| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2005 |
15-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,529.02 |
1,533.90 |
4.88 |
0.3% |
1,544.96 |
| High |
1,534.15 |
1,535.43 |
1.28 |
0.1% |
1,559.53 |
| Low |
1,520.88 |
1,510.82 |
-10.06 |
-0.7% |
1,515.96 |
| Close |
1,524.42 |
1,529.49 |
5.07 |
0.3% |
1,521.02 |
| Range |
13.27 |
24.61 |
11.34 |
85.5% |
43.57 |
| ATR |
18.66 |
19.08 |
0.43 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.08 |
1,588.89 |
1,543.03 |
|
| R3 |
1,574.47 |
1,564.28 |
1,536.26 |
|
| R2 |
1,549.86 |
1,549.86 |
1,534.00 |
|
| R1 |
1,539.67 |
1,539.67 |
1,531.75 |
1,532.46 |
| PP |
1,525.25 |
1,525.25 |
1,525.25 |
1,521.64 |
| S1 |
1,515.06 |
1,515.06 |
1,527.23 |
1,507.85 |
| S2 |
1,500.64 |
1,500.64 |
1,524.98 |
|
| S3 |
1,476.03 |
1,490.45 |
1,522.72 |
|
| S4 |
1,451.42 |
1,465.84 |
1,515.95 |
|
|
| Weekly Pivots for week ending 10-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,662.88 |
1,635.52 |
1,544.98 |
|
| R3 |
1,619.31 |
1,591.95 |
1,533.00 |
|
| R2 |
1,575.74 |
1,575.74 |
1,529.01 |
|
| R1 |
1,548.38 |
1,548.38 |
1,525.01 |
1,540.28 |
| PP |
1,532.17 |
1,532.17 |
1,532.17 |
1,528.12 |
| S1 |
1,504.81 |
1,504.81 |
1,517.03 |
1,496.71 |
| S2 |
1,488.60 |
1,488.60 |
1,513.03 |
|
| S3 |
1,445.03 |
1,461.24 |
1,509.04 |
|
| S4 |
1,401.46 |
1,417.67 |
1,497.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,542.75 |
1,510.82 |
31.93 |
2.1% |
20.14 |
1.3% |
58% |
False |
True |
|
| 10 |
1,568.96 |
1,510.82 |
58.14 |
3.8% |
19.22 |
1.3% |
32% |
False |
True |
|
| 20 |
1,568.96 |
1,489.47 |
79.49 |
5.2% |
16.98 |
1.1% |
50% |
False |
False |
|
| 40 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
18.60 |
1.2% |
77% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
18.91 |
1.2% |
77% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
19.47 |
1.3% |
77% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
19.44 |
1.3% |
77% |
False |
False |
|
| 120 |
1,635.45 |
1,394.36 |
241.09 |
15.8% |
19.61 |
1.3% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,640.02 |
|
2.618 |
1,599.86 |
|
1.618 |
1,575.25 |
|
1.000 |
1,560.04 |
|
0.618 |
1,550.64 |
|
HIGH |
1,535.43 |
|
0.618 |
1,526.03 |
|
0.500 |
1,523.13 |
|
0.382 |
1,520.22 |
|
LOW |
1,510.82 |
|
0.618 |
1,495.61 |
|
1.000 |
1,486.21 |
|
1.618 |
1,471.00 |
|
2.618 |
1,446.39 |
|
4.250 |
1,406.23 |
|
|