Day Change Summary |
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Previous |
Current |
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21-Jul-2004 |
22-Jul-2004 |
Change |
Change % |
Previous Week |
Open |
1,433.27 |
1,385.89 |
-47.38 |
-3.3% |
1,429.91 |
High |
1,433.27 |
1,411.43 |
-21.84 |
-1.5% |
1,439.78 |
Low |
1,386.57 |
1,377.70 |
-8.87 |
-0.6% |
1,392.17 |
Close |
1,386.57 |
1,408.51 |
21.94 |
1.6% |
1,392.17 |
Range |
46.70 |
33.73 |
-12.97 |
-27.8% |
47.61 |
ATR |
24.13 |
24.82 |
0.69 |
2.8% |
0.00 |
Volume |
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Daily Pivots for day following 22-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.40 |
1,488.19 |
1,427.06 |
|
R3 |
1,466.67 |
1,454.46 |
1,417.79 |
|
R2 |
1,432.94 |
1,432.94 |
1,414.69 |
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R1 |
1,420.73 |
1,420.73 |
1,411.60 |
1,426.84 |
PP |
1,399.21 |
1,399.21 |
1,399.21 |
1,402.27 |
S1 |
1,387.00 |
1,387.00 |
1,405.42 |
1,393.11 |
S2 |
1,365.48 |
1,365.48 |
1,402.33 |
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S3 |
1,331.75 |
1,353.27 |
1,399.23 |
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S4 |
1,298.02 |
1,319.54 |
1,389.96 |
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Weekly Pivots for week ending 16-Jul-2004 |
|
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 |
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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 |
1,433.27 |
1,377.70 |
55.57 |
3.9% |
31.67 |
2.2% |
55% |
False |
True |
|
10 |
1,451.39 |
1,377.70 |
73.69 |
5.2% |
24.38 |
1.7% |
42% |
False |
True |
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20 |
1,523.48 |
1,377.70 |
145.78 |
10.3% |
22.74 |
1.6% |
21% |
False |
True |
|
40 |
1,523.48 |
1,377.70 |
145.78 |
10.3% |
21.20 |
1.5% |
21% |
False |
True |
|
60 |
1,523.48 |
1,372.46 |
151.02 |
10.7% |
22.08 |
1.6% |
24% |
False |
False |
|
80 |
1,523.48 |
1,372.46 |
151.02 |
10.7% |
22.09 |
1.6% |
24% |
False |
False |
|
100 |
1,523.48 |
1,368.08 |
155.40 |
11.0% |
22.31 |
1.6% |
26% |
False |
False |
|
120 |
1,524.09 |
1,368.08 |
156.01 |
11.1% |
22.14 |
1.6% |
26% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,554.78 |
2.618 |
1,499.74 |
1.618 |
1,466.01 |
1.000 |
1,445.16 |
0.618 |
1,432.28 |
HIGH |
1,411.43 |
0.618 |
1,398.55 |
0.500 |
1,394.57 |
0.382 |
1,390.58 |
LOW |
1,377.70 |
0.618 |
1,356.85 |
1.000 |
1,343.97 |
1.618 |
1,323.12 |
2.618 |
1,289.39 |
4.250 |
1,234.35 |
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