| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2004 |
13-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
1,424.22 |
1,451.73 |
27.51 |
1.9% |
1,463.22 |
| High |
1,439.07 |
1,453.72 |
14.65 |
1.0% |
1,474.70 |
| Low |
1,416.29 |
1,425.41 |
9.12 |
0.6% |
1,428.11 |
| Close |
1,435.00 |
1,434.46 |
-0.54 |
0.0% |
1,430.96 |
| Range |
22.78 |
28.31 |
5.53 |
24.3% |
46.59 |
| ATR |
20.52 |
21.07 |
0.56 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.79 |
1,506.94 |
1,450.03 |
|
| R3 |
1,494.48 |
1,478.63 |
1,442.25 |
|
| R2 |
1,466.17 |
1,466.17 |
1,439.65 |
|
| R1 |
1,450.32 |
1,450.32 |
1,437.06 |
1,444.09 |
| PP |
1,437.86 |
1,437.86 |
1,437.86 |
1,434.75 |
| S1 |
1,422.01 |
1,422.01 |
1,431.86 |
1,415.78 |
| S2 |
1,409.55 |
1,409.55 |
1,429.27 |
|
| S3 |
1,381.24 |
1,393.70 |
1,426.67 |
|
| S4 |
1,352.93 |
1,365.39 |
1,418.89 |
|
|
| 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 |
1,416.29 |
58.41 |
4.1% |
21.83 |
1.5% |
31% |
False |
False |
|
| 10 |
1,474.70 |
1,403.89 |
70.81 |
4.9% |
20.17 |
1.4% |
43% |
False |
False |
|
| 20 |
1,474.70 |
1,376.99 |
97.71 |
6.8% |
18.61 |
1.3% |
59% |
False |
False |
|
| 40 |
1,474.70 |
1,327.85 |
146.85 |
10.2% |
19.32 |
1.3% |
73% |
False |
False |
|
| 60 |
1,474.70 |
1,301.93 |
172.77 |
12.0% |
20.64 |
1.4% |
77% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
20.82 |
1.5% |
60% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
20.39 |
1.4% |
60% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.4% |
21.00 |
1.5% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.04 |
|
2.618 |
1,527.84 |
|
1.618 |
1,499.53 |
|
1.000 |
1,482.03 |
|
0.618 |
1,471.22 |
|
HIGH |
1,453.72 |
|
0.618 |
1,442.91 |
|
0.500 |
1,439.57 |
|
0.382 |
1,436.22 |
|
LOW |
1,425.41 |
|
0.618 |
1,407.91 |
|
1.000 |
1,397.10 |
|
1.618 |
1,379.60 |
|
2.618 |
1,351.29 |
|
4.250 |
1,305.09 |
|
|