| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2004 |
02-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
1,514.82 |
1,488.34 |
-26.48 |
-1.7% |
1,507.32 |
| High |
1,514.82 |
1,489.60 |
-25.22 |
-1.7% |
1,523.48 |
| Low |
1,477.62 |
1,473.73 |
-3.89 |
-0.3% |
1,473.73 |
| Close |
1,489.57 |
1,481.19 |
-8.38 |
-0.6% |
1,481.19 |
| Range |
37.20 |
15.87 |
-21.33 |
-57.3% |
49.75 |
| ATR |
23.03 |
22.52 |
-0.51 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,529.12 |
1,521.02 |
1,489.92 |
|
| R3 |
1,513.25 |
1,505.15 |
1,485.55 |
|
| R2 |
1,497.38 |
1,497.38 |
1,484.10 |
|
| R1 |
1,489.28 |
1,489.28 |
1,482.64 |
1,485.40 |
| PP |
1,481.51 |
1,481.51 |
1,481.51 |
1,479.56 |
| S1 |
1,473.41 |
1,473.41 |
1,479.74 |
1,469.53 |
| S2 |
1,465.64 |
1,465.64 |
1,478.28 |
|
| S3 |
1,449.77 |
1,457.54 |
1,476.83 |
|
| S4 |
1,433.90 |
1,441.67 |
1,472.46 |
|
|
| Weekly Pivots for week ending 02-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,642.05 |
1,611.37 |
1,508.55 |
|
| R3 |
1,592.30 |
1,561.62 |
1,494.87 |
|
| R2 |
1,542.55 |
1,542.55 |
1,490.31 |
|
| R1 |
1,511.87 |
1,511.87 |
1,485.75 |
1,502.34 |
| PP |
1,492.80 |
1,492.80 |
1,492.80 |
1,488.03 |
| S1 |
1,462.12 |
1,462.12 |
1,476.63 |
1,452.59 |
| S2 |
1,443.05 |
1,443.05 |
1,472.07 |
|
| S3 |
1,393.30 |
1,412.37 |
1,467.51 |
|
| S4 |
1,343.55 |
1,362.62 |
1,453.83 |
|
|
| 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 |
1,473.73 |
49.75 |
3.4% |
22.72 |
1.5% |
15% |
False |
True |
|
| 10 |
1,523.48 |
1,448.82 |
74.66 |
5.0% |
22.01 |
1.5% |
43% |
False |
False |
|
| 20 |
1,523.48 |
1,448.82 |
74.66 |
5.0% |
19.96 |
1.3% |
43% |
False |
False |
|
| 40 |
1,523.48 |
1,372.46 |
151.02 |
10.2% |
20.47 |
1.4% |
72% |
False |
False |
|
| 60 |
1,523.48 |
1,372.46 |
151.02 |
10.2% |
22.29 |
1.5% |
72% |
False |
False |
|
| 80 |
1,523.48 |
1,368.08 |
155.40 |
10.5% |
21.96 |
1.5% |
73% |
False |
False |
|
| 100 |
1,524.09 |
1,368.08 |
156.01 |
10.5% |
22.13 |
1.5% |
73% |
False |
False |
|
| 120 |
1,559.47 |
1,368.08 |
191.39 |
12.9% |
22.42 |
1.5% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,557.05 |
|
2.618 |
1,531.15 |
|
1.618 |
1,515.28 |
|
1.000 |
1,505.47 |
|
0.618 |
1,499.41 |
|
HIGH |
1,489.60 |
|
0.618 |
1,483.54 |
|
0.500 |
1,481.67 |
|
0.382 |
1,479.79 |
|
LOW |
1,473.73 |
|
0.618 |
1,463.92 |
|
1.000 |
1,457.86 |
|
1.618 |
1,448.05 |
|
2.618 |
1,432.18 |
|
4.250 |
1,406.28 |
|
|