| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2004 |
14-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,417.84 |
1,425.29 |
7.45 |
0.5% |
1,382.48 |
| High |
1,435.95 |
1,435.91 |
-0.04 |
0.0% |
1,414.55 |
| Low |
1,414.22 |
1,422.83 |
8.61 |
0.6% |
1,372.53 |
| Close |
1,427.34 |
1,434.37 |
7.03 |
0.5% |
1,413.00 |
| Range |
21.73 |
13.08 |
-8.65 |
-39.8% |
42.02 |
| ATR |
22.65 |
21.97 |
-0.68 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.28 |
1,465.40 |
1,441.56 |
|
| R3 |
1,457.20 |
1,452.32 |
1,437.97 |
|
| R2 |
1,444.12 |
1,444.12 |
1,436.77 |
|
| R1 |
1,439.24 |
1,439.24 |
1,435.57 |
1,441.68 |
| PP |
1,431.04 |
1,431.04 |
1,431.04 |
1,432.26 |
| S1 |
1,426.16 |
1,426.16 |
1,433.17 |
1,428.60 |
| S2 |
1,417.96 |
1,417.96 |
1,431.97 |
|
| S3 |
1,404.88 |
1,413.08 |
1,430.77 |
|
| S4 |
1,391.80 |
1,400.00 |
1,427.18 |
|
|
| 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 |
1,373.37 |
62.58 |
4.4% |
21.01 |
1.5% |
97% |
False |
False |
|
| 10 |
1,435.95 |
1,354.10 |
81.85 |
5.7% |
21.74 |
1.5% |
98% |
False |
False |
|
| 20 |
1,435.95 |
1,327.85 |
108.10 |
7.5% |
20.01 |
1.4% |
99% |
False |
False |
|
| 40 |
1,435.95 |
1,301.93 |
134.02 |
9.3% |
21.94 |
1.5% |
99% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.70 |
1.5% |
60% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
20.90 |
1.5% |
60% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.75 |
1.5% |
60% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.76 |
1.5% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,491.50 |
|
2.618 |
1,470.15 |
|
1.618 |
1,457.07 |
|
1.000 |
1,448.99 |
|
0.618 |
1,443.99 |
|
HIGH |
1,435.91 |
|
0.618 |
1,430.91 |
|
0.500 |
1,429.37 |
|
0.382 |
1,427.83 |
|
LOW |
1,422.83 |
|
0.618 |
1,414.75 |
|
1.000 |
1,409.75 |
|
1.618 |
1,401.67 |
|
2.618 |
1,388.59 |
|
4.250 |
1,367.24 |
|
|