| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2004 |
06-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
1,456.19 |
1,460.19 |
4.00 |
0.3% |
1,389.94 |
| High |
1,467.23 |
1,474.36 |
7.13 |
0.5% |
1,452.94 |
| Low |
1,454.23 |
1,452.61 |
-1.62 |
-0.1% |
1,376.99 |
| Close |
1,461.76 |
1,474.36 |
12.60 |
0.9% |
1,452.94 |
| Range |
13.00 |
21.75 |
8.75 |
67.3% |
75.95 |
| ATR |
20.49 |
20.58 |
0.09 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.36 |
1,525.11 |
1,486.32 |
|
| R3 |
1,510.61 |
1,503.36 |
1,480.34 |
|
| R2 |
1,488.86 |
1,488.86 |
1,478.35 |
|
| R1 |
1,481.61 |
1,481.61 |
1,476.35 |
1,485.24 |
| PP |
1,467.11 |
1,467.11 |
1,467.11 |
1,468.92 |
| S1 |
1,459.86 |
1,459.86 |
1,472.37 |
1,463.49 |
| S2 |
1,445.36 |
1,445.36 |
1,470.37 |
|
| S3 |
1,423.61 |
1,438.11 |
1,468.38 |
|
| S4 |
1,401.86 |
1,416.36 |
1,462.40 |
|
|
| Weekly Pivots for week ending 01-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,655.47 |
1,630.16 |
1,494.71 |
|
| R3 |
1,579.52 |
1,554.21 |
1,473.83 |
|
| R2 |
1,503.57 |
1,503.57 |
1,466.86 |
|
| R1 |
1,478.26 |
1,478.26 |
1,459.90 |
1,490.92 |
| PP |
1,427.62 |
1,427.62 |
1,427.62 |
1,433.95 |
| S1 |
1,402.31 |
1,402.31 |
1,445.98 |
1,414.97 |
| S2 |
1,351.67 |
1,351.67 |
1,439.02 |
|
| S3 |
1,275.72 |
1,326.36 |
1,432.05 |
|
| S4 |
1,199.77 |
1,250.41 |
1,411.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,474.36 |
1,403.89 |
70.47 |
4.8% |
18.50 |
1.3% |
100% |
True |
False |
|
| 10 |
1,474.36 |
1,376.99 |
97.37 |
6.6% |
17.33 |
1.2% |
100% |
True |
False |
|
| 20 |
1,474.36 |
1,373.37 |
100.99 |
6.8% |
18.10 |
1.2% |
100% |
True |
False |
|
| 40 |
1,474.36 |
1,301.93 |
172.43 |
11.7% |
18.84 |
1.3% |
100% |
True |
False |
|
| 60 |
1,474.36 |
1,301.93 |
172.43 |
11.7% |
20.74 |
1.4% |
100% |
True |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.0% |
20.57 |
1.4% |
78% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.0% |
20.35 |
1.4% |
78% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.0% |
21.32 |
1.4% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,566.80 |
|
2.618 |
1,531.30 |
|
1.618 |
1,509.55 |
|
1.000 |
1,496.11 |
|
0.618 |
1,487.80 |
|
HIGH |
1,474.36 |
|
0.618 |
1,466.05 |
|
0.500 |
1,463.49 |
|
0.382 |
1,460.92 |
|
LOW |
1,452.61 |
|
0.618 |
1,439.17 |
|
1.000 |
1,430.86 |
|
1.618 |
1,417.42 |
|
2.618 |
1,395.67 |
|
4.250 |
1,360.17 |
|
|