| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2004 |
24-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,405.76 |
1,407.71 |
1.95 |
0.1% |
1,417.39 |
| High |
1,413.68 |
1,414.56 |
0.88 |
0.1% |
1,440.81 |
| Low |
1,402.79 |
1,397.50 |
-5.29 |
-0.4% |
1,397.50 |
| Close |
1,405.77 |
1,399.05 |
-6.72 |
-0.5% |
1,399.05 |
| Range |
10.89 |
17.06 |
6.17 |
56.7% |
43.31 |
| ATR |
20.83 |
20.56 |
-0.27 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.88 |
1,444.03 |
1,408.43 |
|
| R3 |
1,437.82 |
1,426.97 |
1,403.74 |
|
| R2 |
1,420.76 |
1,420.76 |
1,402.18 |
|
| R1 |
1,409.91 |
1,409.91 |
1,400.61 |
1,406.81 |
| PP |
1,403.70 |
1,403.70 |
1,403.70 |
1,402.15 |
| S1 |
1,392.85 |
1,392.85 |
1,397.49 |
1,389.75 |
| S2 |
1,386.64 |
1,386.64 |
1,395.92 |
|
| S3 |
1,369.58 |
1,375.79 |
1,394.36 |
|
| S4 |
1,352.52 |
1,358.73 |
1,389.67 |
|
|
| Weekly Pivots for week ending 24-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.38 |
1,514.03 |
1,422.87 |
|
| R3 |
1,499.07 |
1,470.72 |
1,410.96 |
|
| R2 |
1,455.76 |
1,455.76 |
1,406.99 |
|
| R1 |
1,427.41 |
1,427.41 |
1,403.02 |
1,419.93 |
| PP |
1,412.45 |
1,412.45 |
1,412.45 |
1,408.72 |
| S1 |
1,384.10 |
1,384.10 |
1,395.08 |
1,376.62 |
| S2 |
1,369.14 |
1,369.14 |
1,391.11 |
|
| S3 |
1,325.83 |
1,340.79 |
1,387.14 |
|
| S4 |
1,282.52 |
1,297.48 |
1,375.23 |
|
|
| 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 |
1,397.50 |
43.31 |
3.1% |
17.43 |
1.2% |
4% |
False |
True |
|
| 10 |
1,440.81 |
1,397.50 |
43.31 |
3.1% |
16.55 |
1.2% |
4% |
False |
True |
|
| 20 |
1,440.81 |
1,354.10 |
86.71 |
6.2% |
18.66 |
1.3% |
52% |
False |
False |
|
| 40 |
1,440.81 |
1,301.93 |
138.88 |
9.9% |
19.56 |
1.4% |
70% |
False |
False |
|
| 60 |
1,514.82 |
1,301.93 |
212.89 |
15.2% |
21.09 |
1.5% |
46% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
20.60 |
1.5% |
44% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
20.79 |
1.5% |
44% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.53 |
1.5% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.07 |
|
2.618 |
1,459.22 |
|
1.618 |
1,442.16 |
|
1.000 |
1,431.62 |
|
0.618 |
1,425.10 |
|
HIGH |
1,414.56 |
|
0.618 |
1,408.04 |
|
0.500 |
1,406.03 |
|
0.382 |
1,404.02 |
|
LOW |
1,397.50 |
|
0.618 |
1,386.96 |
|
1.000 |
1,380.44 |
|
1.618 |
1,369.90 |
|
2.618 |
1,352.84 |
|
4.250 |
1,325.00 |
|
|