| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2004 |
01-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,507.60 |
1,514.82 |
7.22 |
0.5% |
1,467.98 |
| High |
1,523.48 |
1,514.82 |
-8.66 |
-0.6% |
1,503.91 |
| Low |
1,502.61 |
1,477.62 |
-24.99 |
-1.7% |
1,448.82 |
| Close |
1,516.64 |
1,489.57 |
-27.07 |
-1.8% |
1,498.38 |
| Range |
20.87 |
37.20 |
16.33 |
78.2% |
55.09 |
| ATR |
21.80 |
23.03 |
1.23 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.60 |
1,584.79 |
1,510.03 |
|
| R3 |
1,568.40 |
1,547.59 |
1,499.80 |
|
| R2 |
1,531.20 |
1,531.20 |
1,496.39 |
|
| R1 |
1,510.39 |
1,510.39 |
1,492.98 |
1,502.20 |
| PP |
1,494.00 |
1,494.00 |
1,494.00 |
1,489.91 |
| S1 |
1,473.19 |
1,473.19 |
1,486.16 |
1,465.00 |
| S2 |
1,456.80 |
1,456.80 |
1,482.75 |
|
| S3 |
1,419.60 |
1,435.99 |
1,479.34 |
|
| S4 |
1,382.40 |
1,398.79 |
1,469.11 |
|
|
| 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 |
1,477.62 |
45.86 |
3.1% |
22.69 |
1.5% |
26% |
False |
True |
|
| 10 |
1,523.48 |
1,448.82 |
74.66 |
5.0% |
22.99 |
1.5% |
55% |
False |
False |
|
| 20 |
1,523.48 |
1,445.21 |
78.27 |
5.3% |
20.03 |
1.3% |
57% |
False |
False |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.1% |
20.54 |
1.4% |
78% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.1% |
22.23 |
1.5% |
78% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.4% |
21.97 |
1.5% |
78% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.5% |
22.10 |
1.5% |
78% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
12.8% |
22.53 |
1.5% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,672.92 |
|
2.618 |
1,612.21 |
|
1.618 |
1,575.01 |
|
1.000 |
1,552.02 |
|
0.618 |
1,537.81 |
|
HIGH |
1,514.82 |
|
0.618 |
1,500.61 |
|
0.500 |
1,496.22 |
|
0.382 |
1,491.83 |
|
LOW |
1,477.62 |
|
0.618 |
1,454.63 |
|
1.000 |
1,440.42 |
|
1.618 |
1,417.43 |
|
2.618 |
1,380.23 |
|
4.250 |
1,319.52 |
|
|