| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2004 |
17-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,309.50 |
1,332.94 |
23.44 |
1.8% |
1,320.83 |
| High |
1,334.78 |
1,344.54 |
9.76 |
0.7% |
1,346.71 |
| Low |
1,309.50 |
1,331.85 |
22.35 |
1.7% |
1,301.93 |
| Close |
1,326.84 |
1,335.72 |
8.88 |
0.7% |
1,307.82 |
| Range |
25.28 |
12.69 |
-12.59 |
-49.8% |
44.78 |
| ATR |
25.03 |
24.51 |
-0.52 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.44 |
1,368.27 |
1,342.70 |
|
| R3 |
1,362.75 |
1,355.58 |
1,339.21 |
|
| R2 |
1,350.06 |
1,350.06 |
1,338.05 |
|
| R1 |
1,342.89 |
1,342.89 |
1,336.88 |
1,346.48 |
| PP |
1,337.37 |
1,337.37 |
1,337.37 |
1,339.16 |
| S1 |
1,330.20 |
1,330.20 |
1,334.56 |
1,333.79 |
| S2 |
1,324.68 |
1,324.68 |
1,333.39 |
|
| S3 |
1,311.99 |
1,317.51 |
1,332.23 |
|
| S4 |
1,299.30 |
1,304.82 |
1,328.74 |
|
|
| 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 |
1,344.54 |
1,301.93 |
42.61 |
3.2% |
17.97 |
1.3% |
79% |
True |
False |
|
| 10 |
1,386.28 |
1,301.93 |
84.35 |
6.3% |
19.99 |
1.5% |
40% |
False |
False |
|
| 20 |
1,433.27 |
1,301.93 |
131.34 |
9.8% |
23.28 |
1.7% |
26% |
False |
False |
|
| 40 |
1,523.48 |
1,301.93 |
221.55 |
16.6% |
22.31 |
1.7% |
15% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
16.6% |
21.11 |
1.6% |
15% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.6% |
21.85 |
1.6% |
15% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.6% |
22.00 |
1.6% |
15% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.6% |
22.18 |
1.7% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,398.47 |
|
2.618 |
1,377.76 |
|
1.618 |
1,365.07 |
|
1.000 |
1,357.23 |
|
0.618 |
1,352.38 |
|
HIGH |
1,344.54 |
|
0.618 |
1,339.69 |
|
0.500 |
1,338.20 |
|
0.382 |
1,336.70 |
|
LOW |
1,331.85 |
|
0.618 |
1,324.01 |
|
1.000 |
1,319.16 |
|
1.618 |
1,311.32 |
|
2.618 |
1,298.63 |
|
4.250 |
1,277.92 |
|
|