Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2004 |
22-Sep-2004 |
Change |
Change % |
Previous Week |
Open |
1,429.85 |
1,424.72 |
-5.13 |
-0.4% |
1,417.84 |
High |
1,440.81 |
1,424.72 |
-16.09 |
-1.1% |
1,435.95 |
Low |
1,425.16 |
1,403.16 |
-22.00 |
-1.5% |
1,412.54 |
Close |
1,435.91 |
1,404.22 |
-31.69 |
-2.2% |
1,426.30 |
Range |
15.65 |
21.56 |
5.91 |
37.8% |
23.41 |
ATR |
20.74 |
21.60 |
0.86 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.38 |
1,461.36 |
1,416.08 |
|
R3 |
1,453.82 |
1,439.80 |
1,410.15 |
|
R2 |
1,432.26 |
1,432.26 |
1,408.17 |
|
R1 |
1,418.24 |
1,418.24 |
1,406.20 |
1,414.47 |
PP |
1,410.70 |
1,410.70 |
1,410.70 |
1,408.82 |
S1 |
1,396.68 |
1,396.68 |
1,402.24 |
1,392.91 |
S2 |
1,389.14 |
1,389.14 |
1,400.27 |
|
S3 |
1,367.58 |
1,375.12 |
1,398.29 |
|
S4 |
1,346.02 |
1,353.56 |
1,392.36 |
|
|
Weekly Pivots for week ending 17-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.16 |
1,484.14 |
1,439.18 |
|
R3 |
1,471.75 |
1,460.73 |
1,432.74 |
|
R2 |
1,448.34 |
1,448.34 |
1,430.59 |
|
R1 |
1,437.32 |
1,437.32 |
1,428.45 |
1,442.83 |
PP |
1,424.93 |
1,424.93 |
1,424.93 |
1,427.69 |
S1 |
1,413.91 |
1,413.91 |
1,424.15 |
1,419.42 |
S2 |
1,401.52 |
1,401.52 |
1,422.01 |
|
S3 |
1,378.11 |
1,390.50 |
1,419.86 |
|
S4 |
1,354.70 |
1,367.09 |
1,413.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.81 |
1,403.16 |
37.65 |
2.7% |
17.94 |
1.3% |
3% |
False |
True |
|
10 |
1,440.81 |
1,373.37 |
67.44 |
4.8% |
18.88 |
1.3% |
46% |
False |
False |
|
20 |
1,440.81 |
1,354.10 |
86.71 |
6.2% |
19.10 |
1.4% |
58% |
False |
False |
|
40 |
1,440.81 |
1,301.93 |
138.88 |
9.9% |
20.06 |
1.4% |
74% |
False |
False |
|
60 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.25 |
1.5% |
46% |
False |
False |
|
80 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
20.60 |
1.5% |
46% |
False |
False |
|
100 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.14 |
1.5% |
46% |
False |
False |
|
120 |
1,523.48 |
1,301.93 |
221.55 |
15.8% |
21.63 |
1.5% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.35 |
2.618 |
1,481.16 |
1.618 |
1,459.60 |
1.000 |
1,446.28 |
0.618 |
1,438.04 |
HIGH |
1,424.72 |
0.618 |
1,416.48 |
0.500 |
1,413.94 |
0.382 |
1,411.40 |
LOW |
1,403.16 |
0.618 |
1,389.84 |
1.000 |
1,381.60 |
1.618 |
1,368.28 |
2.618 |
1,346.72 |
4.250 |
1,311.53 |
|
|