| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2004 |
15-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,425.29 |
1,425.51 |
0.22 |
0.0% |
1,382.48 |
| High |
1,435.91 |
1,425.51 |
-10.40 |
-0.7% |
1,414.55 |
| Low |
1,422.83 |
1,412.54 |
-10.29 |
-0.7% |
1,372.53 |
| Close |
1,434.37 |
1,415.30 |
-19.07 |
-1.3% |
1,413.00 |
| Range |
13.08 |
12.97 |
-0.11 |
-0.8% |
42.02 |
| ATR |
21.97 |
21.96 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.69 |
1,448.97 |
1,422.43 |
|
| R3 |
1,443.72 |
1,436.00 |
1,418.87 |
|
| R2 |
1,430.75 |
1,430.75 |
1,417.68 |
|
| R1 |
1,423.03 |
1,423.03 |
1,416.49 |
1,420.41 |
| PP |
1,417.78 |
1,417.78 |
1,417.78 |
1,416.47 |
| S1 |
1,410.06 |
1,410.06 |
1,414.11 |
1,407.44 |
| S2 |
1,404.81 |
1,404.81 |
1,412.92 |
|
| S3 |
1,391.84 |
1,397.09 |
1,411.73 |
|
| S4 |
1,378.87 |
1,384.12 |
1,408.17 |
|
|
| 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% |
19.82 |
1.4% |
67% |
False |
False |
|
| 10 |
1,435.95 |
1,360.58 |
75.37 |
5.3% |
21.22 |
1.5% |
73% |
False |
False |
|
| 20 |
1,435.95 |
1,327.85 |
108.10 |
7.6% |
20.03 |
1.4% |
81% |
False |
False |
|
| 40 |
1,435.95 |
1,301.93 |
134.02 |
9.5% |
21.65 |
1.5% |
85% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.7% |
21.55 |
1.5% |
51% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.7% |
20.84 |
1.5% |
51% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.7% |
21.48 |
1.5% |
51% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.7% |
21.67 |
1.5% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.63 |
|
2.618 |
1,459.47 |
|
1.618 |
1,446.50 |
|
1.000 |
1,438.48 |
|
0.618 |
1,433.53 |
|
HIGH |
1,425.51 |
|
0.618 |
1,420.56 |
|
0.500 |
1,419.03 |
|
0.382 |
1,417.49 |
|
LOW |
1,412.54 |
|
0.618 |
1,404.52 |
|
1.000 |
1,399.57 |
|
1.618 |
1,391.55 |
|
2.618 |
1,378.58 |
|
4.250 |
1,357.42 |
|
|