| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2004 |
18-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,332.94 |
1,328.99 |
-3.95 |
-0.3% |
1,320.83 |
| High |
1,344.54 |
1,363.74 |
19.20 |
1.4% |
1,346.71 |
| Low |
1,331.85 |
1,327.85 |
-4.00 |
-0.3% |
1,301.93 |
| Close |
1,335.72 |
1,363.73 |
28.01 |
2.1% |
1,307.82 |
| Range |
12.69 |
35.89 |
23.20 |
182.8% |
44.78 |
| ATR |
24.51 |
25.32 |
0.81 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.44 |
1,447.48 |
1,383.47 |
|
| R3 |
1,423.55 |
1,411.59 |
1,373.60 |
|
| R2 |
1,387.66 |
1,387.66 |
1,370.31 |
|
| R1 |
1,375.70 |
1,375.70 |
1,367.02 |
1,381.68 |
| PP |
1,351.77 |
1,351.77 |
1,351.77 |
1,354.77 |
| S1 |
1,339.81 |
1,339.81 |
1,360.44 |
1,345.79 |
| S2 |
1,315.88 |
1,315.88 |
1,357.15 |
|
| S3 |
1,279.99 |
1,303.92 |
1,353.86 |
|
| S4 |
1,244.10 |
1,268.03 |
1,343.99 |
|
|
| 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 |
1,363.74 |
1,301.93 |
61.81 |
4.5% |
21.29 |
1.6% |
100% |
True |
False |
|
| 10 |
1,383.38 |
1,301.93 |
81.45 |
6.0% |
21.80 |
1.6% |
76% |
False |
False |
|
| 20 |
1,412.00 |
1,301.93 |
110.07 |
8.1% |
22.74 |
1.7% |
56% |
False |
False |
|
| 40 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
22.55 |
1.7% |
28% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
21.43 |
1.6% |
28% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
22.13 |
1.6% |
28% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
22.04 |
1.6% |
28% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
22.32 |
1.6% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.27 |
|
2.618 |
1,457.70 |
|
1.618 |
1,421.81 |
|
1.000 |
1,399.63 |
|
0.618 |
1,385.92 |
|
HIGH |
1,363.74 |
|
0.618 |
1,350.03 |
|
0.500 |
1,345.80 |
|
0.382 |
1,341.56 |
|
LOW |
1,327.85 |
|
0.618 |
1,305.67 |
|
1.000 |
1,291.96 |
|
1.618 |
1,269.78 |
|
2.618 |
1,233.89 |
|
4.250 |
1,175.32 |
|
|