| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2004 |
19-Nov-2004 |
Change |
Change % |
Previous Week |
| Open |
1,568.02 |
1,578.86 |
10.84 |
0.7% |
1,554.31 |
| High |
1,581.79 |
1,580.93 |
-0.86 |
-0.1% |
1,581.79 |
| Low |
1,563.79 |
1,551.77 |
-12.02 |
-0.8% |
1,541.84 |
| Close |
1,580.81 |
1,552.11 |
-28.70 |
-1.8% |
1,552.11 |
| Range |
18.00 |
29.16 |
11.16 |
62.0% |
39.95 |
| ATR |
21.39 |
21.94 |
0.56 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,649.08 |
1,629.76 |
1,568.15 |
|
| R3 |
1,619.92 |
1,600.60 |
1,560.13 |
|
| R2 |
1,590.76 |
1,590.76 |
1,557.46 |
|
| R1 |
1,571.44 |
1,571.44 |
1,554.78 |
1,566.52 |
| PP |
1,561.60 |
1,561.60 |
1,561.60 |
1,559.15 |
| S1 |
1,542.28 |
1,542.28 |
1,549.44 |
1,537.36 |
| S2 |
1,532.44 |
1,532.44 |
1,546.76 |
|
| S3 |
1,503.28 |
1,513.12 |
1,544.09 |
|
| S4 |
1,474.12 |
1,483.96 |
1,536.07 |
|
|
| Weekly Pivots for week ending 19-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.43 |
1,655.22 |
1,574.08 |
|
| R3 |
1,638.48 |
1,615.27 |
1,563.10 |
|
| R2 |
1,598.53 |
1,598.53 |
1,559.43 |
|
| R1 |
1,575.32 |
1,575.32 |
1,555.77 |
1,566.95 |
| PP |
1,558.58 |
1,558.58 |
1,558.58 |
1,554.40 |
| S1 |
1,535.37 |
1,535.37 |
1,548.45 |
1,527.00 |
| S2 |
1,518.63 |
1,518.63 |
1,544.79 |
|
| S3 |
1,478.68 |
1,495.42 |
1,541.12 |
|
| S4 |
1,438.73 |
1,455.47 |
1,530.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,581.79 |
1,541.84 |
39.95 |
2.6% |
18.12 |
1.2% |
26% |
False |
False |
|
| 10 |
1,581.79 |
1,514.32 |
67.47 |
4.3% |
17.23 |
1.1% |
56% |
False |
False |
|
| 20 |
1,581.79 |
1,423.98 |
157.81 |
10.2% |
20.17 |
1.3% |
81% |
False |
False |
|
| 40 |
1,581.79 |
1,376.99 |
204.80 |
13.2% |
20.99 |
1.4% |
86% |
False |
False |
|
| 60 |
1,581.79 |
1,354.10 |
227.69 |
14.7% |
20.21 |
1.3% |
87% |
False |
False |
|
| 80 |
1,581.79 |
1,301.93 |
279.86 |
18.0% |
20.27 |
1.3% |
89% |
False |
False |
|
| 100 |
1,581.79 |
1,301.93 |
279.86 |
18.0% |
21.05 |
1.4% |
89% |
False |
False |
|
| 120 |
1,581.79 |
1,301.93 |
279.86 |
18.0% |
20.73 |
1.3% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,704.86 |
|
2.618 |
1,657.27 |
|
1.618 |
1,628.11 |
|
1.000 |
1,610.09 |
|
0.618 |
1,598.95 |
|
HIGH |
1,580.93 |
|
0.618 |
1,569.79 |
|
0.500 |
1,566.35 |
|
0.382 |
1,562.91 |
|
LOW |
1,551.77 |
|
0.618 |
1,533.75 |
|
1.000 |
1,522.61 |
|
1.618 |
1,504.59 |
|
2.618 |
1,475.43 |
|
4.250 |
1,427.84 |
|
|