| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2004 |
25-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,376.99 |
1,369.20 |
-7.79 |
-0.6% |
1,309.50 |
| High |
1,379.05 |
1,391.22 |
12.17 |
0.9% |
1,373.01 |
| Low |
1,360.82 |
1,363.56 |
2.74 |
0.2% |
1,309.50 |
| Close |
1,369.78 |
1,389.17 |
19.39 |
1.4% |
1,366.73 |
| Range |
18.23 |
27.66 |
9.43 |
51.7% |
63.51 |
| ATR |
23.60 |
23.89 |
0.29 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.30 |
1,454.39 |
1,404.38 |
|
| R3 |
1,436.64 |
1,426.73 |
1,396.78 |
|
| R2 |
1,408.98 |
1,408.98 |
1,394.24 |
|
| R1 |
1,399.07 |
1,399.07 |
1,391.71 |
1,404.03 |
| PP |
1,381.32 |
1,381.32 |
1,381.32 |
1,383.79 |
| S1 |
1,371.41 |
1,371.41 |
1,386.63 |
1,376.37 |
| S2 |
1,353.66 |
1,353.66 |
1,384.10 |
|
| S3 |
1,326.00 |
1,343.75 |
1,381.56 |
|
| S4 |
1,298.34 |
1,316.09 |
1,373.96 |
|
|
| Weekly Pivots for week ending 20-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,540.28 |
1,517.01 |
1,401.66 |
|
| R3 |
1,476.77 |
1,453.50 |
1,384.20 |
|
| R2 |
1,413.26 |
1,413.26 |
1,378.37 |
|
| R1 |
1,389.99 |
1,389.99 |
1,372.55 |
1,401.63 |
| PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,355.56 |
| S1 |
1,326.48 |
1,326.48 |
1,360.91 |
1,338.12 |
| S2 |
1,286.24 |
1,286.24 |
1,355.09 |
|
| S3 |
1,222.73 |
1,262.97 |
1,349.26 |
|
| S4 |
1,159.22 |
1,199.46 |
1,331.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,391.22 |
1,344.98 |
46.24 |
3.3% |
20.02 |
1.4% |
96% |
True |
False |
|
| 10 |
1,391.22 |
1,301.93 |
89.29 |
6.4% |
20.65 |
1.5% |
98% |
True |
False |
|
| 20 |
1,412.00 |
1,301.93 |
110.07 |
7.9% |
20.80 |
1.5% |
79% |
False |
False |
|
| 40 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
22.61 |
1.6% |
39% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
21.36 |
1.5% |
39% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
21.52 |
1.5% |
39% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
22.22 |
1.6% |
39% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
22.29 |
1.6% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,508.78 |
|
2.618 |
1,463.63 |
|
1.618 |
1,435.97 |
|
1.000 |
1,418.88 |
|
0.618 |
1,408.31 |
|
HIGH |
1,391.22 |
|
0.618 |
1,380.65 |
|
0.500 |
1,377.39 |
|
0.382 |
1,374.13 |
|
LOW |
1,363.56 |
|
0.618 |
1,346.47 |
|
1.000 |
1,335.90 |
|
1.618 |
1,318.81 |
|
2.618 |
1,291.15 |
|
4.250 |
1,246.01 |
|
|