| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2004 |
28-Sep-2004 |
Change |
Change % |
Previous Week |
| Open |
10,046.70 |
9,989.73 |
-56.97 |
-0.6% |
10,283.90 |
| High |
10,046.70 |
10,099.50 |
52.80 |
0.5% |
10,283.90 |
| Low |
9,985.37 |
9,977.92 |
-7.45 |
-0.1% |
10,031.20 |
| Close |
9,988.54 |
10,077.40 |
88.86 |
0.9% |
10,047.20 |
| Range |
61.33 |
121.58 |
60.25 |
98.2% |
252.70 |
| ATR |
81.92 |
84.76 |
2.83 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,416.35 |
10,368.45 |
10,144.27 |
|
| R3 |
10,294.77 |
10,246.87 |
10,110.83 |
|
| R2 |
10,173.19 |
10,173.19 |
10,099.69 |
|
| R1 |
10,125.29 |
10,125.29 |
10,088.54 |
10,149.24 |
| PP |
10,051.61 |
10,051.61 |
10,051.61 |
10,063.58 |
| S1 |
10,003.71 |
10,003.71 |
10,066.26 |
10,027.66 |
| S2 |
9,930.03 |
9,930.03 |
10,055.11 |
|
| S3 |
9,808.45 |
9,882.13 |
10,043.97 |
|
| S4 |
9,686.87 |
9,760.55 |
10,010.53 |
|
|
| 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 |
10,244.00 |
9,977.92 |
266.08 |
2.6% |
90.68 |
0.9% |
37% |
False |
True |
|
| 10 |
10,317.00 |
9,977.92 |
339.08 |
3.4% |
83.09 |
0.8% |
29% |
False |
True |
|
| 20 |
10,363.40 |
9,977.92 |
385.48 |
3.8% |
81.58 |
0.8% |
26% |
False |
True |
|
| 40 |
10,363.40 |
9,783.91 |
579.49 |
5.8% |
90.91 |
0.9% |
51% |
False |
False |
|
| 60 |
10,363.40 |
9,783.91 |
579.49 |
5.8% |
93.24 |
0.9% |
51% |
False |
False |
|
| 80 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
92.68 |
0.9% |
42% |
False |
False |
|
| 100 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
97.29 |
1.0% |
42% |
False |
False |
|
| 120 |
10,569.30 |
9,783.91 |
785.39 |
7.8% |
100.39 |
1.0% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,616.22 |
|
2.618 |
10,417.80 |
|
1.618 |
10,296.22 |
|
1.000 |
10,221.08 |
|
0.618 |
10,174.64 |
|
HIGH |
10,099.50 |
|
0.618 |
10,053.06 |
|
0.500 |
10,038.71 |
|
0.382 |
10,024.36 |
|
LOW |
9,977.92 |
|
0.618 |
9,902.78 |
|
1.000 |
9,856.34 |
|
1.618 |
9,781.20 |
|
2.618 |
9,659.62 |
|
4.250 |
9,461.21 |
|
|