| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2004 |
28-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
1,621.33 |
1,610.90 |
-10.43 |
-0.6% |
1,603.84 |
| High |
1,623.80 |
1,624.19 |
0.39 |
0.0% |
1,619.56 |
| Low |
1,600.25 |
1,608.51 |
8.26 |
0.5% |
1,587.21 |
| Close |
1,607.59 |
1,624.19 |
16.60 |
1.0% |
1,613.77 |
| Range |
23.55 |
15.68 |
-7.87 |
-33.4% |
32.35 |
| ATR |
20.77 |
20.47 |
-0.30 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,666.00 |
1,660.78 |
1,632.81 |
|
| R3 |
1,650.32 |
1,645.10 |
1,628.50 |
|
| R2 |
1,634.64 |
1,634.64 |
1,627.06 |
|
| R1 |
1,629.42 |
1,629.42 |
1,625.63 |
1,632.03 |
| PP |
1,618.96 |
1,618.96 |
1,618.96 |
1,620.27 |
| S1 |
1,613.74 |
1,613.74 |
1,622.75 |
1,616.35 |
| S2 |
1,603.28 |
1,603.28 |
1,621.32 |
|
| S3 |
1,587.60 |
1,598.06 |
1,619.88 |
|
| S4 |
1,571.92 |
1,582.38 |
1,615.57 |
|
|
| Weekly Pivots for week ending 24-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,703.90 |
1,691.18 |
1,631.56 |
|
| R3 |
1,671.55 |
1,658.83 |
1,622.67 |
|
| R2 |
1,639.20 |
1,639.20 |
1,619.70 |
|
| R1 |
1,626.48 |
1,626.48 |
1,616.74 |
1,632.84 |
| PP |
1,606.85 |
1,606.85 |
1,606.85 |
1,610.03 |
| S1 |
1,594.13 |
1,594.13 |
1,610.80 |
1,600.49 |
| S2 |
1,574.50 |
1,574.50 |
1,607.84 |
|
| S3 |
1,542.15 |
1,561.78 |
1,604.87 |
|
| S4 |
1,509.80 |
1,529.43 |
1,595.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,624.19 |
1,594.89 |
29.30 |
1.8% |
16.56 |
1.0% |
100% |
True |
False |
|
| 10 |
1,635.70 |
1,587.21 |
48.49 |
3.0% |
18.62 |
1.1% |
76% |
False |
False |
|
| 20 |
1,635.70 |
1,571.11 |
64.59 |
4.0% |
20.47 |
1.3% |
82% |
False |
False |
|
| 40 |
1,635.70 |
1,479.86 |
155.84 |
9.6% |
19.68 |
1.2% |
93% |
False |
False |
|
| 60 |
1,635.70 |
1,416.29 |
219.41 |
13.5% |
20.75 |
1.3% |
95% |
False |
False |
|
| 80 |
1,635.70 |
1,370.01 |
265.69 |
16.4% |
20.23 |
1.2% |
96% |
False |
False |
|
| 100 |
1,635.70 |
1,301.93 |
333.77 |
20.5% |
20.11 |
1.2% |
97% |
False |
False |
|
| 120 |
1,635.70 |
1,301.93 |
333.77 |
20.5% |
20.74 |
1.3% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,690.83 |
|
2.618 |
1,665.24 |
|
1.618 |
1,649.56 |
|
1.000 |
1,639.87 |
|
0.618 |
1,633.88 |
|
HIGH |
1,624.19 |
|
0.618 |
1,618.20 |
|
0.500 |
1,616.35 |
|
0.382 |
1,614.50 |
|
LOW |
1,608.51 |
|
0.618 |
1,598.82 |
|
1.000 |
1,592.83 |
|
1.618 |
1,583.14 |
|
2.618 |
1,567.46 |
|
4.250 |
1,541.87 |
|
|