| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2004 |
21-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,417.39 |
1,429.85 |
12.46 |
0.9% |
1,417.84 |
| High |
1,437.30 |
1,440.81 |
3.51 |
0.2% |
1,435.95 |
| Low |
1,415.31 |
1,425.16 |
9.85 |
0.7% |
1,412.54 |
| Close |
1,424.72 |
1,435.91 |
11.19 |
0.8% |
1,426.30 |
| Range |
21.99 |
15.65 |
-6.34 |
-28.8% |
23.41 |
| ATR |
21.10 |
20.74 |
-0.36 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.91 |
1,474.06 |
1,444.52 |
|
| R3 |
1,465.26 |
1,458.41 |
1,440.21 |
|
| R2 |
1,449.61 |
1,449.61 |
1,438.78 |
|
| R1 |
1,442.76 |
1,442.76 |
1,437.34 |
1,446.19 |
| PP |
1,433.96 |
1,433.96 |
1,433.96 |
1,435.67 |
| S1 |
1,427.11 |
1,427.11 |
1,434.48 |
1,430.54 |
| S2 |
1,418.31 |
1,418.31 |
1,433.04 |
|
| S3 |
1,402.66 |
1,411.46 |
1,431.61 |
|
| S4 |
1,387.01 |
1,395.81 |
1,427.30 |
|
|
| 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 |
1,440.81 |
1,412.54 |
28.27 |
2.0% |
16.23 |
1.1% |
83% |
True |
False |
|
| 10 |
1,440.81 |
1,373.37 |
67.44 |
4.7% |
18.62 |
1.3% |
93% |
True |
False |
|
| 20 |
1,440.81 |
1,354.10 |
86.71 |
6.0% |
18.93 |
1.3% |
94% |
True |
False |
|
| 40 |
1,440.81 |
1,301.93 |
138.88 |
9.7% |
20.14 |
1.4% |
96% |
True |
False |
|
| 60 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.28 |
1.5% |
60% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
20.55 |
1.4% |
60% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.33 |
1.5% |
60% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.57 |
1.5% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,507.32 |
|
2.618 |
1,481.78 |
|
1.618 |
1,466.13 |
|
1.000 |
1,456.46 |
|
0.618 |
1,450.48 |
|
HIGH |
1,440.81 |
|
0.618 |
1,434.83 |
|
0.500 |
1,432.99 |
|
0.382 |
1,431.14 |
|
LOW |
1,425.16 |
|
0.618 |
1,415.49 |
|
1.000 |
1,409.51 |
|
1.618 |
1,399.84 |
|
2.618 |
1,384.19 |
|
4.250 |
1,358.65 |
|
|