| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2004 |
30-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,384.61 |
1,383.12 |
-1.49 |
-0.1% |
1,370.51 |
| High |
1,393.23 |
1,384.14 |
-9.09 |
-0.7% |
1,393.23 |
| Low |
1,384.61 |
1,367.73 |
-16.88 |
-1.2% |
1,360.82 |
| Close |
1,388.56 |
1,367.94 |
-20.62 |
-1.5% |
1,388.56 |
| Range |
8.62 |
16.41 |
7.79 |
90.4% |
32.41 |
| ATR |
21.89 |
21.81 |
-0.08 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.50 |
1,411.63 |
1,376.97 |
|
| R3 |
1,406.09 |
1,395.22 |
1,372.45 |
|
| R2 |
1,389.68 |
1,389.68 |
1,370.95 |
|
| R1 |
1,378.81 |
1,378.81 |
1,369.44 |
1,376.04 |
| PP |
1,373.27 |
1,373.27 |
1,373.27 |
1,371.89 |
| S1 |
1,362.40 |
1,362.40 |
1,366.44 |
1,359.63 |
| S2 |
1,356.86 |
1,356.86 |
1,364.93 |
|
| S3 |
1,340.45 |
1,345.99 |
1,363.43 |
|
| S4 |
1,324.04 |
1,329.58 |
1,358.91 |
|
|
| 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 |
2.4% |
16.01 |
1.2% |
22% |
False |
False |
|
| 10 |
1,393.23 |
1,327.85 |
65.38 |
4.8% |
18.29 |
1.3% |
61% |
False |
False |
|
| 20 |
1,404.90 |
1,301.93 |
102.97 |
7.5% |
19.80 |
1.4% |
64% |
False |
False |
|
| 40 |
1,471.21 |
1,301.93 |
169.28 |
12.4% |
21.61 |
1.6% |
39% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
21.06 |
1.5% |
30% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
21.04 |
1.5% |
30% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
22.02 |
1.6% |
30% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
21.84 |
1.6% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,453.88 |
|
2.618 |
1,427.10 |
|
1.618 |
1,410.69 |
|
1.000 |
1,400.55 |
|
0.618 |
1,394.28 |
|
HIGH |
1,384.14 |
|
0.618 |
1,377.87 |
|
0.500 |
1,375.94 |
|
0.382 |
1,374.00 |
|
LOW |
1,367.73 |
|
0.618 |
1,357.59 |
|
1.000 |
1,351.32 |
|
1.618 |
1,341.18 |
|
2.618 |
1,324.77 |
|
4.250 |
1,297.99 |
|
|