Day Change Summary |
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Previous |
Current |
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15-Sep-2004 |
16-Sep-2004 |
Change |
Change % |
Previous Week |
Open |
1,425.51 |
1,417.37 |
-8.14 |
-0.6% |
1,382.48 |
High |
1,425.51 |
1,429.93 |
4.42 |
0.3% |
1,414.55 |
Low |
1,412.54 |
1,413.22 |
0.68 |
0.0% |
1,372.53 |
Close |
1,415.30 |
1,417.97 |
2.67 |
0.2% |
1,413.00 |
Range |
12.97 |
16.71 |
3.74 |
28.8% |
42.02 |
ATR |
21.96 |
21.59 |
-0.38 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 16-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.50 |
1,460.95 |
1,427.16 |
|
R3 |
1,453.79 |
1,444.24 |
1,422.57 |
|
R2 |
1,437.08 |
1,437.08 |
1,421.03 |
|
R1 |
1,427.53 |
1,427.53 |
1,419.50 |
1,432.31 |
PP |
1,420.37 |
1,420.37 |
1,420.37 |
1,422.76 |
S1 |
1,410.82 |
1,410.82 |
1,416.44 |
1,415.60 |
S2 |
1,403.66 |
1,403.66 |
1,414.91 |
|
S3 |
1,386.95 |
1,394.11 |
1,413.37 |
|
S4 |
1,370.24 |
1,377.40 |
1,408.78 |
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Weekly Pivots for week ending 10-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.09 |
1,511.56 |
1,436.11 |
|
R3 |
1,484.07 |
1,469.54 |
1,424.56 |
|
R2 |
1,442.05 |
1,442.05 |
1,420.70 |
|
R1 |
1,427.52 |
1,427.52 |
1,416.85 |
1,434.79 |
PP |
1,400.03 |
1,400.03 |
1,400.03 |
1,403.66 |
S1 |
1,385.50 |
1,385.50 |
1,409.15 |
1,392.77 |
S2 |
1,358.01 |
1,358.01 |
1,405.30 |
|
S3 |
1,315.99 |
1,343.48 |
1,401.44 |
|
S4 |
1,273.97 |
1,301.46 |
1,389.89 |
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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 |
1,435.95 |
1,386.41 |
49.54 |
3.5% |
18.53 |
1.3% |
64% |
False |
False |
|
10 |
1,435.95 |
1,370.01 |
65.94 |
4.7% |
20.47 |
1.4% |
73% |
False |
False |
|
20 |
1,435.95 |
1,344.98 |
90.97 |
6.4% |
19.07 |
1.3% |
80% |
False |
False |
|
40 |
1,435.95 |
1,301.93 |
134.02 |
9.5% |
20.91 |
1.5% |
87% |
False |
False |
|
60 |
1,523.48 |
1,301.93 |
221.55 |
15.6% |
21.39 |
1.5% |
52% |
False |
False |
|
80 |
1,523.48 |
1,301.93 |
221.55 |
15.6% |
20.84 |
1.5% |
52% |
False |
False |
|
100 |
1,523.48 |
1,301.93 |
221.55 |
15.6% |
21.52 |
1.5% |
52% |
False |
False |
|
120 |
1,523.48 |
1,301.93 |
221.55 |
15.6% |
21.55 |
1.5% |
52% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,500.95 |
2.618 |
1,473.68 |
1.618 |
1,456.97 |
1.000 |
1,446.64 |
0.618 |
1,440.26 |
HIGH |
1,429.93 |
0.618 |
1,423.55 |
0.500 |
1,421.58 |
0.382 |
1,419.60 |
LOW |
1,413.22 |
0.618 |
1,402.89 |
1.000 |
1,396.51 |
1.618 |
1,386.18 |
2.618 |
1,369.47 |
4.250 |
1,342.20 |
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