| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2004 |
15-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
10,232.80 |
10,208.20 |
-24.60 |
-0.2% |
10,280.30 |
| High |
10,286.90 |
10,235.70 |
-51.20 |
-0.5% |
10,280.30 |
| Low |
10,172.40 |
10,162.90 |
-9.50 |
-0.1% |
10,166.30 |
| Close |
10,208.80 |
10,163.20 |
-45.60 |
-0.4% |
10,213.20 |
| Range |
114.50 |
72.80 |
-41.70 |
-36.4% |
114.00 |
| ATR |
90.84 |
89.55 |
-1.29 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,405.67 |
10,357.23 |
10,203.24 |
|
| R3 |
10,332.87 |
10,284.43 |
10,183.22 |
|
| R2 |
10,260.07 |
10,260.07 |
10,176.55 |
|
| R1 |
10,211.63 |
10,211.63 |
10,169.87 |
10,199.45 |
| PP |
10,187.27 |
10,187.27 |
10,187.27 |
10,181.18 |
| S1 |
10,138.83 |
10,138.83 |
10,156.53 |
10,126.65 |
| S2 |
10,114.47 |
10,114.47 |
10,149.85 |
|
| S3 |
10,041.67 |
10,066.03 |
10,143.18 |
|
| S4 |
9,968.87 |
9,993.23 |
10,123.16 |
|
|
| Weekly Pivots for week ending 09-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,561.93 |
10,501.57 |
10,275.90 |
|
| R3 |
10,447.93 |
10,387.57 |
10,244.55 |
|
| R2 |
10,333.93 |
10,333.93 |
10,234.10 |
|
| R1 |
10,273.57 |
10,273.57 |
10,223.65 |
10,246.75 |
| PP |
10,219.93 |
10,219.93 |
10,219.93 |
10,206.53 |
| S1 |
10,159.57 |
10,159.57 |
10,202.75 |
10,132.75 |
| S2 |
10,105.93 |
10,105.93 |
10,192.30 |
|
| S3 |
9,991.93 |
10,045.57 |
10,181.85 |
|
| S4 |
9,877.93 |
9,931.57 |
10,150.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,286.90 |
10,162.20 |
124.70 |
1.2% |
74.98 |
0.7% |
1% |
False |
False |
|
| 10 |
10,448.10 |
10,162.20 |
285.90 |
2.8% |
87.13 |
0.9% |
0% |
False |
False |
|
| 20 |
10,487.50 |
10,162.20 |
325.30 |
3.2% |
89.11 |
0.9% |
0% |
False |
False |
|
| 40 |
10,487.50 |
9,900.59 |
586.91 |
5.8% |
91.18 |
0.9% |
45% |
False |
False |
|
| 60 |
10,537.40 |
9,852.19 |
685.21 |
6.7% |
103.44 |
1.0% |
45% |
False |
False |
|
| 80 |
10,570.80 |
9,852.19 |
718.61 |
7.1% |
104.61 |
1.0% |
43% |
False |
False |
|
| 100 |
10,695.50 |
9,852.19 |
843.31 |
8.3% |
106.04 |
1.0% |
37% |
False |
False |
|
| 120 |
10,753.60 |
9,852.19 |
901.41 |
8.9% |
105.79 |
1.0% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,545.10 |
|
2.618 |
10,426.29 |
|
1.618 |
10,353.49 |
|
1.000 |
10,308.50 |
|
0.618 |
10,280.69 |
|
HIGH |
10,235.70 |
|
0.618 |
10,207.89 |
|
0.500 |
10,199.30 |
|
0.382 |
10,190.71 |
|
LOW |
10,162.90 |
|
0.618 |
10,117.91 |
|
1.000 |
10,090.10 |
|
1.618 |
10,045.11 |
|
2.618 |
9,972.31 |
|
4.250 |
9,853.50 |
|
|