| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2004 |
23-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
10,047.60 |
10,045.50 |
-2.10 |
0.0% |
10,141.00 |
| High |
10,073.50 |
10,045.50 |
-28.00 |
-0.3% |
10,237.10 |
| Low |
9,946.88 |
9,931.77 |
-15.11 |
-0.2% |
9,931.77 |
| Close |
10,050.30 |
9,962.22 |
-88.08 |
-0.9% |
9,962.22 |
| Range |
126.62 |
113.73 |
-12.89 |
-10.2% |
305.33 |
| ATR |
99.04 |
100.43 |
1.39 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,321.02 |
10,255.35 |
10,024.77 |
|
| R3 |
10,207.29 |
10,141.62 |
9,993.50 |
|
| R2 |
10,093.56 |
10,093.56 |
9,983.07 |
|
| R1 |
10,027.89 |
10,027.89 |
9,972.65 |
10,003.86 |
| PP |
9,979.83 |
9,979.83 |
9,979.83 |
9,967.82 |
| S1 |
9,914.16 |
9,914.16 |
9,951.79 |
9,890.13 |
| S2 |
9,866.10 |
9,866.10 |
9,941.37 |
|
| S3 |
9,752.37 |
9,800.43 |
9,930.94 |
|
| S4 |
9,638.64 |
9,686.70 |
9,899.67 |
|
|
| Weekly Pivots for week ending 23-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,959.69 |
10,766.28 |
10,130.15 |
|
| R3 |
10,654.36 |
10,460.95 |
10,046.19 |
|
| R2 |
10,349.03 |
10,349.03 |
10,018.20 |
|
| R1 |
10,155.62 |
10,155.62 |
9,990.21 |
10,099.66 |
| PP |
10,043.70 |
10,043.70 |
10,043.70 |
10,015.72 |
| S1 |
9,850.29 |
9,850.29 |
9,934.23 |
9,794.33 |
| S2 |
9,738.37 |
9,738.37 |
9,906.24 |
|
| S3 |
9,433.04 |
9,544.96 |
9,878.25 |
|
| S4 |
9,127.71 |
9,239.63 |
9,794.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,237.10 |
9,931.77 |
305.33 |
3.1% |
120.01 |
1.2% |
10% |
False |
True |
|
| 10 |
10,286.90 |
9,931.77 |
355.13 |
3.6% |
101.21 |
1.0% |
9% |
False |
True |
|
| 20 |
10,487.50 |
9,931.77 |
555.73 |
5.6% |
100.09 |
1.0% |
5% |
False |
True |
|
| 40 |
10,487.50 |
9,931.77 |
555.73 |
5.6% |
90.46 |
0.9% |
5% |
False |
True |
|
| 60 |
10,487.50 |
9,852.19 |
635.31 |
6.4% |
103.11 |
1.0% |
17% |
False |
False |
|
| 80 |
10,570.80 |
9,852.19 |
718.61 |
7.2% |
103.85 |
1.0% |
15% |
False |
False |
|
| 100 |
10,678.40 |
9,852.19 |
826.21 |
8.3% |
107.77 |
1.1% |
13% |
False |
False |
|
| 120 |
10,753.60 |
9,852.19 |
901.41 |
9.0% |
105.39 |
1.1% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,528.85 |
|
2.618 |
10,343.25 |
|
1.618 |
10,229.52 |
|
1.000 |
10,159.23 |
|
0.618 |
10,115.79 |
|
HIGH |
10,045.50 |
|
0.618 |
10,002.06 |
|
0.500 |
9,988.64 |
|
0.382 |
9,975.21 |
|
LOW |
9,931.77 |
|
0.618 |
9,861.48 |
|
1.000 |
9,818.04 |
|
1.618 |
9,747.75 |
|
2.618 |
9,634.02 |
|
4.250 |
9,448.42 |
|
|