| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2004 |
25-Aug-2004 |
Change |
Change % |
Previous Week |
| Open |
10,074.90 |
10,098.50 |
23.60 |
0.2% |
9,825.35 |
| High |
10,146.80 |
10,199.20 |
52.40 |
0.5% |
10,126.90 |
| Low |
10,062.10 |
10,068.10 |
6.00 |
0.1% |
9,825.35 |
| Close |
10,098.60 |
10,181.70 |
83.10 |
0.8% |
10,110.10 |
| Range |
84.70 |
131.10 |
46.40 |
54.8% |
301.55 |
| ATR |
103.64 |
105.60 |
1.96 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,542.97 |
10,493.43 |
10,253.81 |
|
| R3 |
10,411.87 |
10,362.33 |
10,217.75 |
|
| R2 |
10,280.77 |
10,280.77 |
10,205.74 |
|
| R1 |
10,231.23 |
10,231.23 |
10,193.72 |
10,256.00 |
| PP |
10,149.67 |
10,149.67 |
10,149.67 |
10,162.05 |
| S1 |
10,100.13 |
10,100.13 |
10,169.68 |
10,124.90 |
| S2 |
10,018.57 |
10,018.57 |
10,157.67 |
|
| S3 |
9,887.47 |
9,969.03 |
10,145.65 |
|
| S4 |
9,756.37 |
9,837.93 |
10,109.60 |
|
|
| Weekly Pivots for week ending 20-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,925.43 |
10,819.32 |
10,275.95 |
|
| R3 |
10,623.88 |
10,517.77 |
10,193.03 |
|
| R2 |
10,322.33 |
10,322.33 |
10,165.38 |
|
| R1 |
10,216.22 |
10,216.22 |
10,137.74 |
10,269.28 |
| PP |
10,020.78 |
10,020.78 |
10,020.78 |
10,047.31 |
| S1 |
9,914.67 |
9,914.67 |
10,082.46 |
9,967.73 |
| S2 |
9,719.23 |
9,719.23 |
10,054.82 |
|
| S3 |
9,417.68 |
9,613.12 |
10,027.17 |
|
| S4 |
9,116.13 |
9,311.57 |
9,944.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,199.20 |
9,989.87 |
209.33 |
2.1% |
97.25 |
1.0% |
92% |
True |
False |
|
| 10 |
10,199.20 |
9,783.91 |
415.29 |
4.1% |
104.79 |
1.0% |
96% |
True |
False |
|
| 20 |
10,203.60 |
9,783.91 |
419.69 |
4.1% |
104.60 |
1.0% |
95% |
False |
False |
|
| 40 |
10,471.20 |
9,783.91 |
687.29 |
6.8% |
103.61 |
1.0% |
58% |
False |
False |
|
| 60 |
10,487.50 |
9,783.91 |
703.59 |
6.9% |
98.09 |
1.0% |
57% |
False |
False |
|
| 80 |
10,487.50 |
9,783.91 |
703.59 |
6.9% |
102.76 |
1.0% |
57% |
False |
False |
|
| 100 |
10,570.80 |
9,783.91 |
786.89 |
7.7% |
105.38 |
1.0% |
51% |
False |
False |
|
| 120 |
10,651.30 |
9,783.91 |
867.39 |
8.5% |
108.68 |
1.1% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,756.38 |
|
2.618 |
10,542.42 |
|
1.618 |
10,411.32 |
|
1.000 |
10,330.30 |
|
0.618 |
10,280.22 |
|
HIGH |
10,199.20 |
|
0.618 |
10,149.12 |
|
0.500 |
10,133.65 |
|
0.382 |
10,118.18 |
|
LOW |
10,068.10 |
|
0.618 |
9,987.08 |
|
1.000 |
9,937.00 |
|
1.618 |
9,855.98 |
|
2.618 |
9,724.88 |
|
4.250 |
9,510.93 |
|
|