| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2004 |
12-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,319.70 |
1,313.81 |
-5.89 |
-0.4% |
1,390.21 |
| High |
1,328.83 |
1,320.94 |
-7.89 |
-0.6% |
1,408.31 |
| Low |
1,309.50 |
1,302.74 |
-6.76 |
-0.5% |
1,314.97 |
| Close |
1,324.65 |
1,304.43 |
-20.22 |
-1.5% |
1,315.30 |
| Range |
19.33 |
18.20 |
-1.13 |
-5.8% |
93.34 |
| ATR |
25.99 |
25.70 |
-0.29 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.97 |
1,352.40 |
1,314.44 |
|
| R3 |
1,345.77 |
1,334.20 |
1,309.44 |
|
| R2 |
1,327.57 |
1,327.57 |
1,307.77 |
|
| R1 |
1,316.00 |
1,316.00 |
1,306.10 |
1,312.69 |
| PP |
1,309.37 |
1,309.37 |
1,309.37 |
1,307.71 |
| S1 |
1,297.80 |
1,297.80 |
1,302.76 |
1,294.49 |
| S2 |
1,291.17 |
1,291.17 |
1,301.09 |
|
| S3 |
1,272.97 |
1,279.60 |
1,299.43 |
|
| S4 |
1,254.77 |
1,261.40 |
1,294.42 |
|
|
| Weekly Pivots for week ending 06-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.21 |
1,564.10 |
1,366.64 |
|
| R3 |
1,532.87 |
1,470.76 |
1,340.97 |
|
| R2 |
1,439.53 |
1,439.53 |
1,332.41 |
|
| R1 |
1,377.42 |
1,377.42 |
1,323.86 |
1,361.81 |
| PP |
1,346.19 |
1,346.19 |
1,346.19 |
1,338.39 |
| S1 |
1,284.08 |
1,284.08 |
1,306.74 |
1,268.47 |
| S2 |
1,252.85 |
1,252.85 |
1,298.19 |
|
| S3 |
1,159.51 |
1,190.74 |
1,289.63 |
|
| S4 |
1,066.17 |
1,097.40 |
1,263.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.71 |
1,302.74 |
43.97 |
3.4% |
19.73 |
1.5% |
4% |
False |
True |
|
| 10 |
1,412.00 |
1,302.74 |
109.26 |
8.4% |
21.19 |
1.6% |
2% |
False |
True |
|
| 20 |
1,433.27 |
1,302.74 |
130.53 |
10.0% |
24.56 |
1.9% |
1% |
False |
True |
|
| 40 |
1,523.48 |
1,302.74 |
220.74 |
16.9% |
22.58 |
1.7% |
1% |
False |
True |
|
| 60 |
1,523.48 |
1,302.74 |
220.74 |
16.9% |
21.24 |
1.6% |
1% |
False |
True |
|
| 80 |
1,523.48 |
1,302.74 |
220.74 |
16.9% |
22.46 |
1.7% |
1% |
False |
True |
|
| 100 |
1,523.48 |
1,302.74 |
220.74 |
16.9% |
22.16 |
1.7% |
1% |
False |
True |
|
| 120 |
1,523.48 |
1,302.74 |
220.74 |
16.9% |
22.32 |
1.7% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,398.29 |
|
2.618 |
1,368.59 |
|
1.618 |
1,350.39 |
|
1.000 |
1,339.14 |
|
0.618 |
1,332.19 |
|
HIGH |
1,320.94 |
|
0.618 |
1,313.99 |
|
0.500 |
1,311.84 |
|
0.382 |
1,309.69 |
|
LOW |
1,302.74 |
|
0.618 |
1,291.49 |
|
1.000 |
1,284.54 |
|
1.618 |
1,273.29 |
|
2.618 |
1,255.09 |
|
4.250 |
1,225.39 |
|
|