Day Change Summary |
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Previous |
Current |
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17-Sep-2004 |
20-Sep-2004 |
Change |
Change % |
Previous Week |
Open |
10,245.80 |
10,283.90 |
38.10 |
0.4% |
10,306.70 |
High |
10,314.80 |
10,283.90 |
-30.90 |
-0.3% |
10,348.40 |
Low |
10,245.70 |
10,187.20 |
-58.50 |
-0.6% |
10,228.60 |
Close |
10,284.50 |
10,204.90 |
-79.60 |
-0.8% |
10,284.50 |
Range |
69.10 |
96.70 |
27.60 |
39.9% |
119.80 |
ATR |
82.15 |
83.24 |
1.08 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 20-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,515.43 |
10,456.87 |
10,258.09 |
|
R3 |
10,418.73 |
10,360.17 |
10,231.49 |
|
R2 |
10,322.03 |
10,322.03 |
10,222.63 |
|
R1 |
10,263.47 |
10,263.47 |
10,213.76 |
10,244.40 |
PP |
10,225.33 |
10,225.33 |
10,225.33 |
10,215.80 |
S1 |
10,166.77 |
10,166.77 |
10,196.04 |
10,147.70 |
S2 |
10,128.63 |
10,128.63 |
10,187.17 |
|
S3 |
10,031.93 |
10,070.07 |
10,178.31 |
|
S4 |
9,935.23 |
9,973.37 |
10,151.72 |
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Weekly Pivots for week ending 17-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,646.57 |
10,585.33 |
10,350.39 |
|
R3 |
10,526.77 |
10,465.53 |
10,317.45 |
|
R2 |
10,406.97 |
10,406.97 |
10,306.46 |
|
R1 |
10,345.73 |
10,345.73 |
10,295.48 |
10,316.45 |
PP |
10,287.17 |
10,287.17 |
10,287.17 |
10,272.53 |
S1 |
10,225.93 |
10,225.93 |
10,273.52 |
10,196.65 |
S2 |
10,167.37 |
10,167.37 |
10,262.54 |
|
S3 |
10,047.57 |
10,106.13 |
10,251.56 |
|
S4 |
9,927.77 |
9,986.33 |
10,218.61 |
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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 |
10,340.10 |
10,187.20 |
152.90 |
1.5% |
68.80 |
0.7% |
12% |
False |
True |
|
10 |
10,363.40 |
10,187.20 |
176.20 |
1.7% |
70.96 |
0.7% |
10% |
False |
True |
|
20 |
10,363.40 |
10,062.10 |
301.30 |
3.0% |
77.17 |
0.8% |
47% |
False |
False |
|
40 |
10,363.40 |
9,783.91 |
579.49 |
5.7% |
93.47 |
0.9% |
73% |
False |
False |
|
60 |
10,487.50 |
9,783.91 |
703.59 |
6.9% |
95.68 |
0.9% |
60% |
False |
False |
|
80 |
10,487.50 |
9,783.91 |
703.59 |
6.9% |
91.96 |
0.9% |
60% |
False |
False |
|
100 |
10,487.50 |
9,783.91 |
703.59 |
6.9% |
99.25 |
1.0% |
60% |
False |
False |
|
120 |
10,570.80 |
9,783.91 |
786.89 |
7.7% |
100.39 |
1.0% |
54% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,694.88 |
2.618 |
10,537.06 |
1.618 |
10,440.36 |
1.000 |
10,380.60 |
0.618 |
10,343.66 |
HIGH |
10,283.90 |
0.618 |
10,246.96 |
0.500 |
10,235.55 |
0.382 |
10,224.14 |
LOW |
10,187.20 |
0.618 |
10,127.44 |
1.000 |
10,090.50 |
1.618 |
10,030.74 |
2.618 |
9,934.04 |
4.250 |
9,776.23 |
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