Day Change Summary |
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Previous |
Current |
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27-Sep-2004 |
28-Sep-2004 |
Change |
Change % |
Previous Week |
Open |
1,389.94 |
1,390.11 |
0.17 |
0.0% |
1,417.39 |
High |
1,396.42 |
1,394.43 |
-1.99 |
-0.1% |
1,440.81 |
Low |
1,383.24 |
1,376.99 |
-6.25 |
-0.5% |
1,397.50 |
Close |
1,385.55 |
1,389.70 |
4.15 |
0.3% |
1,399.05 |
Range |
13.18 |
17.44 |
4.26 |
32.3% |
43.31 |
ATR |
20.22 |
20.03 |
-0.20 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 28-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.36 |
1,431.97 |
1,399.29 |
|
R3 |
1,421.92 |
1,414.53 |
1,394.50 |
|
R2 |
1,404.48 |
1,404.48 |
1,392.90 |
|
R1 |
1,397.09 |
1,397.09 |
1,391.30 |
1,392.07 |
PP |
1,387.04 |
1,387.04 |
1,387.04 |
1,384.53 |
S1 |
1,379.65 |
1,379.65 |
1,388.10 |
1,374.63 |
S2 |
1,369.60 |
1,369.60 |
1,386.50 |
|
S3 |
1,352.16 |
1,362.21 |
1,384.90 |
|
S4 |
1,334.72 |
1,344.77 |
1,380.11 |
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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 |
1,424.72 |
1,376.99 |
47.73 |
3.4% |
16.03 |
1.2% |
27% |
False |
True |
|
10 |
1,440.81 |
1,376.99 |
63.82 |
4.6% |
16.13 |
1.2% |
20% |
False |
True |
|
20 |
1,440.81 |
1,354.10 |
86.71 |
6.2% |
18.93 |
1.4% |
41% |
False |
False |
|
40 |
1,440.81 |
1,301.93 |
138.88 |
10.0% |
19.37 |
1.4% |
63% |
False |
False |
|
60 |
1,471.21 |
1,301.93 |
169.28 |
12.2% |
20.72 |
1.5% |
52% |
False |
False |
|
80 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
20.53 |
1.5% |
40% |
False |
False |
|
100 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
20.62 |
1.5% |
40% |
False |
False |
|
120 |
1,523.48 |
1,301.93 |
221.55 |
15.9% |
21.50 |
1.5% |
40% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,468.55 |
2.618 |
1,440.09 |
1.618 |
1,422.65 |
1.000 |
1,411.87 |
0.618 |
1,405.21 |
HIGH |
1,394.43 |
0.618 |
1,387.77 |
0.500 |
1,385.71 |
0.382 |
1,383.65 |
LOW |
1,376.99 |
0.618 |
1,366.21 |
1.000 |
1,359.55 |
1.618 |
1,348.77 |
2.618 |
1,331.33 |
4.250 |
1,302.87 |
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