Day Change Summary |
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Previous |
Current |
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24-Sep-2004 |
27-Sep-2004 |
Change |
Change % |
Previous Week |
Open |
1,407.71 |
1,389.94 |
-17.77 |
-1.3% |
1,417.39 |
High |
1,414.56 |
1,396.42 |
-18.14 |
-1.3% |
1,440.81 |
Low |
1,397.50 |
1,383.24 |
-14.26 |
-1.0% |
1,397.50 |
Close |
1,399.05 |
1,385.55 |
-13.50 |
-1.0% |
1,399.05 |
Range |
17.06 |
13.18 |
-3.88 |
-22.7% |
43.31 |
ATR |
20.56 |
20.22 |
-0.34 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 27-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.94 |
1,419.93 |
1,392.80 |
|
R3 |
1,414.76 |
1,406.75 |
1,389.17 |
|
R2 |
1,401.58 |
1,401.58 |
1,387.97 |
|
R1 |
1,393.57 |
1,393.57 |
1,386.76 |
1,390.99 |
PP |
1,388.40 |
1,388.40 |
1,388.40 |
1,387.11 |
S1 |
1,380.39 |
1,380.39 |
1,384.34 |
1,377.81 |
S2 |
1,375.22 |
1,375.22 |
1,383.13 |
|
S3 |
1,362.04 |
1,367.21 |
1,381.93 |
|
S4 |
1,348.86 |
1,354.03 |
1,378.30 |
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Weekly Pivots for week ending 24-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.38 |
1,514.03 |
1,422.87 |
|
R3 |
1,499.07 |
1,470.72 |
1,410.96 |
|
R2 |
1,455.76 |
1,455.76 |
1,406.99 |
|
R1 |
1,427.41 |
1,427.41 |
1,403.02 |
1,419.93 |
PP |
1,412.45 |
1,412.45 |
1,412.45 |
1,408.72 |
S1 |
1,384.10 |
1,384.10 |
1,395.08 |
1,376.62 |
S2 |
1,369.14 |
1,369.14 |
1,391.11 |
|
S3 |
1,325.83 |
1,340.79 |
1,387.14 |
|
S4 |
1,282.52 |
1,297.48 |
1,375.23 |
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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 |
1,440.81 |
1,383.24 |
57.57 |
4.2% |
15.67 |
1.1% |
4% |
False |
True |
|
10 |
1,440.81 |
1,383.24 |
57.57 |
4.2% |
15.69 |
1.1% |
4% |
False |
True |
|
20 |
1,440.81 |
1,354.10 |
86.71 |
6.3% |
18.88 |
1.4% |
36% |
False |
False |
|
40 |
1,440.81 |
1,301.93 |
138.88 |
10.0% |
19.46 |
1.4% |
60% |
False |
False |
|
60 |
1,489.60 |
1,301.93 |
187.67 |
13.5% |
20.69 |
1.5% |
45% |
False |
False |
|
80 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
20.53 |
1.5% |
38% |
False |
False |
|
100 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
20.63 |
1.5% |
38% |
False |
False |
|
120 |
1,523.48 |
1,301.93 |
221.55 |
16.0% |
21.46 |
1.5% |
38% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,452.44 |
2.618 |
1,430.93 |
1.618 |
1,417.75 |
1.000 |
1,409.60 |
0.618 |
1,404.57 |
HIGH |
1,396.42 |
0.618 |
1,391.39 |
0.500 |
1,389.83 |
0.382 |
1,388.27 |
LOW |
1,383.24 |
0.618 |
1,375.09 |
1.000 |
1,370.06 |
1.618 |
1,361.91 |
2.618 |
1,348.73 |
4.250 |
1,327.23 |
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