| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2005 |
01-Feb-2005 |
Change |
Change % |
Previous Week |
| Open |
1,515.16 |
1,521.00 |
5.84 |
0.4% |
1,507.79 |
| High |
1,523.27 |
1,527.91 |
4.64 |
0.3% |
1,513.44 |
| Low |
1,513.06 |
1,517.30 |
4.24 |
0.3% |
1,480.66 |
| Close |
1,519.63 |
1,523.66 |
4.03 |
0.3% |
1,499.46 |
| Range |
10.21 |
10.61 |
0.40 |
3.9% |
32.78 |
| ATR |
22.74 |
21.88 |
-0.87 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.79 |
1,549.83 |
1,529.50 |
|
| R3 |
1,544.18 |
1,539.22 |
1,526.58 |
|
| R2 |
1,533.57 |
1,533.57 |
1,525.61 |
|
| R1 |
1,528.61 |
1,528.61 |
1,524.63 |
1,531.09 |
| PP |
1,522.96 |
1,522.96 |
1,522.96 |
1,524.20 |
| S1 |
1,518.00 |
1,518.00 |
1,522.69 |
1,520.48 |
| S2 |
1,512.35 |
1,512.35 |
1,521.71 |
|
| S3 |
1,501.74 |
1,507.39 |
1,520.74 |
|
| S4 |
1,491.13 |
1,496.78 |
1,517.82 |
|
|
| Weekly Pivots for week ending 28-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.19 |
1,580.61 |
1,517.49 |
|
| R3 |
1,563.41 |
1,547.83 |
1,508.47 |
|
| R2 |
1,530.63 |
1,530.63 |
1,505.47 |
|
| R1 |
1,515.05 |
1,515.05 |
1,502.46 |
1,506.45 |
| PP |
1,497.85 |
1,497.85 |
1,497.85 |
1,493.56 |
| S1 |
1,482.27 |
1,482.27 |
1,496.46 |
1,473.67 |
| S2 |
1,465.07 |
1,465.07 |
1,493.45 |
|
| S3 |
1,432.29 |
1,449.49 |
1,490.45 |
|
| S4 |
1,399.51 |
1,416.71 |
1,481.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,527.91 |
1,486.76 |
41.15 |
2.7% |
16.08 |
1.1% |
90% |
True |
False |
|
| 10 |
1,573.02 |
1,480.66 |
92.36 |
6.1% |
19.49 |
1.3% |
47% |
False |
False |
|
| 20 |
1,612.78 |
1,480.66 |
132.12 |
8.7% |
21.12 |
1.4% |
33% |
False |
False |
|
| 40 |
1,635.70 |
1,480.66 |
155.04 |
10.2% |
20.27 |
1.3% |
28% |
False |
False |
|
| 60 |
1,635.70 |
1,480.66 |
155.04 |
10.2% |
19.70 |
1.3% |
28% |
False |
False |
|
| 80 |
1,635.70 |
1,416.29 |
219.41 |
14.4% |
20.77 |
1.4% |
49% |
False |
False |
|
| 100 |
1,635.70 |
1,376.99 |
258.71 |
17.0% |
20.20 |
1.3% |
57% |
False |
False |
|
| 120 |
1,635.70 |
1,301.93 |
333.77 |
21.9% |
20.13 |
1.3% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,573.00 |
|
2.618 |
1,555.69 |
|
1.618 |
1,545.08 |
|
1.000 |
1,538.52 |
|
0.618 |
1,534.47 |
|
HIGH |
1,527.91 |
|
0.618 |
1,523.86 |
|
0.500 |
1,522.61 |
|
0.382 |
1,521.35 |
|
LOW |
1,517.30 |
|
0.618 |
1,510.74 |
|
1.000 |
1,506.69 |
|
1.618 |
1,500.13 |
|
2.618 |
1,489.52 |
|
4.250 |
1,472.21 |
|
|