| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2004 |
12-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
9,931.24 |
9,936.48 |
5.24 |
0.1% |
10,138.50 |
| High |
9,954.18 |
9,936.48 |
-17.70 |
-0.2% |
10,203.60 |
| Low |
9,841.36 |
9,808.54 |
-32.82 |
-0.3% |
9,793.05 |
| Close |
9,938.32 |
9,814.59 |
-123.73 |
-1.2% |
9,815.33 |
| Range |
112.82 |
127.94 |
15.12 |
13.4% |
410.55 |
| ATR |
107.02 |
108.65 |
1.63 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,237.02 |
10,153.75 |
9,884.96 |
|
| R3 |
10,109.08 |
10,025.81 |
9,849.77 |
|
| R2 |
9,981.14 |
9,981.14 |
9,838.05 |
|
| R1 |
9,897.87 |
9,897.87 |
9,826.32 |
9,875.54 |
| PP |
9,853.20 |
9,853.20 |
9,853.20 |
9,842.04 |
| S1 |
9,769.93 |
9,769.93 |
9,802.86 |
9,747.60 |
| S2 |
9,725.26 |
9,725.26 |
9,791.13 |
|
| S3 |
9,597.32 |
9,641.99 |
9,779.41 |
|
| S4 |
9,469.38 |
9,514.05 |
9,744.22 |
|
|
| 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 |
9,960.74 |
9,793.05 |
167.69 |
1.7% |
117.04 |
1.2% |
13% |
False |
False |
|
| 10 |
10,203.60 |
9,793.05 |
410.55 |
4.2% |
109.40 |
1.1% |
5% |
False |
False |
|
| 20 |
10,238.40 |
9,793.05 |
445.35 |
4.5% |
112.88 |
1.2% |
5% |
False |
False |
|
| 40 |
10,487.50 |
9,793.05 |
694.45 |
7.1% |
100.99 |
1.0% |
3% |
False |
False |
|
| 60 |
10,487.50 |
9,793.05 |
694.45 |
7.1% |
98.42 |
1.0% |
3% |
False |
False |
|
| 80 |
10,537.40 |
9,793.05 |
744.35 |
7.6% |
105.80 |
1.1% |
3% |
False |
False |
|
| 100 |
10,570.80 |
9,793.05 |
777.75 |
7.9% |
106.26 |
1.1% |
3% |
False |
False |
|
| 120 |
10,695.50 |
9,793.05 |
902.45 |
9.2% |
107.18 |
1.1% |
2% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,480.23 |
|
2.618 |
10,271.43 |
|
1.618 |
10,143.49 |
|
1.000 |
10,064.42 |
|
0.618 |
10,015.55 |
|
HIGH |
9,936.48 |
|
0.618 |
9,887.61 |
|
0.500 |
9,872.51 |
|
0.382 |
9,857.41 |
|
LOW |
9,808.54 |
|
0.618 |
9,729.47 |
|
1.000 |
9,680.60 |
|
1.618 |
9,601.53 |
|
2.618 |
9,473.59 |
|
4.250 |
9,264.80 |
|
|