| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2004 |
19-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
9,964.22 |
10,082.80 |
118.58 |
1.2% |
9,816.14 |
| High |
10,083.20 |
10,082.80 |
-0.40 |
0.0% |
9,954.18 |
| Low |
9,934.05 |
9,989.87 |
55.82 |
0.6% |
9,783.91 |
| Close |
10,083.20 |
10,040.80 |
-42.40 |
-0.4% |
9,825.35 |
| Range |
149.15 |
92.93 |
-56.22 |
-37.7% |
170.27 |
| ATR |
108.98 |
107.86 |
-1.12 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,316.61 |
10,271.64 |
10,091.91 |
|
| R3 |
10,223.68 |
10,178.71 |
10,066.36 |
|
| R2 |
10,130.75 |
10,130.75 |
10,057.84 |
|
| R1 |
10,085.78 |
10,085.78 |
10,049.32 |
10,061.80 |
| PP |
10,037.82 |
10,037.82 |
10,037.82 |
10,025.84 |
| S1 |
9,992.85 |
9,992.85 |
10,032.28 |
9,968.87 |
| S2 |
9,944.89 |
9,944.89 |
10,023.76 |
|
| S3 |
9,851.96 |
9,899.92 |
10,015.24 |
|
| S4 |
9,759.03 |
9,806.99 |
9,989.69 |
|
|
| 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 |
10,083.20 |
9,783.91 |
299.29 |
3.0% |
105.32 |
1.0% |
86% |
False |
False |
|
| 10 |
10,083.20 |
9,783.91 |
299.29 |
3.0% |
111.18 |
1.1% |
86% |
False |
False |
|
| 20 |
10,203.60 |
9,783.91 |
419.69 |
4.2% |
109.73 |
1.1% |
61% |
False |
False |
|
| 40 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
103.42 |
1.0% |
37% |
False |
False |
|
| 60 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
98.42 |
1.0% |
37% |
False |
False |
|
| 80 |
10,537.40 |
9,783.91 |
753.49 |
7.5% |
104.54 |
1.0% |
34% |
False |
False |
|
| 100 |
10,570.80 |
9,783.91 |
786.89 |
7.8% |
105.27 |
1.0% |
33% |
False |
False |
|
| 120 |
10,695.50 |
9,783.91 |
911.59 |
9.1% |
108.10 |
1.1% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,477.75 |
|
2.618 |
10,326.09 |
|
1.618 |
10,233.16 |
|
1.000 |
10,175.73 |
|
0.618 |
10,140.23 |
|
HIGH |
10,082.80 |
|
0.618 |
10,047.30 |
|
0.500 |
10,036.34 |
|
0.382 |
10,025.37 |
|
LOW |
9,989.87 |
|
0.618 |
9,932.44 |
|
1.000 |
9,896.94 |
|
1.618 |
9,839.51 |
|
2.618 |
9,746.58 |
|
4.250 |
9,594.92 |
|
|