |
1,284.93 |
1,316.26 |
1,385.87 |
|
| S4 |
1,232.13 |
1,263.46 |
1,371.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,412.00 |
1,359.20 |
52.80 |
3.8% |
22.85 |
1.6% |
78% |
True |
False |
|
| 10 |
1,433.27 |
1,359.20 |
74.07 |
5.3% |
26.21 |
1.9% |
56% |
False |
False |
|
| 20 |
1,489.60 |
1,359.20 |
130.40 |
9.3% |
23.16 |
1.7% |
32% |
False |
False |
|
| 40 |
1,523.48 |
1,359.20 |
164.28 |
11.7% |
21.59 |
1.5% |
25% |
False |
False |
|
| 60 |
1,523.48 |
1,359.20 |
164.28 |
11.7% |
21.41 |
1.5% |
25% |
False |
False |
|
| 80 |
1,523.48 |
1,359.20 |
164.28 |
11.7% |
22.46 |
1.6% |
25% |
False |
False |
|
| 100 |
1,523.48 |
1,359.20 |
164.28 |
11.7% |
22.21 |
1.6% |
25% |
False |
False |
|
| 120 |
1,524.09 |
1,359.20 |
164.89 |
11.8% |
22.27 |
1.6% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.89 |
|
2.618 |
1,456.90 |
|
1.618 |
1,439.75 |
|
1.000 |
1,429.15 |
|
0.618 |
1,422.60 |
|
HIGH |
1,412.00 |
|
0.618 |
1,405.45 |
|
0.500 |
1,403.43 |
|
0.382 |
1,401.40 |
|
LOW |
1,394.85 |
|
0.618 |
1,384.25 |
|
1.000 |
1,377.70 |
|
1.618 |
1,367.10 |
|
2.618 |
1,349.95 |
|
4.250 |
1,321.96 |
|
|