| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2004 |
28-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
1,441.79 |
1,473.41 |
31.62 |
2.2% |
1,428.08 |
| High |
1,483.13 |
1,491.86 |
8.73 |
0.6% |
1,478.46 |
| Low |
1,437.44 |
1,471.03 |
33.59 |
2.3% |
1,424.82 |
| Close |
1,480.03 |
1,487.12 |
7.09 |
0.5% |
1,438.25 |
| Range |
45.69 |
20.83 |
-24.86 |
-54.4% |
53.64 |
| ATR |
23.92 |
23.70 |
-0.22 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.83 |
1,537.30 |
1,498.58 |
|
| R3 |
1,525.00 |
1,516.47 |
1,492.85 |
|
| R2 |
1,504.17 |
1,504.17 |
1,490.94 |
|
| R1 |
1,495.64 |
1,495.64 |
1,489.03 |
1,499.91 |
| PP |
1,483.34 |
1,483.34 |
1,483.34 |
1,485.47 |
| S1 |
1,474.81 |
1,474.81 |
1,485.21 |
1,479.08 |
| S2 |
1,462.51 |
1,462.51 |
1,483.30 |
|
| S3 |
1,441.68 |
1,453.98 |
1,481.39 |
|
| S4 |
1,420.85 |
1,433.15 |
1,475.66 |
|
|
| Weekly Pivots for week ending 22-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,608.10 |
1,576.81 |
1,467.75 |
|
| R3 |
1,554.46 |
1,523.17 |
1,453.00 |
|
| R2 |
1,500.82 |
1,500.82 |
1,448.08 |
|
| R1 |
1,469.53 |
1,469.53 |
1,443.17 |
1,485.18 |
| PP |
1,447.18 |
1,447.18 |
1,447.18 |
1,455.00 |
| S1 |
1,415.89 |
1,415.89 |
1,433.33 |
1,431.54 |
| S2 |
1,393.54 |
1,393.54 |
1,428.42 |
|
| S3 |
1,339.90 |
1,362.25 |
1,423.50 |
|
| S4 |
1,286.26 |
1,308.61 |
1,408.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,491.86 |
1,423.98 |
67.88 |
4.6% |
26.46 |
1.8% |
93% |
True |
False |
|
| 10 |
1,491.86 |
1,419.36 |
72.50 |
4.9% |
26.22 |
1.8% |
93% |
True |
False |
|
| 20 |
1,491.86 |
1,416.29 |
75.57 |
5.1% |
23.29 |
1.6% |
94% |
True |
False |
|
| 40 |
1,491.86 |
1,370.01 |
121.85 |
8.2% |
20.96 |
1.4% |
96% |
True |
False |
|
| 60 |
1,491.86 |
1,301.93 |
189.93 |
12.8% |
20.55 |
1.4% |
98% |
True |
False |
|
| 80 |
1,491.86 |
1,301.93 |
189.93 |
12.8% |
21.27 |
1.4% |
98% |
True |
False |
|
| 100 |
1,523.48 |
1,301.93 |
221.55 |
14.9% |
20.99 |
1.4% |
84% |
False |
False |
|
| 120 |
1,523.48 |
1,301.93 |
221.55 |
14.9% |
20.96 |
1.4% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.39 |
|
2.618 |
1,546.39 |
|
1.618 |
1,525.56 |
|
1.000 |
1,512.69 |
|
0.618 |
1,504.73 |
|
HIGH |
1,491.86 |
|
0.618 |
1,483.90 |
|
0.500 |
1,481.45 |
|
0.382 |
1,478.99 |
|
LOW |
1,471.03 |
|
0.618 |
1,458.16 |
|
1.000 |
1,450.20 |
|
1.618 |
1,437.33 |
|
2.618 |
1,416.50 |
|
4.250 |
1,382.50 |
|
|