| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2004 |
02-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,363.27 |
1,374.69 |
11.42 |
0.8% |
1,370.51 |
| High |
1,384.85 |
1,402.07 |
17.22 |
1.2% |
1,393.23 |
| Low |
1,360.58 |
1,373.67 |
13.09 |
1.0% |
1,360.82 |
| Close |
1,377.96 |
1,398.34 |
20.38 |
1.5% |
1,388.56 |
| Range |
24.27 |
28.40 |
4.13 |
17.0% |
32.41 |
| ATR |
21.75 |
22.22 |
0.48 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.56 |
1,465.85 |
1,413.96 |
|
| R3 |
1,448.16 |
1,437.45 |
1,406.15 |
|
| R2 |
1,419.76 |
1,419.76 |
1,403.55 |
|
| R1 |
1,409.05 |
1,409.05 |
1,400.94 |
1,414.41 |
| PP |
1,391.36 |
1,391.36 |
1,391.36 |
1,394.04 |
| S1 |
1,380.65 |
1,380.65 |
1,395.74 |
1,386.01 |
| S2 |
1,362.96 |
1,362.96 |
1,393.13 |
|
| S3 |
1,334.56 |
1,352.25 |
1,390.53 |
|
| S4 |
1,306.16 |
1,323.85 |
1,382.72 |
|
|
| 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 |
1,402.07 |
1,354.10 |
47.97 |
3.4% |
19.17 |
1.4% |
92% |
True |
False |
|
| 10 |
1,402.07 |
1,348.27 |
53.80 |
3.8% |
18.89 |
1.4% |
93% |
True |
False |
|
| 20 |
1,402.07 |
1,301.93 |
100.14 |
7.2% |
19.60 |
1.4% |
96% |
True |
False |
|
| 40 |
1,451.39 |
1,301.93 |
149.46 |
10.7% |
21.75 |
1.6% |
65% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.26 |
1.5% |
44% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.09 |
1.5% |
44% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
22.22 |
1.6% |
44% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.81 |
1.6% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,522.77 |
|
2.618 |
1,476.42 |
|
1.618 |
1,448.02 |
|
1.000 |
1,430.47 |
|
0.618 |
1,419.62 |
|
HIGH |
1,402.07 |
|
0.618 |
1,391.22 |
|
0.500 |
1,387.87 |
|
0.382 |
1,384.52 |
|
LOW |
1,373.67 |
|
0.618 |
1,356.12 |
|
1.000 |
1,345.27 |
|
1.618 |
1,327.72 |
|
2.618 |
1,299.32 |
|
4.250 |
1,252.97 |
|
|