| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2004 |
31-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
1,383.12 |
1,368.91 |
-14.21 |
-1.0% |
1,370.51 |
| High |
1,384.14 |
1,372.27 |
-11.87 |
-0.9% |
1,393.23 |
| Low |
1,367.73 |
1,354.10 |
-13.63 |
-1.0% |
1,360.82 |
| Close |
1,367.94 |
1,368.68 |
0.74 |
0.1% |
1,388.56 |
| Range |
16.41 |
18.17 |
1.76 |
10.7% |
32.41 |
| ATR |
21.81 |
21.55 |
-0.26 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.53 |
1,412.27 |
1,378.67 |
|
| R3 |
1,401.36 |
1,394.10 |
1,373.68 |
|
| R2 |
1,383.19 |
1,383.19 |
1,372.01 |
|
| R1 |
1,375.93 |
1,375.93 |
1,370.35 |
1,370.48 |
| PP |
1,365.02 |
1,365.02 |
1,365.02 |
1,362.29 |
| S1 |
1,357.76 |
1,357.76 |
1,367.01 |
1,352.31 |
| S2 |
1,346.85 |
1,346.85 |
1,365.35 |
|
| S3 |
1,328.68 |
1,339.59 |
1,363.68 |
|
| S4 |
1,310.51 |
1,321.42 |
1,358.69 |
|
|
| 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 |
1,354.10 |
39.13 |
2.9% |
16.00 |
1.2% |
37% |
False |
True |
|
| 10 |
1,393.23 |
1,327.85 |
65.38 |
4.8% |
18.83 |
1.4% |
62% |
False |
False |
|
| 20 |
1,393.23 |
1,301.93 |
91.30 |
6.7% |
19.41 |
1.4% |
73% |
False |
False |
|
| 40 |
1,459.07 |
1,301.93 |
157.14 |
11.5% |
21.33 |
1.6% |
42% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
21.07 |
1.5% |
30% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
20.99 |
1.5% |
30% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
22.03 |
1.6% |
30% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.2% |
21.74 |
1.6% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.49 |
|
2.618 |
1,419.84 |
|
1.618 |
1,401.67 |
|
1.000 |
1,390.44 |
|
0.618 |
1,383.50 |
|
HIGH |
1,372.27 |
|
0.618 |
1,365.33 |
|
0.500 |
1,363.19 |
|
0.382 |
1,361.04 |
|
LOW |
1,354.10 |
|
0.618 |
1,342.87 |
|
1.000 |
1,335.93 |
|
1.618 |
1,324.70 |
|
2.618 |
1,306.53 |
|
4.250 |
1,276.88 |
|
|