| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2004 |
06-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
10,127.10 |
9,960.67 |
-166.43 |
-1.6% |
10,138.50 |
| High |
10,129.10 |
9,960.74 |
-168.36 |
-1.7% |
10,203.60 |
| Low |
9,955.73 |
9,793.05 |
-162.68 |
-1.6% |
9,793.05 |
| Close |
9,963.03 |
9,815.33 |
-147.70 |
-1.5% |
9,815.33 |
| Range |
173.37 |
167.69 |
-5.68 |
-3.3% |
410.55 |
| ATR |
104.50 |
109.18 |
4.68 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,359.44 |
10,255.08 |
9,907.56 |
|
| R3 |
10,191.75 |
10,087.39 |
9,861.44 |
|
| R2 |
10,024.06 |
10,024.06 |
9,846.07 |
|
| R1 |
9,919.70 |
9,919.70 |
9,830.70 |
9,888.04 |
| PP |
9,856.37 |
9,856.37 |
9,856.37 |
9,840.54 |
| S1 |
9,752.01 |
9,752.01 |
9,799.96 |
9,720.35 |
| S2 |
9,688.68 |
9,688.68 |
9,784.59 |
|
| S3 |
9,520.99 |
9,584.32 |
9,769.22 |
|
| S4 |
9,353.30 |
9,416.63 |
9,723.10 |
|
|
| Weekly Pivots for week ending 06-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,168.98 |
10,902.70 |
10,041.13 |
|
| R3 |
10,758.43 |
10,492.15 |
9,928.23 |
|
| R2 |
10,347.88 |
10,347.88 |
9,890.60 |
|
| R1 |
10,081.60 |
10,081.60 |
9,852.96 |
10,009.47 |
| PP |
9,937.33 |
9,937.33 |
9,937.33 |
9,901.26 |
| S1 |
9,671.05 |
9,671.05 |
9,777.70 |
9,598.92 |
| S2 |
9,526.78 |
9,526.78 |
9,740.06 |
|
| S3 |
9,116.23 |
9,260.50 |
9,702.43 |
|
| S4 |
8,705.68 |
8,849.95 |
9,589.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,203.60 |
9,793.05 |
410.55 |
4.2% |
122.61 |
1.2% |
5% |
False |
True |
|
| 10 |
10,203.60 |
9,793.05 |
410.55 |
4.2% |
113.68 |
1.2% |
5% |
False |
True |
|
| 20 |
10,286.90 |
9,793.05 |
493.85 |
5.0% |
107.44 |
1.1% |
5% |
False |
True |
|
| 40 |
10,487.50 |
9,793.05 |
694.45 |
7.1% |
97.23 |
1.0% |
3% |
False |
True |
|
| 60 |
10,487.50 |
9,793.05 |
694.45 |
7.1% |
101.02 |
1.0% |
3% |
False |
True |
|
| 80 |
10,537.40 |
9,793.05 |
744.35 |
7.6% |
104.79 |
1.1% |
3% |
False |
True |
|
| 100 |
10,570.80 |
9,793.05 |
777.75 |
7.9% |
107.15 |
1.1% |
3% |
False |
True |
|
| 120 |
10,753.60 |
9,793.05 |
960.55 |
9.8% |
106.91 |
1.1% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,673.42 |
|
2.618 |
10,399.75 |
|
1.618 |
10,232.06 |
|
1.000 |
10,128.43 |
|
0.618 |
10,064.37 |
|
HIGH |
9,960.74 |
|
0.618 |
9,896.68 |
|
0.500 |
9,876.90 |
|
0.382 |
9,857.11 |
|
LOW |
9,793.05 |
|
0.618 |
9,689.42 |
|
1.000 |
9,625.36 |
|
1.618 |
9,521.73 |
|
2.618 |
9,354.04 |
|
4.250 |
9,080.37 |
|
|