| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2004 |
11-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
1,449.49 |
1,435.54 |
-13.95 |
-1.0% |
1,463.22 |
| High |
1,457.04 |
1,441.10 |
-15.94 |
-1.1% |
1,474.70 |
| Low |
1,428.11 |
1,431.77 |
3.66 |
0.3% |
1,428.11 |
| Close |
1,430.96 |
1,437.73 |
6.77 |
0.5% |
1,430.96 |
| Range |
28.93 |
9.33 |
-19.60 |
-67.7% |
46.59 |
| ATR |
21.13 |
20.34 |
-0.78 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.86 |
1,460.62 |
1,442.86 |
|
| R3 |
1,455.53 |
1,451.29 |
1,440.30 |
|
| R2 |
1,446.20 |
1,446.20 |
1,439.44 |
|
| R1 |
1,441.96 |
1,441.96 |
1,438.59 |
1,444.08 |
| PP |
1,436.87 |
1,436.87 |
1,436.87 |
1,437.93 |
| S1 |
1,432.63 |
1,432.63 |
1,436.87 |
1,434.75 |
| S2 |
1,427.54 |
1,427.54 |
1,436.02 |
|
| S3 |
1,418.21 |
1,423.30 |
1,435.16 |
|
| S4 |
1,408.88 |
1,413.97 |
1,432.60 |
|
|
| Weekly Pivots for week ending 08-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.36 |
1,554.25 |
1,456.58 |
|
| R3 |
1,537.77 |
1,507.66 |
1,443.77 |
|
| R2 |
1,491.18 |
1,491.18 |
1,439.50 |
|
| R1 |
1,461.07 |
1,461.07 |
1,435.23 |
1,452.83 |
| PP |
1,444.59 |
1,444.59 |
1,444.59 |
1,440.47 |
| S1 |
1,414.48 |
1,414.48 |
1,426.69 |
1,406.24 |
| S2 |
1,398.00 |
1,398.00 |
1,422.42 |
|
| S3 |
1,351.41 |
1,367.89 |
1,418.15 |
|
| S4 |
1,304.82 |
1,321.30 |
1,405.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,474.70 |
1,428.11 |
46.59 |
3.2% |
18.56 |
1.3% |
21% |
False |
False |
|
| 10 |
1,474.70 |
1,376.99 |
97.71 |
6.8% |
19.02 |
1.3% |
62% |
False |
False |
|
| 20 |
1,474.70 |
1,376.99 |
97.71 |
6.8% |
17.36 |
1.2% |
62% |
False |
False |
|
| 40 |
1,474.70 |
1,309.50 |
165.20 |
11.5% |
18.99 |
1.3% |
78% |
False |
False |
|
| 60 |
1,474.70 |
1,301.93 |
172.77 |
12.0% |
20.51 |
1.4% |
79% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
20.77 |
1.4% |
61% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
20.37 |
1.4% |
61% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.06 |
1.5% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.75 |
|
2.618 |
1,465.53 |
|
1.618 |
1,456.20 |
|
1.000 |
1,450.43 |
|
0.618 |
1,446.87 |
|
HIGH |
1,441.10 |
|
0.618 |
1,437.54 |
|
0.500 |
1,436.44 |
|
0.382 |
1,435.33 |
|
LOW |
1,431.77 |
|
0.618 |
1,426.00 |
|
1.000 |
1,422.44 |
|
1.618 |
1,416.67 |
|
2.618 |
1,407.34 |
|
4.250 |
1,392.12 |
|
|