| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2004 |
22-Apr-2004 |
Change |
Change % |
Previous Week |
| Open |
10,311.90 |
10,315.00 |
3.10 |
0.0% |
10,444.40 |
| High |
10,332.90 |
10,496.60 |
163.70 |
1.6% |
10,552.60 |
| Low |
10,250.50 |
10,292.30 |
41.80 |
0.4% |
10,322.20 |
| Close |
10,317.30 |
10,461.20 |
143.90 |
1.4% |
10,452.00 |
| Range |
82.40 |
204.30 |
121.90 |
147.9% |
230.40 |
| ATR |
109.82 |
116.57 |
6.75 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,029.60 |
10,949.70 |
10,573.57 |
|
| R3 |
10,825.30 |
10,745.40 |
10,517.38 |
|
| R2 |
10,621.00 |
10,621.00 |
10,498.66 |
|
| R1 |
10,541.10 |
10,541.10 |
10,479.93 |
10,581.05 |
| PP |
10,416.70 |
10,416.70 |
10,416.70 |
10,436.68 |
| S1 |
10,336.80 |
10,336.80 |
10,442.47 |
10,376.75 |
| S2 |
10,212.40 |
10,212.40 |
10,423.75 |
|
| S3 |
10,008.10 |
10,132.50 |
10,405.02 |
|
| S4 |
9,803.80 |
9,928.20 |
10,348.84 |
|
|
| Weekly Pivots for week ending 16-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,133.47 |
11,023.13 |
10,578.72 |
|
| R3 |
10,903.07 |
10,792.73 |
10,515.36 |
|
| R2 |
10,672.67 |
10,672.67 |
10,494.24 |
|
| R1 |
10,562.33 |
10,562.33 |
10,473.12 |
10,617.50 |
| PP |
10,442.27 |
10,442.27 |
10,442.27 |
10,469.85 |
| S1 |
10,331.93 |
10,331.93 |
10,430.88 |
10,387.10 |
| S2 |
10,211.87 |
10,211.87 |
10,409.76 |
|
| S3 |
9,981.47 |
10,101.53 |
10,388.64 |
|
| S4 |
9,751.07 |
9,871.13 |
10,325.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,496.60 |
10,250.50 |
246.10 |
2.4% |
119.36 |
1.1% |
86% |
True |
False |
|
| 10 |
10,554.10 |
10,250.50 |
303.60 |
2.9% |
123.09 |
1.2% |
69% |
False |
False |
|
| 20 |
10,570.80 |
10,049.50 |
521.30 |
5.0% |
113.21 |
1.1% |
79% |
False |
False |
|
| 40 |
10,695.50 |
10,007.50 |
688.00 |
6.6% |
115.08 |
1.1% |
66% |
False |
False |
|
| 60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
109.91 |
1.1% |
61% |
False |
False |
|
| 80 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.14 |
1.0% |
61% |
False |
False |
|
| 100 |
10,753.60 |
9,764.83 |
988.77 |
9.5% |
101.82 |
1.0% |
70% |
False |
False |
|
| 120 |
10,753.60 |
9,585.50 |
1,168.10 |
11.2% |
100.34 |
1.0% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,364.88 |
|
2.618 |
11,031.46 |
|
1.618 |
10,827.16 |
|
1.000 |
10,700.90 |
|
0.618 |
10,622.86 |
|
HIGH |
10,496.60 |
|
0.618 |
10,418.56 |
|
0.500 |
10,394.45 |
|
0.382 |
10,370.34 |
|
LOW |
10,292.30 |
|
0.618 |
10,166.04 |
|
1.000 |
10,088.00 |
|
1.618 |
9,961.74 |
|
2.618 |
9,757.44 |
|
4.250 |
9,424.03 |
|
|