| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2004 |
09-Nov-2004 |
Change |
Change % |
Previous Week |
| Open |
10,385.20 |
10,387.60 |
2.40 |
0.0% |
10,028.70 |
| High |
10,405.70 |
10,427.80 |
22.10 |
0.2% |
10,416.70 |
| Low |
10,361.40 |
10,368.60 |
7.20 |
0.1% |
10,010.20 |
| Close |
10,391.30 |
10,386.40 |
-4.90 |
0.0% |
10,387.50 |
| Range |
44.30 |
59.20 |
14.90 |
33.6% |
406.50 |
| ATR |
106.44 |
103.07 |
-3.37 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,571.87 |
10,538.33 |
10,418.96 |
|
| R3 |
10,512.67 |
10,479.13 |
10,402.68 |
|
| R2 |
10,453.47 |
10,453.47 |
10,397.25 |
|
| R1 |
10,419.93 |
10,419.93 |
10,391.83 |
10,407.10 |
| PP |
10,394.27 |
10,394.27 |
10,394.27 |
10,387.85 |
| S1 |
10,360.73 |
10,360.73 |
10,380.97 |
10,347.90 |
| S2 |
10,335.07 |
10,335.07 |
10,375.55 |
|
| S3 |
10,275.87 |
10,301.53 |
10,370.12 |
|
| S4 |
10,216.67 |
10,242.33 |
10,353.84 |
|
|
| Weekly Pivots for week ending 05-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,490.97 |
11,345.73 |
10,611.08 |
|
| R3 |
11,084.47 |
10,939.23 |
10,499.29 |
|
| R2 |
10,677.97 |
10,677.97 |
10,462.03 |
|
| R1 |
10,532.73 |
10,532.73 |
10,424.76 |
10,605.35 |
| PP |
10,271.47 |
10,271.47 |
10,271.47 |
10,307.78 |
| S1 |
10,126.23 |
10,126.23 |
10,350.24 |
10,198.85 |
| S2 |
9,864.97 |
9,864.97 |
10,312.98 |
|
| S3 |
9,458.47 |
9,719.73 |
10,275.71 |
|
| S4 |
9,051.97 |
9,313.23 |
10,163.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,427.80 |
10,037.40 |
390.40 |
3.8% |
114.30 |
1.1% |
89% |
True |
False |
|
| 10 |
10,427.80 |
9,841.95 |
585.85 |
5.6% |
108.20 |
1.0% |
93% |
True |
False |
|
| 20 |
10,427.80 |
9,708.40 |
719.40 |
6.9% |
111.17 |
1.1% |
94% |
True |
False |
|
| 40 |
10,427.80 |
9,708.40 |
719.40 |
6.9% |
98.52 |
0.9% |
94% |
True |
False |
|
| 60 |
10,427.80 |
9,708.40 |
719.40 |
6.9% |
93.42 |
0.9% |
94% |
True |
False |
|
| 80 |
10,427.80 |
9,708.40 |
719.40 |
6.9% |
98.59 |
0.9% |
94% |
True |
False |
|
| 100 |
10,487.50 |
9,708.40 |
779.10 |
7.5% |
97.26 |
0.9% |
87% |
False |
False |
|
| 120 |
10,487.50 |
9,708.40 |
779.10 |
7.5% |
95.68 |
0.9% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,679.40 |
|
2.618 |
10,582.79 |
|
1.618 |
10,523.59 |
|
1.000 |
10,487.00 |
|
0.618 |
10,464.39 |
|
HIGH |
10,427.80 |
|
0.618 |
10,405.19 |
|
0.500 |
10,398.20 |
|
0.382 |
10,391.21 |
|
LOW |
10,368.60 |
|
0.618 |
10,332.01 |
|
1.000 |
10,309.40 |
|
1.618 |
10,272.81 |
|
2.618 |
10,213.61 |
|
4.250 |
10,117.00 |
|
|