Day Change Summary |
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Previous |
Current |
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14-Jan-2004 |
15-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
1,531.93 |
1,524.73 |
-7.20 |
-0.5% |
1,474.55 |
High |
1,536.84 |
1,545.65 |
8.81 |
0.6% |
1,541.84 |
Low |
1,521.91 |
1,515.06 |
-6.85 |
-0.5% |
1,474.19 |
Close |
1,534.08 |
1,532.01 |
-2.07 |
-0.1% |
1,520.46 |
Range |
14.93 |
30.59 |
15.66 |
104.9% |
67.65 |
ATR |
22.08 |
22.69 |
0.61 |
2.8% |
0.00 |
Volume |
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Daily Pivots for day following 15-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.68 |
1,607.93 |
1,548.83 |
|
R3 |
1,592.09 |
1,577.34 |
1,540.42 |
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R2 |
1,561.50 |
1,561.50 |
1,537.62 |
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R1 |
1,546.75 |
1,546.75 |
1,534.81 |
1,554.13 |
PP |
1,530.91 |
1,530.91 |
1,530.91 |
1,534.59 |
S1 |
1,516.16 |
1,516.16 |
1,529.21 |
1,523.54 |
S2 |
1,500.32 |
1,500.32 |
1,526.40 |
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S3 |
1,469.73 |
1,485.57 |
1,523.60 |
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S4 |
1,439.14 |
1,454.98 |
1,515.19 |
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Weekly Pivots for week ending 09-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.11 |
1,685.44 |
1,557.67 |
|
R3 |
1,647.46 |
1,617.79 |
1,539.06 |
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R2 |
1,579.81 |
1,579.81 |
1,532.86 |
|
R1 |
1,550.14 |
1,550.14 |
1,526.66 |
1,564.98 |
PP |
1,512.16 |
1,512.16 |
1,512.16 |
1,519.58 |
S1 |
1,482.49 |
1,482.49 |
1,514.26 |
1,497.33 |
S2 |
1,444.51 |
1,444.51 |
1,508.06 |
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S3 |
1,376.86 |
1,414.84 |
1,501.86 |
|
S4 |
1,309.21 |
1,347.19 |
1,483.25 |
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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 |
1,545.65 |
1,512.86 |
32.79 |
2.1% |
25.47 |
1.7% |
58% |
True |
False |
|
10 |
1,545.65 |
1,458.51 |
87.14 |
5.7% |
22.93 |
1.5% |
84% |
True |
False |
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20 |
1,545.65 |
1,390.83 |
154.82 |
10.1% |
19.42 |
1.3% |
91% |
True |
False |
|
40 |
1,545.65 |
1,357.25 |
188.40 |
12.3% |
22.56 |
1.5% |
93% |
True |
False |
|
60 |
1,545.65 |
1,346.01 |
199.64 |
13.0% |
22.31 |
1.5% |
93% |
True |
False |
|
80 |
1,545.65 |
1,302.26 |
243.39 |
15.9% |
22.88 |
1.5% |
94% |
True |
False |
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100 |
1,545.65 |
1,280.59 |
265.06 |
17.3% |
22.93 |
1.5% |
95% |
True |
False |
|
120 |
1,545.65 |
1,204.29 |
341.36 |
22.3% |
22.93 |
1.5% |
96% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,675.66 |
2.618 |
1,625.73 |
1.618 |
1,595.14 |
1.000 |
1,576.24 |
0.618 |
1,564.55 |
HIGH |
1,545.65 |
0.618 |
1,533.96 |
0.500 |
1,530.36 |
0.382 |
1,526.75 |
LOW |
1,515.06 |
0.618 |
1,496.16 |
1.000 |
1,484.47 |
1.618 |
1,465.57 |
2.618 |
1,434.98 |
4.250 |
1,385.05 |
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