Day Change Summary |
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Previous |
Current |
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26-Jul-2004 |
27-Jul-2004 |
Change |
Change % |
Previous Week |
Open |
1,376.80 |
1,374.69 |
-2.11 |
-0.2% |
1,398.92 |
High |
1,383.67 |
1,395.95 |
12.28 |
0.9% |
1,433.27 |
Low |
1,359.20 |
1,371.26 |
12.06 |
0.9% |
1,370.70 |
Close |
1,368.40 |
1,391.50 |
23.10 |
1.7% |
1,375.48 |
Range |
24.47 |
24.69 |
0.22 |
0.9% |
62.57 |
ATR |
25.66 |
25.79 |
0.14 |
0.5% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.31 |
1,450.59 |
1,405.08 |
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R3 |
1,435.62 |
1,425.90 |
1,398.29 |
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R2 |
1,410.93 |
1,410.93 |
1,396.03 |
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R1 |
1,401.21 |
1,401.21 |
1,393.76 |
1,406.07 |
PP |
1,386.24 |
1,386.24 |
1,386.24 |
1,388.67 |
S1 |
1,376.52 |
1,376.52 |
1,389.24 |
1,381.38 |
S2 |
1,361.55 |
1,361.55 |
1,386.97 |
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S3 |
1,336.86 |
1,351.83 |
1,384.71 |
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S4 |
1,312.17 |
1,327.14 |
1,377.92 |
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Weekly Pivots for week ending 23-Jul-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.86 |
1,540.74 |
1,409.89 |
|
R3 |
1,518.29 |
1,478.17 |
1,392.69 |
|
R2 |
1,455.72 |
1,455.72 |
1,386.95 |
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R1 |
1,415.60 |
1,415.60 |
1,381.22 |
1,404.38 |
PP |
1,393.15 |
1,393.15 |
1,393.15 |
1,387.54 |
S1 |
1,353.03 |
1,353.03 |
1,369.74 |
1,341.81 |
S2 |
1,330.58 |
1,330.58 |
1,364.01 |
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S3 |
1,268.01 |
1,290.46 |
1,358.27 |
|
S4 |
1,205.44 |
1,227.89 |
1,341.07 |
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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 |
1,359.20 |
74.07 |
5.3% |
30.69 |
2.2% |
44% |
False |
False |
|
10 |
1,433.61 |
1,359.20 |
74.41 |
5.3% |
26.86 |
1.9% |
43% |
False |
False |
|
20 |
1,523.48 |
1,359.20 |
164.28 |
11.8% |
23.63 |
1.7% |
20% |
False |
False |
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40 |
1,523.48 |
1,359.20 |
164.28 |
11.8% |
21.15 |
1.5% |
20% |
False |
False |
|
60 |
1,523.48 |
1,359.20 |
164.28 |
11.8% |
21.86 |
1.6% |
20% |
False |
False |
|
80 |
1,523.48 |
1,359.20 |
164.28 |
11.8% |
22.41 |
1.6% |
20% |
False |
False |
|
100 |
1,523.48 |
1,359.20 |
164.28 |
11.8% |
22.44 |
1.6% |
20% |
False |
False |
|
120 |
1,524.09 |
1,359.20 |
164.89 |
11.8% |
22.27 |
1.6% |
20% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,500.88 |
2.618 |
1,460.59 |
1.618 |
1,435.90 |
1.000 |
1,420.64 |
0.618 |
1,411.21 |
HIGH |
1,395.95 |
0.618 |
1,386.52 |
0.500 |
1,383.61 |
0.382 |
1,380.69 |
LOW |
1,371.26 |
0.618 |
1,356.00 |
1.000 |
1,346.57 |
1.618 |
1,331.31 |
2.618 |
1,306.62 |
4.250 |
1,266.33 |
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