Day Change Summary |
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Previous |
Current |
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19-Jul-2004 |
20-Jul-2004 |
Change |
Change % |
Previous Week |
Open |
1,398.92 |
1,398.64 |
-0.28 |
0.0% |
1,429.91 |
High |
1,406.15 |
1,421.07 |
14.92 |
1.1% |
1,439.78 |
Low |
1,386.78 |
1,396.85 |
10.07 |
0.7% |
1,392.17 |
Close |
1,396.77 |
1,421.07 |
24.30 |
1.7% |
1,392.17 |
Range |
19.37 |
24.22 |
4.85 |
25.0% |
47.61 |
ATR |
22.25 |
22.40 |
0.15 |
0.7% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.66 |
1,477.58 |
1,434.39 |
|
R3 |
1,461.44 |
1,453.36 |
1,427.73 |
|
R2 |
1,437.22 |
1,437.22 |
1,425.51 |
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R1 |
1,429.14 |
1,429.14 |
1,423.29 |
1,433.18 |
PP |
1,413.00 |
1,413.00 |
1,413.00 |
1,415.02 |
S1 |
1,404.92 |
1,404.92 |
1,418.85 |
1,408.96 |
S2 |
1,388.78 |
1,388.78 |
1,416.63 |
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S3 |
1,364.56 |
1,380.70 |
1,414.41 |
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S4 |
1,340.34 |
1,356.48 |
1,407.75 |
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Weekly Pivots for week ending 16-Jul-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.87 |
1,519.13 |
1,418.36 |
|
R3 |
1,503.26 |
1,471.52 |
1,405.26 |
|
R2 |
1,455.65 |
1,455.65 |
1,400.90 |
|
R1 |
1,423.91 |
1,423.91 |
1,396.53 |
1,415.98 |
PP |
1,408.04 |
1,408.04 |
1,408.04 |
1,404.07 |
S1 |
1,376.30 |
1,376.30 |
1,387.81 |
1,368.37 |
S2 |
1,360.43 |
1,360.43 |
1,383.44 |
|
S3 |
1,312.82 |
1,328.69 |
1,379.08 |
|
S4 |
1,265.21 |
1,281.08 |
1,365.98 |
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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 |
1,433.61 |
1,386.78 |
46.83 |
3.3% |
23.03 |
1.6% |
73% |
False |
False |
|
10 |
1,459.07 |
1,386.78 |
72.29 |
5.1% |
19.93 |
1.4% |
47% |
False |
False |
|
20 |
1,523.48 |
1,386.78 |
136.70 |
9.6% |
21.35 |
1.5% |
25% |
False |
False |
|
40 |
1,523.48 |
1,386.78 |
136.70 |
9.6% |
20.02 |
1.4% |
25% |
False |
False |
|
60 |
1,523.48 |
1,372.46 |
151.02 |
10.6% |
21.37 |
1.5% |
32% |
False |
False |
|
80 |
1,523.48 |
1,372.46 |
151.02 |
10.6% |
21.68 |
1.5% |
32% |
False |
False |
|
100 |
1,523.48 |
1,368.08 |
155.40 |
10.9% |
21.96 |
1.5% |
34% |
False |
False |
|
120 |
1,530.06 |
1,368.08 |
161.98 |
11.4% |
22.04 |
1.6% |
33% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,524.01 |
2.618 |
1,484.48 |
1.618 |
1,460.26 |
1.000 |
1,445.29 |
0.618 |
1,436.04 |
HIGH |
1,421.07 |
0.618 |
1,411.82 |
0.500 |
1,408.96 |
0.382 |
1,406.10 |
LOW |
1,396.85 |
0.618 |
1,381.88 |
1.000 |
1,372.63 |
1.618 |
1,357.66 |
2.618 |
1,333.44 |
4.250 |
1,293.92 |
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