| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2004 |
12-Nov-2004 |
Change |
Change % |
Previous Week |
| Open |
1,524.62 |
1,543.31 |
18.69 |
1.2% |
1,525.13 |
| High |
1,542.39 |
1,558.41 |
16.02 |
1.0% |
1,558.41 |
| Low |
1,522.48 |
1,535.82 |
13.34 |
0.9% |
1,514.32 |
| Close |
1,541.70 |
1,558.41 |
16.71 |
1.1% |
1,558.41 |
| Range |
19.91 |
22.59 |
2.68 |
13.5% |
44.09 |
| ATR |
21.63 |
21.70 |
0.07 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.65 |
1,611.12 |
1,570.83 |
|
| R3 |
1,596.06 |
1,588.53 |
1,564.62 |
|
| R2 |
1,573.47 |
1,573.47 |
1,562.55 |
|
| R1 |
1,565.94 |
1,565.94 |
1,560.48 |
1,569.71 |
| PP |
1,550.88 |
1,550.88 |
1,550.88 |
1,552.76 |
| S1 |
1,543.35 |
1,543.35 |
1,556.34 |
1,547.12 |
| S2 |
1,528.29 |
1,528.29 |
1,554.27 |
|
| S3 |
1,505.70 |
1,520.76 |
1,552.20 |
|
| S4 |
1,483.11 |
1,498.17 |
1,545.99 |
|
|
| Weekly Pivots for week ending 12-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.98 |
1,661.29 |
1,582.66 |
|
| R3 |
1,631.89 |
1,617.20 |
1,570.53 |
|
| R2 |
1,587.80 |
1,587.80 |
1,566.49 |
|
| R1 |
1,573.11 |
1,573.11 |
1,562.45 |
1,580.46 |
| PP |
1,543.71 |
1,543.71 |
1,543.71 |
1,547.39 |
| S1 |
1,529.02 |
1,529.02 |
1,554.37 |
1,536.37 |
| S2 |
1,499.62 |
1,499.62 |
1,550.33 |
|
| S3 |
1,455.53 |
1,484.93 |
1,546.29 |
|
| S4 |
1,411.44 |
1,440.84 |
1,534.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,558.41 |
1,514.32 |
44.09 |
2.8% |
16.35 |
1.0% |
100% |
True |
False |
|
| 10 |
1,558.41 |
1,479.86 |
78.55 |
5.0% |
19.47 |
1.2% |
100% |
True |
False |
|
| 20 |
1,558.41 |
1,423.98 |
134.43 |
8.6% |
22.79 |
1.5% |
100% |
True |
False |
|
| 40 |
1,558.41 |
1,376.99 |
181.42 |
11.6% |
20.90 |
1.3% |
100% |
True |
False |
|
| 60 |
1,558.41 |
1,348.27 |
210.14 |
13.5% |
20.25 |
1.3% |
100% |
True |
False |
|
| 80 |
1,558.41 |
1,301.93 |
256.48 |
16.5% |
20.65 |
1.3% |
100% |
True |
False |
|
| 100 |
1,558.41 |
1,301.93 |
256.48 |
16.5% |
21.07 |
1.4% |
100% |
True |
False |
|
| 120 |
1,558.41 |
1,301.93 |
256.48 |
16.5% |
20.83 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,654.42 |
|
2.618 |
1,617.55 |
|
1.618 |
1,594.96 |
|
1.000 |
1,581.00 |
|
0.618 |
1,572.37 |
|
HIGH |
1,558.41 |
|
0.618 |
1,549.78 |
|
0.500 |
1,547.12 |
|
0.382 |
1,544.45 |
|
LOW |
1,535.82 |
|
0.618 |
1,521.86 |
|
1.000 |
1,513.23 |
|
1.618 |
1,499.27 |
|
2.618 |
1,476.68 |
|
4.250 |
1,439.81 |
|
|