| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2004 |
07-Jun-2004 |
Change |
Change % |
Previous Week |
| Open |
1,463.46 |
1,465.56 |
2.10 |
0.1% |
1,457.71 |
| High |
1,472.64 |
1,491.45 |
18.81 |
1.3% |
1,474.10 |
| Low |
1,455.04 |
1,464.01 |
8.97 |
0.6% |
1,445.21 |
| Close |
1,455.04 |
1,491.45 |
36.41 |
2.5% |
1,455.04 |
| Range |
17.60 |
27.44 |
9.84 |
55.9% |
28.89 |
| ATR |
23.13 |
24.08 |
0.95 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,564.62 |
1,555.48 |
1,506.54 |
|
| R3 |
1,537.18 |
1,528.04 |
1,499.00 |
|
| R2 |
1,509.74 |
1,509.74 |
1,496.48 |
|
| R1 |
1,500.60 |
1,500.60 |
1,493.97 |
1,505.17 |
| PP |
1,482.30 |
1,482.30 |
1,482.30 |
1,484.59 |
| S1 |
1,473.16 |
1,473.16 |
1,488.93 |
1,477.73 |
| S2 |
1,454.86 |
1,454.86 |
1,486.42 |
|
| S3 |
1,427.42 |
1,445.72 |
1,483.90 |
|
| S4 |
1,399.98 |
1,418.28 |
1,476.36 |
|
|
| Weekly Pivots for week ending 04-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.79 |
1,528.80 |
1,470.93 |
|
| R3 |
1,515.90 |
1,499.91 |
1,462.98 |
|
| R2 |
1,487.01 |
1,487.01 |
1,460.34 |
|
| R1 |
1,471.02 |
1,471.02 |
1,457.69 |
1,464.57 |
| PP |
1,458.12 |
1,458.12 |
1,458.12 |
1,454.89 |
| S1 |
1,442.13 |
1,442.13 |
1,452.39 |
1,435.68 |
| S2 |
1,429.23 |
1,429.23 |
1,449.74 |
|
| S3 |
1,400.34 |
1,413.24 |
1,447.10 |
|
| S4 |
1,371.45 |
1,384.35 |
1,439.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,491.45 |
1,445.21 |
46.24 |
3.1% |
19.42 |
1.3% |
100% |
True |
False |
|
| 10 |
1,491.45 |
1,406.20 |
85.25 |
5.7% |
20.16 |
1.4% |
100% |
True |
False |
|
| 20 |
1,491.45 |
1,372.46 |
118.99 |
8.0% |
20.80 |
1.4% |
100% |
True |
False |
|
| 40 |
1,502.52 |
1,372.46 |
130.06 |
8.7% |
23.54 |
1.6% |
91% |
False |
False |
|
| 60 |
1,508.37 |
1,368.08 |
140.29 |
9.4% |
22.42 |
1.5% |
88% |
False |
False |
|
| 80 |
1,524.09 |
1,368.08 |
156.01 |
10.5% |
22.77 |
1.5% |
79% |
False |
False |
|
| 100 |
1,559.47 |
1,368.08 |
191.39 |
12.8% |
22.84 |
1.5% |
64% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
12.8% |
22.46 |
1.5% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,608.07 |
|
2.618 |
1,563.29 |
|
1.618 |
1,535.85 |
|
1.000 |
1,518.89 |
|
0.618 |
1,508.41 |
|
HIGH |
1,491.45 |
|
0.618 |
1,480.97 |
|
0.500 |
1,477.73 |
|
0.382 |
1,474.49 |
|
LOW |
1,464.01 |
|
0.618 |
1,447.05 |
|
1.000 |
1,436.57 |
|
1.618 |
1,419.61 |
|
2.618 |
1,392.17 |
|
4.250 |
1,347.39 |
|
|