| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2005 |
10-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,194.47 |
1,200.87 |
6.40 |
0.5% |
1,196.06 |
| High |
1,201.86 |
1,202.79 |
0.93 |
0.1% |
1,208.85 |
| Low |
1,191.09 |
1,192.64 |
1.55 |
0.1% |
1,191.09 |
| Close |
1,200.93 |
1,198.11 |
-2.82 |
-0.2% |
1,198.11 |
| Range |
10.77 |
10.15 |
-0.62 |
-5.8% |
17.76 |
| ATR |
10.16 |
10.16 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.30 |
1,223.35 |
1,203.69 |
|
| R3 |
1,218.15 |
1,213.20 |
1,200.90 |
|
| R2 |
1,208.00 |
1,208.00 |
1,199.97 |
|
| R1 |
1,203.05 |
1,203.05 |
1,199.04 |
1,200.45 |
| PP |
1,197.85 |
1,197.85 |
1,197.85 |
1,196.55 |
| S1 |
1,192.90 |
1,192.90 |
1,197.18 |
1,190.30 |
| S2 |
1,187.70 |
1,187.70 |
1,196.25 |
|
| S3 |
1,177.55 |
1,182.75 |
1,195.32 |
|
| S4 |
1,167.40 |
1,172.60 |
1,192.53 |
|
|
| Weekly Pivots for week ending 10-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.63 |
1,243.13 |
1,207.88 |
|
| R3 |
1,234.87 |
1,225.37 |
1,202.99 |
|
| R2 |
1,217.11 |
1,217.11 |
1,201.37 |
|
| R1 |
1,207.61 |
1,207.61 |
1,199.74 |
1,212.36 |
| PP |
1,199.35 |
1,199.35 |
1,199.35 |
1,201.73 |
| S1 |
1,189.85 |
1,189.85 |
1,196.48 |
1,194.60 |
| S2 |
1,181.59 |
1,181.59 |
1,194.85 |
|
| S3 |
1,163.83 |
1,172.09 |
1,193.23 |
|
| S4 |
1,146.07 |
1,154.33 |
1,188.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.85 |
1,191.09 |
17.76 |
1.5% |
9.44 |
0.8% |
40% |
False |
False |
|
| 10 |
1,208.85 |
1,191.03 |
17.82 |
1.5% |
8.97 |
0.7% |
40% |
False |
False |
|
| 20 |
1,208.85 |
1,146.18 |
62.67 |
5.2% |
9.48 |
0.8% |
83% |
False |
False |
|
| 40 |
1,208.85 |
1,136.15 |
72.70 |
6.1% |
11.42 |
1.0% |
85% |
False |
False |
|
| 60 |
1,208.85 |
1,136.15 |
72.70 |
6.1% |
11.32 |
0.9% |
85% |
False |
False |
|
| 80 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
11.15 |
0.9% |
67% |
False |
False |
|
| 100 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
10.64 |
0.9% |
67% |
False |
False |
|
| 120 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
10.48 |
0.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,245.93 |
|
2.618 |
1,229.36 |
|
1.618 |
1,219.21 |
|
1.000 |
1,212.94 |
|
0.618 |
1,209.06 |
|
HIGH |
1,202.79 |
|
0.618 |
1,198.91 |
|
0.500 |
1,197.72 |
|
0.382 |
1,196.52 |
|
LOW |
1,192.64 |
|
0.618 |
1,186.37 |
|
1.000 |
1,182.49 |
|
1.618 |
1,176.22 |
|
2.618 |
1,166.07 |
|
4.250 |
1,149.50 |
|
|