| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2004 |
07-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
1,612.33 |
1,622.84 |
10.51 |
0.7% |
1,586.46 |
| High |
1,625.61 |
1,628.25 |
2.64 |
0.2% |
1,631.90 |
| Low |
1,605.71 |
1,589.05 |
-16.66 |
-1.0% |
1,567.27 |
| Close |
1,619.59 |
1,589.33 |
-30.26 |
-1.9% |
1,614.40 |
| Range |
19.90 |
39.20 |
19.30 |
97.0% |
64.63 |
| ATR |
21.59 |
22.84 |
1.26 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,719.81 |
1,693.77 |
1,610.89 |
|
| R3 |
1,680.61 |
1,654.57 |
1,600.11 |
|
| R2 |
1,641.41 |
1,641.41 |
1,596.52 |
|
| R1 |
1,615.37 |
1,615.37 |
1,592.92 |
1,608.79 |
| PP |
1,602.21 |
1,602.21 |
1,602.21 |
1,598.92 |
| S1 |
1,576.17 |
1,576.17 |
1,585.74 |
1,569.59 |
| S2 |
1,563.01 |
1,563.01 |
1,582.14 |
|
| S3 |
1,523.81 |
1,536.97 |
1,578.55 |
|
| S4 |
1,484.61 |
1,497.77 |
1,567.77 |
|
|
| Weekly Pivots for week ending 03-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.41 |
1,771.04 |
1,649.95 |
|
| R3 |
1,733.78 |
1,706.41 |
1,632.17 |
|
| R2 |
1,669.15 |
1,669.15 |
1,626.25 |
|
| R1 |
1,641.78 |
1,641.78 |
1,620.32 |
1,655.47 |
| PP |
1,604.52 |
1,604.52 |
1,604.52 |
1,611.37 |
| S1 |
1,577.15 |
1,577.15 |
1,608.48 |
1,590.84 |
| S2 |
1,539.89 |
1,539.89 |
1,602.55 |
|
| S3 |
1,475.26 |
1,512.52 |
1,596.63 |
|
| S4 |
1,410.63 |
1,447.89 |
1,578.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,631.90 |
1,578.25 |
53.65 |
3.4% |
26.23 |
1.7% |
21% |
False |
False |
|
| 10 |
1,631.90 |
1,552.85 |
79.05 |
5.0% |
21.08 |
1.3% |
46% |
False |
False |
|
| 20 |
1,631.90 |
1,514.32 |
117.58 |
7.4% |
19.88 |
1.3% |
64% |
False |
False |
|
| 40 |
1,631.90 |
1,416.29 |
215.61 |
13.6% |
21.79 |
1.4% |
80% |
False |
False |
|
| 60 |
1,631.90 |
1,376.99 |
254.91 |
16.0% |
20.31 |
1.3% |
83% |
False |
False |
|
| 80 |
1,631.90 |
1,309.50 |
322.40 |
20.3% |
20.39 |
1.3% |
87% |
False |
False |
|
| 100 |
1,631.90 |
1,301.93 |
329.97 |
20.8% |
21.03 |
1.3% |
87% |
False |
False |
|
| 120 |
1,631.90 |
1,301.93 |
329.97 |
20.8% |
21.11 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,794.85 |
|
2.618 |
1,730.88 |
|
1.618 |
1,691.68 |
|
1.000 |
1,667.45 |
|
0.618 |
1,652.48 |
|
HIGH |
1,628.25 |
|
0.618 |
1,613.28 |
|
0.500 |
1,608.65 |
|
0.382 |
1,604.02 |
|
LOW |
1,589.05 |
|
0.618 |
1,564.82 |
|
1.000 |
1,549.85 |
|
1.618 |
1,525.62 |
|
2.618 |
1,486.42 |
|
4.250 |
1,422.45 |
|
|