| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2004 |
15-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
10,640.50 |
10,675.70 |
35.20 |
0.3% |
10,591.30 |
| High |
10,695.10 |
10,706.20 |
11.10 |
0.1% |
10,592.00 |
| Low |
10,621.00 |
10,636.50 |
15.50 |
0.1% |
10,418.60 |
| Close |
10,676.50 |
10,691.50 |
15.00 |
0.1% |
10,543.20 |
| Range |
74.10 |
69.70 |
-4.40 |
-5.9% |
173.40 |
| ATR |
90.24 |
88.77 |
-1.47 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,887.17 |
10,859.03 |
10,729.84 |
|
| R3 |
10,817.47 |
10,789.33 |
10,710.67 |
|
| R2 |
10,747.77 |
10,747.77 |
10,704.28 |
|
| R1 |
10,719.63 |
10,719.63 |
10,697.89 |
10,733.70 |
| PP |
10,678.07 |
10,678.07 |
10,678.07 |
10,685.10 |
| S1 |
10,649.93 |
10,649.93 |
10,685.11 |
10,664.00 |
| S2 |
10,608.37 |
10,608.37 |
10,678.72 |
|
| S3 |
10,538.67 |
10,580.23 |
10,672.33 |
|
| S4 |
10,468.97 |
10,510.53 |
10,653.17 |
|
|
| Weekly Pivots for week ending 10-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,038.13 |
10,964.07 |
10,638.57 |
|
| R3 |
10,864.73 |
10,790.67 |
10,590.89 |
|
| R2 |
10,691.33 |
10,691.33 |
10,574.99 |
|
| R1 |
10,617.27 |
10,617.27 |
10,559.10 |
10,567.60 |
| PP |
10,517.93 |
10,517.93 |
10,517.93 |
10,493.10 |
| S1 |
10,443.87 |
10,443.87 |
10,527.31 |
10,394.20 |
| S2 |
10,344.53 |
10,344.53 |
10,511.41 |
|
| S3 |
10,171.13 |
10,270.47 |
10,495.52 |
|
| S4 |
9,997.73 |
10,097.07 |
10,447.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,706.20 |
10,418.60 |
287.60 |
2.7% |
87.98 |
0.8% |
95% |
True |
False |
|
| 10 |
10,706.20 |
10,418.60 |
287.60 |
2.7% |
86.69 |
0.8% |
95% |
True |
False |
|
| 20 |
10,706.20 |
10,417.10 |
289.10 |
2.7% |
87.76 |
0.8% |
95% |
True |
False |
|
| 40 |
10,706.20 |
9,708.40 |
997.80 |
9.3% |
93.18 |
0.9% |
99% |
True |
False |
|
| 60 |
10,706.20 |
9,708.40 |
997.80 |
9.3% |
94.60 |
0.9% |
99% |
True |
False |
|
| 80 |
10,706.20 |
9,708.40 |
997.80 |
9.3% |
90.33 |
0.8% |
99% |
True |
False |
|
| 100 |
10,706.20 |
9,708.40 |
997.80 |
9.3% |
93.95 |
0.9% |
99% |
True |
False |
|
| 120 |
10,706.20 |
9,708.40 |
997.80 |
9.3% |
94.74 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,002.43 |
|
2.618 |
10,888.67 |
|
1.618 |
10,818.97 |
|
1.000 |
10,775.90 |
|
0.618 |
10,749.27 |
|
HIGH |
10,706.20 |
|
0.618 |
10,679.57 |
|
0.500 |
10,671.35 |
|
0.382 |
10,663.13 |
|
LOW |
10,636.50 |
|
0.618 |
10,593.43 |
|
1.000 |
10,566.80 |
|
1.618 |
10,523.73 |
|
2.618 |
10,454.03 |
|
4.250 |
10,340.28 |
|
|