| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2004 |
27-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
1,407.71 |
1,389.94 |
-17.77 |
-1.3% |
1,417.39 |
| High |
1,414.56 |
1,396.42 |
-18.14 |
-1.3% |
1,440.81 |
| Low |
1,397.50 |
1,383.24 |
-14.26 |
-1.0% |
1,397.50 |
| Close |
1,399.05 |
1,385.55 |
-13.50 |
-1.0% |
1,399.05 |
| Range |
17.06 |
13.18 |
-3.88 |
-22.7% |
43.31 |
| ATR |
20.56 |
20.22 |
-0.34 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,427.94 |
1,419.93 |
1,392.80 |
|
| R3 |
1,414.76 |
1,406.75 |
1,389.17 |
|
| R2 |
1,401.58 |
1,401.58 |
1,387.97 |
|
| R1 |
1,393.57 |
1,393.57 |
1,386.76 |
1,390.99 |
| PP |
1,388.40 |
1,388.40 |
1,388.40 |
1,387.11 |
| S1 |
1,380.39 |
1,380.39 |
1,384.34 |
1,377.81 |
| S2 |
1,375.22 |
1,375.22 |
1,383.13 |
|
| S3 |
1,362.04 |
1,367.21 |
1,381.93 |
|
| S4 |
1,348.86 |
1,354.03 |
1,378.30 |
|
|
| 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 |
1,383.24 |
57.57 |
4.2% |
15.67 |
1.1% |
4% |
False |
True |
|
| 10 |
1,440.81 |
1,383.24 |
57.57 |
4.2% |
15.69 |
1.1% |
4% |
False |
True |
|
| 20 |
1,440.81 |
1,354.10 |
86.71 |
6.3% |
18.88 |
1.4% |
36% |
False |
False |
|
| 40 |
1,440.81 |
1,301.93 |
138.88 |
10.0% |
19.46 |
1.4% |
60% |
False |
False |
|
| 60 |
1,489.60 |
1,301.93 |
187.67 |
13.5% |
20.69 |
1.5% |
45% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
20.53 |
1.5% |
38% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
20.63 |
1.5% |
38% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
21.46 |
1.5% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,452.44 |
|
2.618 |
1,430.93 |
|
1.618 |
1,417.75 |
|
1.000 |
1,409.60 |
|
0.618 |
1,404.57 |
|
HIGH |
1,396.42 |
|
0.618 |
1,391.39 |
|
0.500 |
1,389.83 |
|
0.382 |
1,388.27 |
|
LOW |
1,383.24 |
|
0.618 |
1,375.09 |
|
1.000 |
1,370.06 |
|
1.618 |
1,361.91 |
|
2.618 |
1,348.73 |
|
4.250 |
1,327.23 |
|
|