| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2004 |
22-Jun-2004 |
Change |
Change % |
Previous Week |
| Open |
1,467.98 |
1,455.92 |
-12.06 |
-0.8% |
1,470.62 |
| High |
1,472.65 |
1,475.12 |
2.47 |
0.2% |
1,487.83 |
| Low |
1,450.79 |
1,448.82 |
-1.97 |
-0.1% |
1,451.78 |
| Close |
1,453.23 |
1,474.87 |
21.64 |
1.5% |
1,464.65 |
| Range |
21.86 |
26.30 |
4.44 |
20.3% |
36.05 |
| ATR |
22.73 |
22.98 |
0.26 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.17 |
1,536.32 |
1,489.34 |
|
| R3 |
1,518.87 |
1,510.02 |
1,482.10 |
|
| R2 |
1,492.57 |
1,492.57 |
1,479.69 |
|
| R1 |
1,483.72 |
1,483.72 |
1,477.28 |
1,488.15 |
| PP |
1,466.27 |
1,466.27 |
1,466.27 |
1,468.48 |
| S1 |
1,457.42 |
1,457.42 |
1,472.46 |
1,461.85 |
| S2 |
1,439.97 |
1,439.97 |
1,470.05 |
|
| S3 |
1,413.67 |
1,431.12 |
1,467.64 |
|
| S4 |
1,387.37 |
1,404.82 |
1,460.41 |
|
|
| Weekly Pivots for week ending 18-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,576.24 |
1,556.49 |
1,484.48 |
|
| R3 |
1,540.19 |
1,520.44 |
1,474.56 |
|
| R2 |
1,504.14 |
1,504.14 |
1,471.26 |
|
| R1 |
1,484.39 |
1,484.39 |
1,467.95 |
1,476.24 |
| PP |
1,468.09 |
1,468.09 |
1,468.09 |
1,464.01 |
| S1 |
1,448.34 |
1,448.34 |
1,461.35 |
1,440.19 |
| S2 |
1,432.04 |
1,432.04 |
1,458.04 |
|
| S3 |
1,395.99 |
1,412.29 |
1,454.74 |
|
| S4 |
1,359.94 |
1,376.24 |
1,444.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,483.60 |
1,448.82 |
34.78 |
2.4% |
19.71 |
1.3% |
75% |
False |
True |
|
| 10 |
1,496.00 |
1,448.82 |
47.18 |
3.2% |
18.23 |
1.2% |
55% |
False |
True |
|
| 20 |
1,496.00 |
1,406.20 |
89.80 |
6.1% |
19.19 |
1.3% |
76% |
False |
False |
|
| 40 |
1,499.45 |
1,372.46 |
126.99 |
8.6% |
21.72 |
1.5% |
81% |
False |
False |
|
| 60 |
1,508.37 |
1,372.46 |
135.91 |
9.2% |
21.70 |
1.5% |
75% |
False |
False |
|
| 80 |
1,508.37 |
1,368.08 |
140.29 |
9.5% |
22.20 |
1.5% |
76% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.6% |
22.02 |
1.5% |
68% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
13.0% |
22.29 |
1.5% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,586.90 |
|
2.618 |
1,543.97 |
|
1.618 |
1,517.67 |
|
1.000 |
1,501.42 |
|
0.618 |
1,491.37 |
|
HIGH |
1,475.12 |
|
0.618 |
1,465.07 |
|
0.500 |
1,461.97 |
|
0.382 |
1,458.87 |
|
LOW |
1,448.82 |
|
0.618 |
1,432.57 |
|
1.000 |
1,422.52 |
|
1.618 |
1,406.27 |
|
2.618 |
1,379.97 |
|
4.250 |
1,337.05 |
|
|