| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2004 |
29-Jun-2004 |
Change |
Change % |
Previous Week |
| Open |
1,507.32 |
1,490.65 |
-16.67 |
-1.1% |
1,467.98 |
| High |
1,508.52 |
1,507.05 |
-1.47 |
-0.1% |
1,503.91 |
| Low |
1,485.25 |
1,490.65 |
5.40 |
0.4% |
1,448.82 |
| Close |
1,493.07 |
1,505.65 |
12.58 |
0.8% |
1,498.38 |
| Range |
23.27 |
16.40 |
-6.87 |
-29.5% |
55.09 |
| ATR |
22.30 |
21.88 |
-0.42 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,550.32 |
1,544.38 |
1,514.67 |
|
| R3 |
1,533.92 |
1,527.98 |
1,510.16 |
|
| R2 |
1,517.52 |
1,517.52 |
1,508.66 |
|
| R1 |
1,511.58 |
1,511.58 |
1,507.15 |
1,514.55 |
| PP |
1,501.12 |
1,501.12 |
1,501.12 |
1,502.60 |
| S1 |
1,495.18 |
1,495.18 |
1,504.15 |
1,498.15 |
| S2 |
1,484.72 |
1,484.72 |
1,502.64 |
|
| S3 |
1,468.32 |
1,478.78 |
1,501.14 |
|
| S4 |
1,451.92 |
1,462.38 |
1,496.63 |
|
|
| Weekly Pivots for week ending 25-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,648.97 |
1,628.77 |
1,528.68 |
|
| R3 |
1,593.88 |
1,573.68 |
1,513.53 |
|
| R2 |
1,538.79 |
1,538.79 |
1,508.48 |
|
| R1 |
1,518.59 |
1,518.59 |
1,503.43 |
1,528.69 |
| PP |
1,483.70 |
1,483.70 |
1,483.70 |
1,488.76 |
| S1 |
1,463.50 |
1,463.50 |
1,493.33 |
1,473.60 |
| S2 |
1,428.61 |
1,428.61 |
1,488.28 |
|
| S3 |
1,373.52 |
1,408.41 |
1,483.23 |
|
| S4 |
1,318.43 |
1,353.32 |
1,468.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,508.52 |
1,468.74 |
39.78 |
2.6% |
19.59 |
1.3% |
93% |
False |
False |
|
| 10 |
1,508.52 |
1,448.82 |
59.70 |
4.0% |
19.65 |
1.3% |
95% |
False |
False |
|
| 20 |
1,508.52 |
1,445.21 |
63.31 |
4.2% |
18.87 |
1.3% |
95% |
False |
False |
|
| 40 |
1,508.52 |
1,372.46 |
136.06 |
9.0% |
20.43 |
1.4% |
98% |
False |
False |
|
| 60 |
1,508.52 |
1,372.46 |
136.06 |
9.0% |
21.96 |
1.5% |
98% |
False |
False |
|
| 80 |
1,508.52 |
1,368.08 |
140.44 |
9.3% |
22.14 |
1.5% |
98% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.4% |
21.94 |
1.5% |
88% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
12.7% |
22.39 |
1.5% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,576.75 |
|
2.618 |
1,549.99 |
|
1.618 |
1,533.59 |
|
1.000 |
1,523.45 |
|
0.618 |
1,517.19 |
|
HIGH |
1,507.05 |
|
0.618 |
1,500.79 |
|
0.500 |
1,498.85 |
|
0.382 |
1,496.91 |
|
LOW |
1,490.65 |
|
0.618 |
1,480.51 |
|
1.000 |
1,474.25 |
|
1.618 |
1,464.11 |
|
2.618 |
1,447.71 |
|
4.250 |
1,420.95 |
|
|