| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2004 |
17-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,417.37 |
1,417.73 |
0.36 |
0.0% |
1,417.84 |
| High |
1,429.93 |
1,427.59 |
-2.34 |
-0.2% |
1,435.95 |
| Low |
1,413.22 |
1,413.78 |
0.56 |
0.0% |
1,412.54 |
| Close |
1,417.97 |
1,426.30 |
8.33 |
0.6% |
1,426.30 |
| Range |
16.71 |
13.81 |
-2.90 |
-17.4% |
23.41 |
| ATR |
21.59 |
21.03 |
-0.56 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.99 |
1,458.95 |
1,433.90 |
|
| R3 |
1,450.18 |
1,445.14 |
1,430.10 |
|
| R2 |
1,436.37 |
1,436.37 |
1,428.83 |
|
| R1 |
1,431.33 |
1,431.33 |
1,427.57 |
1,433.85 |
| PP |
1,422.56 |
1,422.56 |
1,422.56 |
1,423.82 |
| S1 |
1,417.52 |
1,417.52 |
1,425.03 |
1,420.04 |
| S2 |
1,408.75 |
1,408.75 |
1,423.77 |
|
| S3 |
1,394.94 |
1,403.71 |
1,422.50 |
|
| S4 |
1,381.13 |
1,389.90 |
1,418.70 |
|
|
| Weekly Pivots for week ending 17-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.16 |
1,484.14 |
1,439.18 |
|
| R3 |
1,471.75 |
1,460.73 |
1,432.74 |
|
| R2 |
1,448.34 |
1,448.34 |
1,430.59 |
|
| R1 |
1,437.32 |
1,437.32 |
1,428.45 |
1,442.83 |
| PP |
1,424.93 |
1,424.93 |
1,424.93 |
1,427.69 |
| S1 |
1,413.91 |
1,413.91 |
1,424.15 |
1,419.42 |
| S2 |
1,401.52 |
1,401.52 |
1,422.01 |
|
| S3 |
1,378.11 |
1,390.50 |
1,419.86 |
|
| S4 |
1,354.70 |
1,367.09 |
1,413.42 |
|
|
| 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 |
1,412.54 |
23.41 |
1.6% |
15.66 |
1.1% |
59% |
False |
False |
|
| 10 |
1,435.95 |
1,370.01 |
65.94 |
4.6% |
19.01 |
1.3% |
85% |
False |
False |
|
| 20 |
1,435.95 |
1,348.27 |
87.68 |
6.1% |
18.95 |
1.3% |
89% |
False |
False |
|
| 40 |
1,435.95 |
1,301.93 |
134.02 |
9.4% |
20.41 |
1.4% |
93% |
False |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.18 |
1.5% |
56% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
20.80 |
1.5% |
56% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.41 |
1.5% |
56% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.53 |
1.5% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,486.28 |
|
2.618 |
1,463.74 |
|
1.618 |
1,449.93 |
|
1.000 |
1,441.40 |
|
0.618 |
1,436.12 |
|
HIGH |
1,427.59 |
|
0.618 |
1,422.31 |
|
0.500 |
1,420.69 |
|
0.382 |
1,419.06 |
|
LOW |
1,413.78 |
|
0.618 |
1,405.25 |
|
1.000 |
1,399.97 |
|
1.618 |
1,391.44 |
|
2.618 |
1,377.63 |
|
4.250 |
1,355.09 |
|
|