| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2004 |
27-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,383.80 |
1,384.61 |
0.81 |
0.1% |
1,370.51 |
| High |
1,388.84 |
1,393.23 |
4.39 |
0.3% |
1,393.23 |
| Low |
1,379.69 |
1,384.61 |
4.92 |
0.4% |
1,360.82 |
| Close |
1,383.98 |
1,388.56 |
4.58 |
0.3% |
1,388.56 |
| Range |
9.15 |
8.62 |
-0.53 |
-5.8% |
32.41 |
| ATR |
22.86 |
21.89 |
-0.97 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.66 |
1,410.23 |
1,393.30 |
|
| R3 |
1,406.04 |
1,401.61 |
1,390.93 |
|
| R2 |
1,397.42 |
1,397.42 |
1,390.14 |
|
| R1 |
1,392.99 |
1,392.99 |
1,389.35 |
1,395.21 |
| PP |
1,388.80 |
1,388.80 |
1,388.80 |
1,389.91 |
| S1 |
1,384.37 |
1,384.37 |
1,387.77 |
1,386.59 |
| S2 |
1,380.18 |
1,380.18 |
1,386.98 |
|
| S3 |
1,371.56 |
1,375.75 |
1,386.19 |
|
| S4 |
1,362.94 |
1,367.13 |
1,383.82 |
|
|
| Weekly Pivots for week ending 27-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,478.10 |
1,465.74 |
1,406.39 |
|
| R3 |
1,445.69 |
1,433.33 |
1,397.47 |
|
| R2 |
1,413.28 |
1,413.28 |
1,394.50 |
|
| R1 |
1,400.92 |
1,400.92 |
1,391.53 |
1,407.10 |
| PP |
1,380.87 |
1,380.87 |
1,380.87 |
1,383.96 |
| S1 |
1,368.51 |
1,368.51 |
1,385.59 |
1,374.69 |
| S2 |
1,348.46 |
1,348.46 |
1,382.62 |
|
| S3 |
1,316.05 |
1,336.10 |
1,379.65 |
|
| S4 |
1,283.64 |
1,303.69 |
1,370.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,393.23 |
1,360.82 |
32.41 |
2.3% |
15.37 |
1.1% |
86% |
True |
False |
|
| 10 |
1,393.23 |
1,309.50 |
83.73 |
6.0% |
19.17 |
1.4% |
94% |
True |
False |
|
| 20 |
1,408.31 |
1,301.93 |
106.38 |
7.7% |
20.04 |
1.4% |
81% |
False |
False |
|
| 40 |
1,489.60 |
1,301.93 |
187.67 |
13.5% |
21.60 |
1.6% |
46% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
21.08 |
1.5% |
39% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
21.07 |
1.5% |
39% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
21.98 |
1.6% |
39% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
21.85 |
1.6% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.87 |
|
2.618 |
1,415.80 |
|
1.618 |
1,407.18 |
|
1.000 |
1,401.85 |
|
0.618 |
1,398.56 |
|
HIGH |
1,393.23 |
|
0.618 |
1,389.94 |
|
0.500 |
1,388.92 |
|
0.382 |
1,387.90 |
|
LOW |
1,384.61 |
|
0.618 |
1,379.28 |
|
1.000 |
1,375.99 |
|
1.618 |
1,370.66 |
|
2.618 |
1,362.04 |
|
4.250 |
1,347.98 |
|
|