| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2004 |
30-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
1,619.36 |
1,626.21 |
6.85 |
0.4% |
1,603.84 |
| High |
1,629.90 |
1,628.74 |
-1.16 |
-0.1% |
1,619.56 |
| Low |
1,619.36 |
1,621.58 |
2.22 |
0.1% |
1,587.21 |
| Close |
1,624.95 |
1,623.76 |
-1.19 |
-0.1% |
1,613.77 |
| Range |
10.54 |
7.16 |
-3.38 |
-32.1% |
32.35 |
| ATR |
19.76 |
18.86 |
-0.90 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.17 |
1,642.13 |
1,627.70 |
|
| R3 |
1,639.01 |
1,634.97 |
1,625.73 |
|
| R2 |
1,631.85 |
1,631.85 |
1,625.07 |
|
| R1 |
1,627.81 |
1,627.81 |
1,624.42 |
1,626.25 |
| PP |
1,624.69 |
1,624.69 |
1,624.69 |
1,623.92 |
| S1 |
1,620.65 |
1,620.65 |
1,623.10 |
1,619.09 |
| S2 |
1,617.53 |
1,617.53 |
1,622.45 |
|
| S3 |
1,610.37 |
1,613.49 |
1,621.79 |
|
| S4 |
1,603.21 |
1,606.33 |
1,619.82 |
|
|
| 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 |
1,629.90 |
1,600.25 |
29.65 |
1.8% |
13.49 |
0.8% |
79% |
False |
False |
|
| 10 |
1,629.90 |
1,587.21 |
42.69 |
2.6% |
16.97 |
1.0% |
86% |
False |
False |
|
| 20 |
1,635.70 |
1,577.77 |
57.93 |
3.6% |
19.31 |
1.2% |
79% |
False |
False |
|
| 40 |
1,635.70 |
1,492.23 |
143.47 |
8.8% |
19.24 |
1.2% |
92% |
False |
False |
|
| 60 |
1,635.70 |
1,416.29 |
219.41 |
13.5% |
20.59 |
1.3% |
95% |
False |
False |
|
| 80 |
1,635.70 |
1,373.37 |
262.33 |
16.2% |
19.93 |
1.2% |
95% |
False |
False |
|
| 100 |
1,635.70 |
1,301.93 |
333.77 |
20.6% |
19.90 |
1.2% |
96% |
False |
False |
|
| 120 |
1,635.70 |
1,301.93 |
333.77 |
20.6% |
20.60 |
1.3% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.17 |
|
2.618 |
1,647.48 |
|
1.618 |
1,640.32 |
|
1.000 |
1,635.90 |
|
0.618 |
1,633.16 |
|
HIGH |
1,628.74 |
|
0.618 |
1,626.00 |
|
0.500 |
1,625.16 |
|
0.382 |
1,624.32 |
|
LOW |
1,621.58 |
|
0.618 |
1,617.16 |
|
1.000 |
1,614.42 |
|
1.618 |
1,610.00 |
|
2.618 |
1,602.84 |
|
4.250 |
1,591.15 |
|
|