| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2004 |
16-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,311.84 |
1,309.50 |
-2.34 |
-0.2% |
1,320.83 |
| High |
1,316.30 |
1,334.78 |
18.48 |
1.4% |
1,346.71 |
| Low |
1,301.93 |
1,309.50 |
7.57 |
0.6% |
1,301.93 |
| Close |
1,307.82 |
1,326.84 |
19.02 |
1.5% |
1,307.82 |
| Range |
14.37 |
25.28 |
10.91 |
75.9% |
44.78 |
| ATR |
24.89 |
25.03 |
0.15 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.55 |
1,388.47 |
1,340.74 |
|
| R3 |
1,374.27 |
1,363.19 |
1,333.79 |
|
| R2 |
1,348.99 |
1,348.99 |
1,331.47 |
|
| R1 |
1,337.91 |
1,337.91 |
1,329.16 |
1,343.45 |
| PP |
1,323.71 |
1,323.71 |
1,323.71 |
1,326.48 |
| S1 |
1,312.63 |
1,312.63 |
1,324.52 |
1,318.17 |
| S2 |
1,298.43 |
1,298.43 |
1,322.21 |
|
| S3 |
1,273.15 |
1,287.35 |
1,319.89 |
|
| S4 |
1,247.87 |
1,262.07 |
1,312.94 |
|
|
| Weekly Pivots for week ending 13-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.16 |
1,425.27 |
1,332.45 |
|
| R3 |
1,408.38 |
1,380.49 |
1,320.13 |
|
| R2 |
1,363.60 |
1,363.60 |
1,316.03 |
|
| R1 |
1,335.71 |
1,335.71 |
1,311.92 |
1,327.27 |
| PP |
1,318.82 |
1,318.82 |
1,318.82 |
1,314.60 |
| S1 |
1,290.93 |
1,290.93 |
1,303.72 |
1,282.49 |
| S2 |
1,274.04 |
1,274.04 |
1,299.61 |
|
| S3 |
1,229.26 |
1,246.15 |
1,295.51 |
|
| S4 |
1,184.48 |
1,201.37 |
1,283.19 |
|
|
| 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 |
1,301.93 |
44.78 |
3.4% |
19.90 |
1.5% |
56% |
False |
False |
|
| 10 |
1,404.90 |
1,301.93 |
102.97 |
7.8% |
21.31 |
1.6% |
24% |
False |
False |
|
| 20 |
1,433.27 |
1,301.93 |
131.34 |
9.9% |
23.86 |
1.8% |
19% |
False |
False |
|
| 40 |
1,523.48 |
1,301.93 |
221.55 |
16.7% |
22.54 |
1.7% |
11% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
16.7% |
21.19 |
1.6% |
11% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.7% |
22.18 |
1.7% |
11% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.7% |
22.11 |
1.7% |
11% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.7% |
22.18 |
1.7% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.22 |
|
2.618 |
1,400.96 |
|
1.618 |
1,375.68 |
|
1.000 |
1,360.06 |
|
0.618 |
1,350.40 |
|
HIGH |
1,334.78 |
|
0.618 |
1,325.12 |
|
0.500 |
1,322.14 |
|
0.382 |
1,319.16 |
|
LOW |
1,309.50 |
|
0.618 |
1,293.88 |
|
1.000 |
1,284.22 |
|
1.618 |
1,268.60 |
|
2.618 |
1,243.32 |
|
4.250 |
1,202.06 |
|
|