| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2005 |
20-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,550.63 |
1,529.65 |
-20.98 |
-1.4% |
1,519.61 |
| High |
1,550.63 |
1,545.52 |
-5.11 |
-0.3% |
1,550.63 |
| Low |
1,532.56 |
1,526.06 |
-6.50 |
-0.4% |
1,510.82 |
| Close |
1,538.13 |
1,537.31 |
-0.82 |
-0.1% |
1,538.13 |
| Range |
18.07 |
19.46 |
1.39 |
7.7% |
39.81 |
| ATR |
18.59 |
18.66 |
0.06 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,594.68 |
1,585.45 |
1,548.01 |
|
| R3 |
1,575.22 |
1,565.99 |
1,542.66 |
|
| R2 |
1,555.76 |
1,555.76 |
1,540.88 |
|
| R1 |
1,546.53 |
1,546.53 |
1,539.09 |
1,551.15 |
| PP |
1,536.30 |
1,536.30 |
1,536.30 |
1,538.60 |
| S1 |
1,527.07 |
1,527.07 |
1,535.53 |
1,531.69 |
| S2 |
1,516.84 |
1,516.84 |
1,533.74 |
|
| S3 |
1,497.38 |
1,507.61 |
1,531.96 |
|
| S4 |
1,477.92 |
1,488.15 |
1,526.61 |
|
|
| Weekly Pivots for week ending 17-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,652.62 |
1,635.19 |
1,560.03 |
|
| R3 |
1,612.81 |
1,595.38 |
1,549.08 |
|
| R2 |
1,573.00 |
1,573.00 |
1,545.43 |
|
| R1 |
1,555.57 |
1,555.57 |
1,541.78 |
1,564.29 |
| PP |
1,533.19 |
1,533.19 |
1,533.19 |
1,537.55 |
| S1 |
1,515.76 |
1,515.76 |
1,534.48 |
1,524.48 |
| S2 |
1,493.38 |
1,493.38 |
1,530.83 |
|
| S3 |
1,453.57 |
1,475.95 |
1,527.18 |
|
| S4 |
1,413.76 |
1,436.14 |
1,516.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,550.63 |
1,510.82 |
39.81 |
2.6% |
17.64 |
1.1% |
67% |
False |
False |
|
| 10 |
1,559.53 |
1,510.82 |
48.71 |
3.2% |
19.36 |
1.3% |
54% |
False |
False |
|
| 20 |
1,568.96 |
1,510.82 |
58.14 |
3.8% |
16.91 |
1.1% |
46% |
False |
False |
|
| 40 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
17.80 |
1.2% |
82% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
18.78 |
1.2% |
82% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
19.22 |
1.3% |
82% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
19.31 |
1.3% |
82% |
False |
False |
|
| 120 |
1,635.45 |
1,394.36 |
241.09 |
15.7% |
19.61 |
1.3% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,628.23 |
|
2.618 |
1,596.47 |
|
1.618 |
1,577.01 |
|
1.000 |
1,564.98 |
|
0.618 |
1,557.55 |
|
HIGH |
1,545.52 |
|
0.618 |
1,538.09 |
|
0.500 |
1,535.79 |
|
0.382 |
1,533.49 |
|
LOW |
1,526.06 |
|
0.618 |
1,514.03 |
|
1.000 |
1,506.60 |
|
1.618 |
1,494.57 |
|
2.618 |
1,475.11 |
|
4.250 |
1,443.36 |
|
|