| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2004 |
14-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
1,451.73 |
1,434.92 |
-16.81 |
-1.2% |
1,463.22 |
| High |
1,453.72 |
1,437.66 |
-16.06 |
-1.1% |
1,474.70 |
| Low |
1,425.41 |
1,421.59 |
-3.82 |
-0.3% |
1,428.11 |
| Close |
1,434.46 |
1,425.21 |
-9.25 |
-0.6% |
1,430.96 |
| Range |
28.31 |
16.07 |
-12.24 |
-43.2% |
46.59 |
| ATR |
21.07 |
20.72 |
-0.36 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.36 |
1,466.86 |
1,434.05 |
|
| R3 |
1,460.29 |
1,450.79 |
1,429.63 |
|
| R2 |
1,444.22 |
1,444.22 |
1,428.16 |
|
| R1 |
1,434.72 |
1,434.72 |
1,426.68 |
1,431.44 |
| PP |
1,428.15 |
1,428.15 |
1,428.15 |
1,426.51 |
| S1 |
1,418.65 |
1,418.65 |
1,423.74 |
1,415.37 |
| S2 |
1,412.08 |
1,412.08 |
1,422.26 |
|
| S3 |
1,396.01 |
1,402.58 |
1,420.79 |
|
| S4 |
1,379.94 |
1,386.51 |
1,416.37 |
|
|
| 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 |
1,457.04 |
1,416.29 |
40.75 |
2.9% |
21.08 |
1.5% |
22% |
False |
False |
|
| 10 |
1,474.70 |
1,416.29 |
58.41 |
4.1% |
20.36 |
1.4% |
15% |
False |
False |
|
| 20 |
1,474.70 |
1,376.99 |
97.71 |
6.9% |
18.58 |
1.3% |
49% |
False |
False |
|
| 40 |
1,474.70 |
1,344.98 |
129.72 |
9.1% |
18.82 |
1.3% |
62% |
False |
False |
|
| 60 |
1,474.70 |
1,301.93 |
172.77 |
12.1% |
20.13 |
1.4% |
71% |
False |
False |
|
| 80 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
20.69 |
1.5% |
56% |
False |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
20.39 |
1.4% |
56% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
15.5% |
21.03 |
1.5% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,505.96 |
|
2.618 |
1,479.73 |
|
1.618 |
1,463.66 |
|
1.000 |
1,453.73 |
|
0.618 |
1,447.59 |
|
HIGH |
1,437.66 |
|
0.618 |
1,431.52 |
|
0.500 |
1,429.63 |
|
0.382 |
1,427.73 |
|
LOW |
1,421.59 |
|
0.618 |
1,411.66 |
|
1.000 |
1,405.52 |
|
1.618 |
1,395.59 |
|
2.618 |
1,379.52 |
|
4.250 |
1,353.29 |
|
|