| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2004 |
30-Jun-2004 |
Change |
Change % |
Previous Week |
| Open |
1,490.65 |
1,507.60 |
16.95 |
1.1% |
1,467.98 |
| High |
1,507.05 |
1,523.48 |
16.43 |
1.1% |
1,503.91 |
| Low |
1,490.65 |
1,502.61 |
11.96 |
0.8% |
1,448.82 |
| Close |
1,505.65 |
1,516.64 |
10.99 |
0.7% |
1,498.38 |
| Range |
16.40 |
20.87 |
4.47 |
27.3% |
55.09 |
| ATR |
21.88 |
21.80 |
-0.07 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,576.85 |
1,567.62 |
1,528.12 |
|
| R3 |
1,555.98 |
1,546.75 |
1,522.38 |
|
| R2 |
1,535.11 |
1,535.11 |
1,520.47 |
|
| R1 |
1,525.88 |
1,525.88 |
1,518.55 |
1,530.50 |
| PP |
1,514.24 |
1,514.24 |
1,514.24 |
1,516.55 |
| S1 |
1,505.01 |
1,505.01 |
1,514.73 |
1,509.63 |
| S2 |
1,493.37 |
1,493.37 |
1,512.81 |
|
| S3 |
1,472.50 |
1,484.14 |
1,510.90 |
|
| S4 |
1,451.63 |
1,463.27 |
1,505.16 |
|
|
| 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 |
1,523.48 |
1,485.25 |
38.23 |
2.5% |
18.50 |
1.2% |
82% |
True |
False |
|
| 10 |
1,523.48 |
1,448.82 |
74.66 |
4.9% |
20.79 |
1.4% |
91% |
True |
False |
|
| 20 |
1,523.48 |
1,445.21 |
78.27 |
5.2% |
19.12 |
1.3% |
91% |
True |
False |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.0% |
20.34 |
1.3% |
95% |
True |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.0% |
21.97 |
1.4% |
95% |
True |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.2% |
22.01 |
1.5% |
96% |
True |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.3% |
22.01 |
1.5% |
95% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
12.6% |
22.37 |
1.5% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,612.18 |
|
2.618 |
1,578.12 |
|
1.618 |
1,557.25 |
|
1.000 |
1,544.35 |
|
0.618 |
1,536.38 |
|
HIGH |
1,523.48 |
|
0.618 |
1,515.51 |
|
0.500 |
1,513.05 |
|
0.382 |
1,510.58 |
|
LOW |
1,502.61 |
|
0.618 |
1,489.71 |
|
1.000 |
1,481.74 |
|
1.618 |
1,468.84 |
|
2.618 |
1,447.97 |
|
4.250 |
1,413.91 |
|
|