| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2004 |
07-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
10,277.80 |
10,261.50 |
-16.30 |
-0.2% |
10,193.80 |
| High |
10,321.80 |
10,363.40 |
41.60 |
0.4% |
10,321.80 |
| Low |
10,260.20 |
10,261.50 |
1.30 |
0.0% |
10,074.20 |
| Close |
10,260.20 |
10,342.80 |
82.60 |
0.8% |
10,260.20 |
| Range |
61.60 |
101.90 |
40.30 |
65.4% |
247.60 |
| ATR |
96.09 |
96.60 |
0.51 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,628.27 |
10,587.43 |
10,398.85 |
|
| R3 |
10,526.37 |
10,485.53 |
10,370.82 |
|
| R2 |
10,424.47 |
10,424.47 |
10,361.48 |
|
| R1 |
10,383.63 |
10,383.63 |
10,352.14 |
10,404.05 |
| PP |
10,322.57 |
10,322.57 |
10,322.57 |
10,332.78 |
| S1 |
10,281.73 |
10,281.73 |
10,333.46 |
10,302.15 |
| S2 |
10,220.67 |
10,220.67 |
10,324.12 |
|
| S3 |
10,118.77 |
10,179.83 |
10,314.78 |
|
| S4 |
10,016.87 |
10,077.93 |
10,286.76 |
|
|
| Weekly Pivots for week ending 03-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,961.53 |
10,858.47 |
10,396.38 |
|
| R3 |
10,713.93 |
10,610.87 |
10,328.29 |
|
| R2 |
10,466.33 |
10,466.33 |
10,305.59 |
|
| R1 |
10,363.27 |
10,363.27 |
10,282.90 |
10,414.80 |
| PP |
10,218.73 |
10,218.73 |
10,218.73 |
10,244.50 |
| S1 |
10,115.67 |
10,115.67 |
10,237.50 |
10,167.20 |
| S2 |
9,971.13 |
9,971.13 |
10,214.81 |
|
| S3 |
9,723.53 |
9,868.07 |
10,192.11 |
|
| S4 |
9,475.93 |
9,620.47 |
10,124.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,363.40 |
10,074.20 |
289.20 |
2.8% |
100.06 |
1.0% |
93% |
True |
False |
|
| 10 |
10,363.40 |
10,062.10 |
301.30 |
2.9% |
87.26 |
0.8% |
93% |
True |
False |
|
| 20 |
10,363.40 |
9,783.91 |
579.49 |
5.6% |
97.33 |
0.9% |
96% |
True |
False |
|
| 40 |
10,363.40 |
9,783.91 |
579.49 |
5.6% |
101.20 |
1.0% |
96% |
True |
False |
|
| 60 |
10,487.50 |
9,783.91 |
703.59 |
6.8% |
97.34 |
0.9% |
79% |
False |
False |
|
| 80 |
10,487.50 |
9,783.91 |
703.59 |
6.8% |
98.24 |
0.9% |
79% |
False |
False |
|
| 100 |
10,537.40 |
9,783.91 |
753.49 |
7.3% |
102.85 |
1.0% |
74% |
False |
False |
|
| 120 |
10,570.80 |
9,783.91 |
786.89 |
7.6% |
104.93 |
1.0% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,796.48 |
|
2.618 |
10,630.17 |
|
1.618 |
10,528.27 |
|
1.000 |
10,465.30 |
|
0.618 |
10,426.37 |
|
HIGH |
10,363.40 |
|
0.618 |
10,324.47 |
|
0.500 |
10,312.45 |
|
0.382 |
10,300.43 |
|
LOW |
10,261.50 |
|
0.618 |
10,198.53 |
|
1.000 |
10,159.60 |
|
1.618 |
10,096.63 |
|
2.618 |
9,994.73 |
|
4.250 |
9,828.43 |
|
|