Day Change Summary |
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Previous |
Current |
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20-Jul-2004 |
21-Jul-2004 |
Change |
Change % |
Previous Week |
Open |
10,094.40 |
10,156.30 |
61.90 |
0.6% |
10,211.80 |
High |
10,155.60 |
10,237.10 |
81.50 |
0.8% |
10,286.90 |
Low |
10,072.70 |
10,045.60 |
-27.10 |
-0.3% |
10,135.10 |
Close |
10,149.10 |
10,046.10 |
-103.00 |
-1.0% |
10,139.80 |
Range |
82.90 |
191.50 |
108.60 |
131.0% |
151.80 |
ATR |
89.64 |
96.92 |
7.28 |
8.1% |
0.00 |
Volume |
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Daily Pivots for day following 21-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,684.10 |
10,556.60 |
10,151.43 |
|
R3 |
10,492.60 |
10,365.10 |
10,098.76 |
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R2 |
10,301.10 |
10,301.10 |
10,081.21 |
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R1 |
10,173.60 |
10,173.60 |
10,063.65 |
10,141.60 |
PP |
10,109.60 |
10,109.60 |
10,109.60 |
10,093.60 |
S1 |
9,982.10 |
9,982.10 |
10,028.55 |
9,950.10 |
S2 |
9,918.10 |
9,918.10 |
10,010.99 |
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S3 |
9,726.60 |
9,790.60 |
9,993.44 |
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S4 |
9,535.10 |
9,599.10 |
9,940.78 |
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Weekly Pivots for week ending 16-Jul-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,642.67 |
10,543.03 |
10,223.29 |
|
R3 |
10,490.87 |
10,391.23 |
10,181.55 |
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R2 |
10,339.07 |
10,339.07 |
10,167.63 |
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R1 |
10,239.43 |
10,239.43 |
10,153.72 |
10,213.35 |
PP |
10,187.27 |
10,187.27 |
10,187.27 |
10,174.23 |
S1 |
10,087.63 |
10,087.63 |
10,125.89 |
10,061.55 |
S2 |
10,035.47 |
10,035.47 |
10,111.97 |
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S3 |
9,883.67 |
9,935.83 |
10,098.06 |
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S4 |
9,731.87 |
9,784.03 |
10,056.31 |
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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 |
10,238.40 |
10,045.60 |
192.80 |
1.9% |
107.16 |
1.1% |
0% |
False |
True |
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10 |
10,286.90 |
10,045.60 |
241.30 |
2.4% |
93.53 |
0.9% |
0% |
False |
True |
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20 |
10,487.50 |
10,045.60 |
441.90 |
4.4% |
97.14 |
1.0% |
0% |
False |
True |
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40 |
10,487.50 |
9,915.86 |
571.64 |
5.7% |
92.56 |
0.9% |
23% |
False |
False |
|
60 |
10,537.40 |
9,852.19 |
685.21 |
6.8% |
102.27 |
1.0% |
28% |
False |
False |
|
80 |
10,570.80 |
9,852.19 |
718.61 |
7.2% |
103.70 |
1.0% |
27% |
False |
False |
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100 |
10,695.50 |
9,852.19 |
843.31 |
8.4% |
107.39 |
1.1% |
23% |
False |
False |
|
120 |
10,753.60 |
9,852.19 |
901.41 |
9.0% |
104.86 |
1.0% |
22% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,050.98 |
2.618 |
10,738.45 |
1.618 |
10,546.95 |
1.000 |
10,428.60 |
0.618 |
10,355.45 |
HIGH |
10,237.10 |
0.618 |
10,163.95 |
0.500 |
10,141.35 |
0.382 |
10,118.75 |
LOW |
10,045.60 |
0.618 |
9,927.25 |
1.000 |
9,854.10 |
1.618 |
9,735.75 |
2.618 |
9,544.25 |
4.250 |
9,231.73 |
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