| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2004 |
24-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
10,108.30 |
10,039.40 |
-68.90 |
-0.7% |
10,283.90 |
| High |
10,108.70 |
10,081.30 |
-27.40 |
-0.3% |
10,283.90 |
| Low |
10,031.20 |
10,034.90 |
3.70 |
0.0% |
10,031.20 |
| Close |
10,038.90 |
10,047.20 |
8.30 |
0.1% |
10,047.20 |
| Range |
77.50 |
46.40 |
-31.10 |
-40.1% |
252.70 |
| ATR |
86.32 |
83.47 |
-2.85 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,193.67 |
10,166.83 |
10,072.72 |
|
| R3 |
10,147.27 |
10,120.43 |
10,059.96 |
|
| R2 |
10,100.87 |
10,100.87 |
10,055.71 |
|
| R1 |
10,074.03 |
10,074.03 |
10,051.45 |
10,087.45 |
| PP |
10,054.47 |
10,054.47 |
10,054.47 |
10,061.18 |
| S1 |
10,027.63 |
10,027.63 |
10,042.95 |
10,041.05 |
| S2 |
10,008.07 |
10,008.07 |
10,038.69 |
|
| S3 |
9,961.67 |
9,981.23 |
10,034.44 |
|
| S4 |
9,915.27 |
9,934.83 |
10,021.68 |
|
|
| Weekly Pivots for week ending 24-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,878.87 |
10,715.73 |
10,186.19 |
|
| R3 |
10,626.17 |
10,463.03 |
10,116.69 |
|
| R2 |
10,373.47 |
10,373.47 |
10,093.53 |
|
| R1 |
10,210.33 |
10,210.33 |
10,070.36 |
10,165.55 |
| PP |
10,120.77 |
10,120.77 |
10,120.77 |
10,098.38 |
| S1 |
9,957.63 |
9,957.63 |
10,024.04 |
9,912.85 |
| S2 |
9,868.07 |
9,868.07 |
10,000.87 |
|
| S3 |
9,615.37 |
9,704.93 |
9,977.71 |
|
| S4 |
9,362.67 |
9,452.23 |
9,908.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,283.90 |
10,031.20 |
252.70 |
2.5% |
87.48 |
0.9% |
6% |
False |
False |
|
| 10 |
10,348.40 |
10,031.20 |
317.20 |
3.2% |
74.05 |
0.7% |
5% |
False |
False |
|
| 20 |
10,363.40 |
10,031.20 |
332.20 |
3.3% |
78.38 |
0.8% |
5% |
False |
False |
|
| 40 |
10,363.40 |
9,783.91 |
579.49 |
5.8% |
90.48 |
0.9% |
45% |
False |
False |
|
| 60 |
10,448.10 |
9,783.91 |
664.19 |
6.6% |
94.23 |
0.9% |
40% |
False |
False |
|
| 80 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
92.64 |
0.9% |
37% |
False |
False |
|
| 100 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
97.24 |
1.0% |
37% |
False |
False |
|
| 120 |
10,570.80 |
9,783.91 |
786.89 |
7.8% |
100.18 |
1.0% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,278.50 |
|
2.618 |
10,202.78 |
|
1.618 |
10,156.38 |
|
1.000 |
10,127.70 |
|
0.618 |
10,109.98 |
|
HIGH |
10,081.30 |
|
0.618 |
10,063.58 |
|
0.500 |
10,058.10 |
|
0.382 |
10,052.62 |
|
LOW |
10,034.90 |
|
0.618 |
10,006.22 |
|
1.000 |
9,988.50 |
|
1.618 |
9,959.82 |
|
2.618 |
9,913.42 |
|
4.250 |
9,837.70 |
|
|