| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2004 |
28-Oct-2004 |
Change |
Change % |
Previous Week |
| Open |
9,888.25 |
9,998.94 |
110.69 |
1.1% |
9,932.98 |
| High |
10,018.50 |
10,045.00 |
26.50 |
0.3% |
10,020.50 |
| Low |
9,841.95 |
9,952.48 |
110.53 |
1.1% |
9,753.02 |
| Close |
10,002.00 |
10,004.50 |
2.50 |
0.0% |
9,757.81 |
| Range |
176.55 |
92.52 |
-84.03 |
-47.6% |
267.48 |
| ATR |
105.66 |
104.72 |
-0.94 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,278.22 |
10,233.88 |
10,055.39 |
|
| R3 |
10,185.70 |
10,141.36 |
10,029.94 |
|
| R2 |
10,093.18 |
10,093.18 |
10,021.46 |
|
| R1 |
10,048.84 |
10,048.84 |
10,012.98 |
10,071.01 |
| PP |
10,000.66 |
10,000.66 |
10,000.66 |
10,011.75 |
| S1 |
9,956.32 |
9,956.32 |
9,996.02 |
9,978.49 |
| S2 |
9,908.14 |
9,908.14 |
9,987.54 |
|
| S3 |
9,815.62 |
9,863.80 |
9,979.06 |
|
| S4 |
9,723.10 |
9,771.28 |
9,953.61 |
|
|
| Weekly Pivots for week ending 22-Oct-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,646.22 |
10,469.49 |
9,904.92 |
|
| R3 |
10,378.74 |
10,202.01 |
9,831.37 |
|
| R2 |
10,111.26 |
10,111.26 |
9,806.85 |
|
| R1 |
9,934.53 |
9,934.53 |
9,782.33 |
9,889.16 |
| PP |
9,843.78 |
9,843.78 |
9,843.78 |
9,821.09 |
| S1 |
9,667.05 |
9,667.05 |
9,733.29 |
9,621.68 |
| S2 |
9,576.30 |
9,576.30 |
9,708.77 |
|
| S3 |
9,308.82 |
9,399.57 |
9,684.25 |
|
| S4 |
9,041.34 |
9,132.09 |
9,610.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,045.00 |
9,708.40 |
336.60 |
3.4% |
121.54 |
1.2% |
88% |
True |
False |
|
| 10 |
10,045.00 |
9,708.40 |
336.60 |
3.4% |
111.28 |
1.1% |
88% |
True |
False |
|
| 20 |
10,270.40 |
9,708.40 |
562.00 |
5.6% |
105.36 |
1.1% |
53% |
False |
False |
|
| 40 |
10,363.40 |
9,708.40 |
655.00 |
6.5% |
93.28 |
0.9% |
45% |
False |
False |
|
| 60 |
10,363.40 |
9,708.40 |
655.00 |
6.5% |
96.06 |
1.0% |
45% |
False |
False |
|
| 80 |
10,363.40 |
9,708.40 |
655.00 |
6.5% |
96.68 |
1.0% |
45% |
False |
False |
|
| 100 |
10,487.50 |
9,708.40 |
779.10 |
7.8% |
94.58 |
0.9% |
38% |
False |
False |
|
| 120 |
10,487.50 |
9,708.40 |
779.10 |
7.8% |
97.76 |
1.0% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,438.21 |
|
2.618 |
10,287.22 |
|
1.618 |
10,194.70 |
|
1.000 |
10,137.52 |
|
0.618 |
10,102.18 |
|
HIGH |
10,045.00 |
|
0.618 |
10,009.66 |
|
0.500 |
9,998.74 |
|
0.382 |
9,987.82 |
|
LOW |
9,952.48 |
|
0.618 |
9,895.30 |
|
1.000 |
9,859.96 |
|
1.618 |
9,802.78 |
|
2.618 |
9,710.26 |
|
4.250 |
9,559.27 |
|
|