| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2004 |
27-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
9,964.71 |
9,963.54 |
-1.17 |
0.0% |
10,141.00 |
| High |
10,003.80 |
10,103.10 |
99.30 |
1.0% |
10,237.10 |
| Low |
9,913.92 |
9,963.54 |
49.62 |
0.5% |
9,931.77 |
| Close |
9,961.92 |
10,085.10 |
123.18 |
1.2% |
9,962.22 |
| Range |
89.88 |
139.56 |
49.68 |
55.3% |
305.33 |
| ATR |
99.68 |
102.64 |
2.96 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,469.26 |
10,416.74 |
10,161.86 |
|
| R3 |
10,329.70 |
10,277.18 |
10,123.48 |
|
| R2 |
10,190.14 |
10,190.14 |
10,110.69 |
|
| R1 |
10,137.62 |
10,137.62 |
10,097.89 |
10,163.88 |
| PP |
10,050.58 |
10,050.58 |
10,050.58 |
10,063.71 |
| S1 |
9,998.06 |
9,998.06 |
10,072.31 |
10,024.32 |
| S2 |
9,911.02 |
9,911.02 |
10,059.51 |
|
| S3 |
9,771.46 |
9,858.50 |
10,046.72 |
|
| S4 |
9,631.90 |
9,718.94 |
10,008.34 |
|
|
| 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 |
9,913.92 |
323.18 |
3.2% |
132.26 |
1.3% |
53% |
False |
False |
|
| 10 |
10,286.90 |
9,913.92 |
372.98 |
3.7% |
112.01 |
1.1% |
46% |
False |
False |
|
| 20 |
10,471.20 |
9,913.92 |
557.28 |
5.5% |
99.35 |
1.0% |
31% |
False |
False |
|
| 40 |
10,487.50 |
9,913.92 |
573.58 |
5.7% |
92.11 |
0.9% |
30% |
False |
False |
|
| 60 |
10,487.50 |
9,852.19 |
635.31 |
6.3% |
101.40 |
1.0% |
37% |
False |
False |
|
| 80 |
10,570.80 |
9,852.19 |
718.61 |
7.1% |
104.62 |
1.0% |
32% |
False |
False |
|
| 100 |
10,651.30 |
9,852.19 |
799.11 |
7.9% |
108.37 |
1.1% |
29% |
False |
False |
|
| 120 |
10,753.60 |
9,852.19 |
901.41 |
8.9% |
105.58 |
1.0% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,696.23 |
|
2.618 |
10,468.47 |
|
1.618 |
10,328.91 |
|
1.000 |
10,242.66 |
|
0.618 |
10,189.35 |
|
HIGH |
10,103.10 |
|
0.618 |
10,049.79 |
|
0.500 |
10,033.32 |
|
0.382 |
10,016.85 |
|
LOW |
9,963.54 |
|
0.618 |
9,877.29 |
|
1.000 |
9,823.98 |
|
1.618 |
9,737.73 |
|
2.618 |
9,598.17 |
|
4.250 |
9,370.41 |
|
|