Day Change Summary |
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Previous |
Current |
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20-Jan-2004 |
21-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
1,558.89 |
1,545.53 |
-13.36 |
-0.9% |
1,524.54 |
High |
1,559.47 |
1,554.89 |
-4.58 |
-0.3% |
1,553.64 |
Low |
1,541.34 |
1,529.40 |
-11.94 |
-0.8% |
1,513.21 |
Close |
1,552.87 |
1,546.60 |
-6.27 |
-0.4% |
1,553.62 |
Range |
18.13 |
25.49 |
7.36 |
40.6% |
40.43 |
ATR |
22.29 |
22.52 |
0.23 |
1.0% |
0.00 |
Volume |
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Daily Pivots for day following 21-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,620.10 |
1,608.84 |
1,560.62 |
|
R3 |
1,594.61 |
1,583.35 |
1,553.61 |
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R2 |
1,569.12 |
1,569.12 |
1,551.27 |
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R1 |
1,557.86 |
1,557.86 |
1,548.94 |
1,563.49 |
PP |
1,543.63 |
1,543.63 |
1,543.63 |
1,546.45 |
S1 |
1,532.37 |
1,532.37 |
1,544.26 |
1,538.00 |
S2 |
1,518.14 |
1,518.14 |
1,541.93 |
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S3 |
1,492.65 |
1,506.88 |
1,539.59 |
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S4 |
1,467.16 |
1,481.39 |
1,532.58 |
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Weekly Pivots for week ending 16-Jan-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.45 |
1,647.96 |
1,575.86 |
|
R3 |
1,621.02 |
1,607.53 |
1,564.74 |
|
R2 |
1,580.59 |
1,580.59 |
1,561.03 |
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R1 |
1,567.10 |
1,567.10 |
1,557.33 |
1,573.85 |
PP |
1,540.16 |
1,540.16 |
1,540.16 |
1,543.53 |
S1 |
1,526.67 |
1,526.67 |
1,549.91 |
1,533.42 |
S2 |
1,499.73 |
1,499.73 |
1,546.21 |
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S3 |
1,459.30 |
1,486.24 |
1,542.50 |
|
S4 |
1,418.87 |
1,445.81 |
1,531.38 |
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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 |
1,559.47 |
1,515.06 |
44.41 |
2.9% |
21.12 |
1.4% |
71% |
False |
False |
|
10 |
1,559.47 |
1,491.20 |
68.27 |
4.4% |
22.80 |
1.5% |
81% |
False |
False |
|
20 |
1,559.47 |
1,419.82 |
139.65 |
9.0% |
19.29 |
1.2% |
91% |
False |
False |
|
40 |
1,559.47 |
1,357.25 |
202.22 |
13.1% |
21.73 |
1.4% |
94% |
False |
False |
|
60 |
1,559.47 |
1,346.01 |
213.46 |
13.8% |
22.39 |
1.4% |
94% |
False |
False |
|
80 |
1,559.47 |
1,302.26 |
257.21 |
16.6% |
22.31 |
1.4% |
95% |
False |
False |
|
100 |
1,559.47 |
1,302.26 |
257.21 |
16.6% |
22.95 |
1.5% |
95% |
False |
False |
|
120 |
1,559.47 |
1,204.29 |
355.18 |
23.0% |
22.93 |
1.5% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,663.22 |
2.618 |
1,621.62 |
1.618 |
1,596.13 |
1.000 |
1,580.38 |
0.618 |
1,570.64 |
HIGH |
1,554.89 |
0.618 |
1,545.15 |
0.500 |
1,542.15 |
0.382 |
1,539.14 |
LOW |
1,529.40 |
0.618 |
1,513.65 |
1.000 |
1,503.91 |
1.618 |
1,488.16 |
2.618 |
1,462.67 |
4.250 |
1,421.07 |
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