Day Change Summary |
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Previous |
Current |
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31-Dec-2003 |
02-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
1,471.56 |
1,474.16 |
2.60 |
0.2% |
1,447.62 |
High |
1,474.24 |
1,479.59 |
5.35 |
0.4% |
1,479.59 |
Low |
1,459.06 |
1,458.51 |
-0.55 |
0.0% |
1,447.62 |
Close |
1,467.92 |
1,463.57 |
-4.35 |
-0.3% |
1,463.57 |
Range |
15.18 |
21.08 |
5.90 |
38.9% |
31.97 |
ATR |
21.13 |
21.13 |
0.00 |
0.0% |
0.00 |
Volume |
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Daily Pivots for day following 02-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.46 |
1,518.10 |
1,475.16 |
|
R3 |
1,509.38 |
1,497.02 |
1,469.37 |
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R2 |
1,488.30 |
1,488.30 |
1,467.43 |
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R1 |
1,475.94 |
1,475.94 |
1,465.50 |
1,471.58 |
PP |
1,467.22 |
1,467.22 |
1,467.22 |
1,465.05 |
S1 |
1,454.86 |
1,454.86 |
1,461.64 |
1,450.50 |
S2 |
1,446.14 |
1,446.14 |
1,459.71 |
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S3 |
1,425.06 |
1,433.78 |
1,457.77 |
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S4 |
1,403.98 |
1,412.70 |
1,451.98 |
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Weekly Pivots for week ending 02-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.50 |
1,543.51 |
1,481.15 |
|
R3 |
1,527.53 |
1,511.54 |
1,472.36 |
|
R2 |
1,495.56 |
1,495.56 |
1,469.43 |
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R1 |
1,479.57 |
1,479.57 |
1,466.50 |
1,487.57 |
PP |
1,463.59 |
1,463.59 |
1,463.59 |
1,467.59 |
S1 |
1,447.60 |
1,447.60 |
1,460.64 |
1,455.60 |
S2 |
1,431.62 |
1,431.62 |
1,457.71 |
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S3 |
1,399.65 |
1,415.63 |
1,454.78 |
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S4 |
1,367.68 |
1,383.66 |
1,445.99 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,479.59 |
1,442.29 |
37.30 |
2.5% |
15.53 |
1.1% |
57% |
True |
False |
|
10 |
1,479.59 |
1,404.08 |
75.51 |
5.2% |
16.48 |
1.1% |
79% |
True |
False |
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20 |
1,479.59 |
1,372.87 |
106.72 |
7.3% |
21.48 |
1.5% |
85% |
True |
False |
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40 |
1,479.59 |
1,357.25 |
122.34 |
8.4% |
22.67 |
1.5% |
87% |
True |
False |
|
60 |
1,479.59 |
1,346.01 |
133.58 |
9.1% |
22.18 |
1.5% |
88% |
True |
False |
|
80 |
1,479.59 |
1,302.26 |
177.33 |
12.1% |
23.17 |
1.6% |
91% |
True |
False |
|
100 |
1,479.59 |
1,220.12 |
259.47 |
17.7% |
22.77 |
1.6% |
94% |
True |
False |
|
120 |
1,479.59 |
1,204.29 |
275.30 |
18.8% |
23.32 |
1.6% |
94% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,569.18 |
2.618 |
1,534.78 |
1.618 |
1,513.70 |
1.000 |
1,500.67 |
0.618 |
1,492.62 |
HIGH |
1,479.59 |
0.618 |
1,471.54 |
0.500 |
1,469.05 |
0.382 |
1,466.56 |
LOW |
1,458.51 |
0.618 |
1,445.48 |
1.000 |
1,437.43 |
1.618 |
1,424.40 |
2.618 |
1,403.32 |
4.250 |
1,368.92 |
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