| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2004 |
12-Nov-2004 |
Change |
Change % |
Previous Week |
| Open |
10,387.00 |
10,469.20 |
82.20 |
0.8% |
10,385.20 |
| High |
10,486.70 |
10,539.60 |
52.90 |
0.5% |
10,539.60 |
| Low |
10,387.00 |
10,460.40 |
73.40 |
0.7% |
10,361.40 |
| Close |
10,469.80 |
10,539.00 |
69.20 |
0.7% |
10,539.00 |
| Range |
99.70 |
79.20 |
-20.50 |
-20.6% |
178.20 |
| ATR |
100.13 |
98.63 |
-1.49 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,750.60 |
10,724.00 |
10,582.56 |
|
| R3 |
10,671.40 |
10,644.80 |
10,560.78 |
|
| R2 |
10,592.20 |
10,592.20 |
10,553.52 |
|
| R1 |
10,565.60 |
10,565.60 |
10,546.26 |
10,578.90 |
| PP |
10,513.00 |
10,513.00 |
10,513.00 |
10,519.65 |
| S1 |
10,486.40 |
10,486.40 |
10,531.74 |
10,499.70 |
| S2 |
10,433.80 |
10,433.80 |
10,524.48 |
|
| S3 |
10,354.60 |
10,407.20 |
10,517.22 |
|
| S4 |
10,275.40 |
10,328.00 |
10,495.44 |
|
|
| Weekly Pivots for week ending 12-Nov-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,014.60 |
10,955.00 |
10,637.01 |
|
| R3 |
10,836.40 |
10,776.80 |
10,588.01 |
|
| R2 |
10,658.20 |
10,658.20 |
10,571.67 |
|
| R1 |
10,598.60 |
10,598.60 |
10,555.34 |
10,628.40 |
| PP |
10,480.00 |
10,480.00 |
10,480.00 |
10,494.90 |
| S1 |
10,420.40 |
10,420.40 |
10,522.67 |
10,450.20 |
| S2 |
10,301.80 |
10,301.80 |
10,506.33 |
|
| S3 |
10,123.60 |
10,242.20 |
10,490.00 |
|
| S4 |
9,945.40 |
10,064.00 |
10,440.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,539.60 |
10,361.40 |
178.20 |
1.7% |
68.64 |
0.7% |
100% |
True |
False |
|
| 10 |
10,539.60 |
10,010.20 |
529.40 |
5.0% |
99.94 |
0.9% |
100% |
True |
False |
|
| 20 |
10,539.60 |
9,708.40 |
831.20 |
7.9% |
103.91 |
1.0% |
100% |
True |
False |
|
| 40 |
10,539.60 |
9,708.40 |
831.20 |
7.9% |
99.24 |
0.9% |
100% |
True |
False |
|
| 60 |
10,539.60 |
9,708.40 |
831.20 |
7.9% |
92.18 |
0.9% |
100% |
True |
False |
|
| 80 |
10,539.60 |
9,708.40 |
831.20 |
7.9% |
96.57 |
0.9% |
100% |
True |
False |
|
| 100 |
10,539.60 |
9,708.40 |
831.20 |
7.9% |
96.68 |
0.9% |
100% |
True |
False |
|
| 120 |
10,539.60 |
9,708.40 |
831.20 |
7.9% |
95.30 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,876.20 |
|
2.618 |
10,746.95 |
|
1.618 |
10,667.75 |
|
1.000 |
10,618.80 |
|
0.618 |
10,588.55 |
|
HIGH |
10,539.60 |
|
0.618 |
10,509.35 |
|
0.500 |
10,500.00 |
|
0.382 |
10,490.65 |
|
LOW |
10,460.40 |
|
0.618 |
10,411.45 |
|
1.000 |
10,381.20 |
|
1.618 |
10,332.25 |
|
2.618 |
10,253.05 |
|
4.250 |
10,123.80 |
|
|