| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2004 |
08-Nov-2004 |
Change |
Change % |
Previous Week |
| Open |
1,526.71 |
1,525.13 |
-1.58 |
-0.1% |
1,486.25 |
| High |
1,534.84 |
1,532.46 |
-2.38 |
-0.2% |
1,534.84 |
| Low |
1,512.74 |
1,522.12 |
9.38 |
0.6% |
1,479.86 |
| Close |
1,525.24 |
1,527.13 |
1.89 |
0.1% |
1,525.24 |
| Range |
22.10 |
10.34 |
-11.76 |
-53.2% |
54.98 |
| ATR |
23.37 |
22.44 |
-0.93 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.26 |
1,553.03 |
1,532.82 |
|
| R3 |
1,547.92 |
1,542.69 |
1,529.97 |
|
| R2 |
1,537.58 |
1,537.58 |
1,529.03 |
|
| R1 |
1,532.35 |
1,532.35 |
1,528.08 |
1,534.97 |
| PP |
1,527.24 |
1,527.24 |
1,527.24 |
1,528.54 |
| S1 |
1,522.01 |
1,522.01 |
1,526.18 |
1,524.63 |
| S2 |
1,516.90 |
1,516.90 |
1,525.23 |
|
| S3 |
1,506.56 |
1,511.67 |
1,524.29 |
|
| S4 |
1,496.22 |
1,501.33 |
1,521.44 |
|
|
| Weekly Pivots for week ending 05-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.25 |
1,656.73 |
1,555.48 |
|
| R3 |
1,623.27 |
1,601.75 |
1,540.36 |
|
| R2 |
1,568.29 |
1,568.29 |
1,535.32 |
|
| R1 |
1,546.77 |
1,546.77 |
1,530.28 |
1,557.53 |
| PP |
1,513.31 |
1,513.31 |
1,513.31 |
1,518.70 |
| S1 |
1,491.79 |
1,491.79 |
1,520.20 |
1,502.55 |
| S2 |
1,458.33 |
1,458.33 |
1,515.16 |
|
| S3 |
1,403.35 |
1,436.81 |
1,510.12 |
|
| S4 |
1,348.37 |
1,381.83 |
1,495.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,534.84 |
1,489.33 |
45.51 |
3.0% |
21.66 |
1.4% |
83% |
False |
False |
|
| 10 |
1,534.84 |
1,423.98 |
110.86 |
7.3% |
22.94 |
1.5% |
93% |
False |
False |
|
| 20 |
1,534.84 |
1,416.29 |
118.55 |
7.8% |
23.70 |
1.6% |
93% |
False |
False |
|
| 40 |
1,534.84 |
1,376.99 |
157.85 |
10.3% |
20.53 |
1.3% |
95% |
False |
False |
|
| 60 |
1,534.84 |
1,309.50 |
225.34 |
14.8% |
20.56 |
1.3% |
97% |
False |
False |
|
| 80 |
1,534.84 |
1,301.93 |
232.91 |
15.3% |
21.31 |
1.4% |
97% |
False |
False |
|
| 100 |
1,534.84 |
1,301.93 |
232.91 |
15.3% |
21.36 |
1.4% |
97% |
False |
False |
|
| 120 |
1,534.84 |
1,301.93 |
232.91 |
15.3% |
20.93 |
1.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,576.41 |
|
2.618 |
1,559.53 |
|
1.618 |
1,549.19 |
|
1.000 |
1,542.80 |
|
0.618 |
1,538.85 |
|
HIGH |
1,532.46 |
|
0.618 |
1,528.51 |
|
0.500 |
1,527.29 |
|
0.382 |
1,526.07 |
|
LOW |
1,522.12 |
|
0.618 |
1,515.73 |
|
1.000 |
1,511.78 |
|
1.618 |
1,505.39 |
|
2.618 |
1,495.05 |
|
4.250 |
1,478.18 |
|
|