Day Change Summary |
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Previous |
Current |
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24-Sep-2004 |
27-Sep-2004 |
Change |
Change % |
Previous Week |
Open |
10,039.40 |
10,046.70 |
7.30 |
0.1% |
10,283.90 |
High |
10,081.30 |
10,046.70 |
-34.60 |
-0.3% |
10,283.90 |
Low |
10,034.90 |
9,985.37 |
-49.53 |
-0.5% |
10,031.20 |
Close |
10,047.20 |
9,988.54 |
-58.66 |
-0.6% |
10,047.20 |
Range |
46.40 |
61.33 |
14.93 |
32.2% |
252.70 |
ATR |
83.47 |
81.92 |
-1.55 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,190.86 |
10,151.03 |
10,022.27 |
|
R3 |
10,129.53 |
10,089.70 |
10,005.41 |
|
R2 |
10,068.20 |
10,068.20 |
9,999.78 |
|
R1 |
10,028.37 |
10,028.37 |
9,994.16 |
10,017.62 |
PP |
10,006.87 |
10,006.87 |
10,006.87 |
10,001.50 |
S1 |
9,967.04 |
9,967.04 |
9,982.92 |
9,956.29 |
S2 |
9,945.54 |
9,945.54 |
9,977.30 |
|
S3 |
9,884.21 |
9,905.71 |
9,971.67 |
|
S4 |
9,822.88 |
9,844.38 |
9,954.81 |
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Weekly Pivots for week ending 24-Sep-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,878.87 |
10,715.73 |
10,186.19 |
|
R3 |
10,626.17 |
10,463.03 |
10,116.69 |
|
R2 |
10,373.47 |
10,373.47 |
10,093.53 |
|
R1 |
10,210.33 |
10,210.33 |
10,070.36 |
10,165.55 |
PP |
10,120.77 |
10,120.77 |
10,120.77 |
10,098.38 |
S1 |
9,957.63 |
9,957.63 |
10,024.04 |
9,912.85 |
S2 |
9,868.07 |
9,868.07 |
10,000.87 |
|
S3 |
9,615.37 |
9,704.93 |
9,977.71 |
|
S4 |
9,362.67 |
9,452.23 |
9,908.22 |
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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 |
10,270.50 |
9,985.37 |
285.13 |
2.9% |
80.41 |
0.8% |
1% |
False |
True |
|
10 |
10,340.10 |
9,985.37 |
354.73 |
3.6% |
74.60 |
0.7% |
1% |
False |
True |
|
20 |
10,363.40 |
9,985.37 |
378.03 |
3.8% |
79.22 |
0.8% |
1% |
False |
True |
|
40 |
10,363.40 |
9,783.91 |
579.49 |
5.8% |
90.43 |
0.9% |
35% |
False |
False |
|
60 |
10,363.40 |
9,783.91 |
579.49 |
5.8% |
92.36 |
0.9% |
35% |
False |
False |
|
80 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
92.26 |
0.9% |
29% |
False |
False |
|
100 |
10,487.50 |
9,783.91 |
703.59 |
7.0% |
96.65 |
1.0% |
29% |
False |
False |
|
120 |
10,570.80 |
9,783.91 |
786.89 |
7.9% |
99.92 |
1.0% |
26% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,307.35 |
2.618 |
10,207.26 |
1.618 |
10,145.93 |
1.000 |
10,108.03 |
0.618 |
10,084.60 |
HIGH |
10,046.70 |
0.618 |
10,023.27 |
0.500 |
10,016.04 |
0.382 |
10,008.80 |
LOW |
9,985.37 |
0.618 |
9,947.47 |
1.000 |
9,924.04 |
1.618 |
9,886.14 |
2.618 |
9,824.81 |
4.250 |
9,724.72 |
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