| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2004 |
13-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
9,936.48 |
9,814.11 |
-122.37 |
-1.2% |
9,816.14 |
| High |
9,936.48 |
9,854.92 |
-81.56 |
-0.8% |
9,954.18 |
| Low |
9,808.54 |
9,783.91 |
-24.63 |
-0.3% |
9,783.91 |
| Close |
9,814.59 |
9,825.35 |
10.76 |
0.1% |
9,825.35 |
| Range |
127.94 |
71.01 |
-56.93 |
-44.5% |
170.27 |
| ATR |
108.65 |
105.96 |
-2.69 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,034.42 |
10,000.90 |
9,864.41 |
|
| R3 |
9,963.41 |
9,929.89 |
9,844.88 |
|
| R2 |
9,892.40 |
9,892.40 |
9,838.37 |
|
| R1 |
9,858.88 |
9,858.88 |
9,831.86 |
9,875.64 |
| PP |
9,821.39 |
9,821.39 |
9,821.39 |
9,829.78 |
| S1 |
9,787.87 |
9,787.87 |
9,818.84 |
9,804.63 |
| S2 |
9,750.38 |
9,750.38 |
9,812.33 |
|
| S3 |
9,679.37 |
9,716.86 |
9,805.82 |
|
| S4 |
9,608.36 |
9,645.85 |
9,786.29 |
|
|
| Weekly Pivots for week ending 13-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,365.29 |
10,265.59 |
9,919.00 |
|
| R3 |
10,195.02 |
10,095.32 |
9,872.17 |
|
| R2 |
10,024.75 |
10,024.75 |
9,856.57 |
|
| R1 |
9,925.05 |
9,925.05 |
9,840.96 |
9,974.90 |
| PP |
9,854.48 |
9,854.48 |
9,854.48 |
9,879.41 |
| S1 |
9,754.78 |
9,754.78 |
9,809.74 |
9,804.63 |
| S2 |
9,684.21 |
9,684.21 |
9,794.13 |
|
| S3 |
9,513.94 |
9,584.51 |
9,778.53 |
|
| S4 |
9,343.67 |
9,414.24 |
9,731.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,954.18 |
9,783.91 |
170.27 |
1.7% |
97.71 |
1.0% |
24% |
False |
True |
|
| 10 |
10,203.60 |
9,783.91 |
419.69 |
4.3% |
110.16 |
1.1% |
10% |
False |
True |
|
| 20 |
10,237.10 |
9,783.91 |
453.19 |
4.6% |
111.27 |
1.1% |
9% |
False |
True |
|
| 40 |
10,487.50 |
9,783.91 |
703.59 |
7.2% |
101.47 |
1.0% |
6% |
False |
True |
|
| 60 |
10,487.50 |
9,783.91 |
703.59 |
7.2% |
98.26 |
1.0% |
6% |
False |
True |
|
| 80 |
10,537.40 |
9,783.91 |
753.49 |
7.7% |
104.51 |
1.1% |
5% |
False |
True |
|
| 100 |
10,570.80 |
9,783.91 |
786.89 |
8.0% |
105.23 |
1.1% |
5% |
False |
True |
|
| 120 |
10,695.50 |
9,783.91 |
911.59 |
9.3% |
107.07 |
1.1% |
5% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,156.71 |
|
2.618 |
10,040.82 |
|
1.618 |
9,969.81 |
|
1.000 |
9,925.93 |
|
0.618 |
9,898.80 |
|
HIGH |
9,854.92 |
|
0.618 |
9,827.79 |
|
0.500 |
9,819.42 |
|
0.382 |
9,811.04 |
|
LOW |
9,783.91 |
|
0.618 |
9,740.03 |
|
1.000 |
9,712.90 |
|
1.618 |
9,669.02 |
|
2.618 |
9,598.01 |
|
4.250 |
9,482.12 |
|
|