| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2004 |
13-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,391.20 |
1,417.84 |
26.64 |
1.9% |
1,382.48 |
| High |
1,414.55 |
1,435.95 |
21.40 |
1.5% |
1,414.55 |
| Low |
1,386.41 |
1,414.22 |
27.81 |
2.0% |
1,372.53 |
| Close |
1,413.00 |
1,427.34 |
14.34 |
1.0% |
1,413.00 |
| Range |
28.14 |
21.73 |
-6.41 |
-22.8% |
42.02 |
| ATR |
22.63 |
22.65 |
0.02 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,491.03 |
1,480.91 |
1,439.29 |
|
| R3 |
1,469.30 |
1,459.18 |
1,433.32 |
|
| R2 |
1,447.57 |
1,447.57 |
1,431.32 |
|
| R1 |
1,437.45 |
1,437.45 |
1,429.33 |
1,442.51 |
| PP |
1,425.84 |
1,425.84 |
1,425.84 |
1,428.37 |
| S1 |
1,415.72 |
1,415.72 |
1,425.35 |
1,420.78 |
| S2 |
1,404.11 |
1,404.11 |
1,423.36 |
|
| S3 |
1,382.38 |
1,393.99 |
1,421.36 |
|
| S4 |
1,360.65 |
1,372.26 |
1,415.39 |
|
|
| Weekly Pivots for week ending 10-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,526.09 |
1,511.56 |
1,436.11 |
|
| R3 |
1,484.07 |
1,469.54 |
1,424.56 |
|
| R2 |
1,442.05 |
1,442.05 |
1,420.70 |
|
| R1 |
1,427.52 |
1,427.52 |
1,416.85 |
1,434.79 |
| PP |
1,400.03 |
1,400.03 |
1,400.03 |
1,403.66 |
| S1 |
1,385.50 |
1,385.50 |
1,409.15 |
1,392.77 |
| S2 |
1,358.01 |
1,358.01 |
1,405.30 |
|
| S3 |
1,315.99 |
1,343.48 |
1,401.44 |
|
| S4 |
1,273.97 |
1,301.46 |
1,389.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,435.95 |
1,372.53 |
63.42 |
4.4% |
22.00 |
1.5% |
86% |
True |
False |
|
| 10 |
1,435.95 |
1,354.10 |
81.85 |
5.7% |
22.08 |
1.5% |
89% |
True |
False |
|
| 20 |
1,435.95 |
1,309.50 |
126.45 |
8.9% |
20.62 |
1.4% |
93% |
True |
False |
|
| 40 |
1,435.95 |
1,301.93 |
134.02 |
9.4% |
22.09 |
1.5% |
94% |
True |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.91 |
1.5% |
57% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.13 |
1.5% |
57% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.81 |
1.5% |
57% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.86 |
1.5% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,528.30 |
|
2.618 |
1,492.84 |
|
1.618 |
1,471.11 |
|
1.000 |
1,457.68 |
|
0.618 |
1,449.38 |
|
HIGH |
1,435.95 |
|
0.618 |
1,427.65 |
|
0.500 |
1,425.09 |
|
0.382 |
1,422.52 |
|
LOW |
1,414.22 |
|
0.618 |
1,400.79 |
|
1.000 |
1,392.49 |
|
1.618 |
1,379.06 |
|
2.618 |
1,357.33 |
|
4.250 |
1,321.87 |
|
|