| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2005 |
22-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,535.48 |
1,542.13 |
6.65 |
0.4% |
1,519.61 |
| High |
1,542.73 |
1,545.54 |
2.81 |
0.2% |
1,550.63 |
| Low |
1,530.91 |
1,527.93 |
-2.98 |
-0.2% |
1,510.82 |
| Close |
1,536.48 |
1,534.36 |
-2.12 |
-0.1% |
1,538.13 |
| Range |
11.82 |
17.61 |
5.79 |
49.0% |
39.81 |
| ATR |
18.17 |
18.13 |
-0.04 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,588.77 |
1,579.18 |
1,544.05 |
|
| R3 |
1,571.16 |
1,561.57 |
1,539.20 |
|
| R2 |
1,553.55 |
1,553.55 |
1,537.59 |
|
| R1 |
1,543.96 |
1,543.96 |
1,535.97 |
1,539.95 |
| PP |
1,535.94 |
1,535.94 |
1,535.94 |
1,533.94 |
| S1 |
1,526.35 |
1,526.35 |
1,532.75 |
1,522.34 |
| S2 |
1,518.33 |
1,518.33 |
1,531.13 |
|
| S3 |
1,500.72 |
1,508.74 |
1,529.52 |
|
| S4 |
1,483.11 |
1,491.13 |
1,524.67 |
|
|
| 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 |
1,526.06 |
24.57 |
1.6% |
15.95 |
1.0% |
34% |
False |
False |
|
| 10 |
1,550.63 |
1,510.82 |
39.81 |
2.6% |
18.05 |
1.2% |
59% |
False |
False |
|
| 20 |
1,568.96 |
1,510.82 |
58.14 |
3.8% |
17.07 |
1.1% |
40% |
False |
False |
|
| 40 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
17.55 |
1.1% |
80% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
18.65 |
1.2% |
80% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
19.08 |
1.2% |
80% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.4% |
19.19 |
1.3% |
80% |
False |
False |
|
| 120 |
1,635.45 |
1,394.36 |
241.09 |
15.7% |
19.71 |
1.3% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,620.38 |
|
2.618 |
1,591.64 |
|
1.618 |
1,574.03 |
|
1.000 |
1,563.15 |
|
0.618 |
1,556.42 |
|
HIGH |
1,545.54 |
|
0.618 |
1,538.81 |
|
0.500 |
1,536.74 |
|
0.382 |
1,534.66 |
|
LOW |
1,527.93 |
|
0.618 |
1,517.05 |
|
1.000 |
1,510.32 |
|
1.618 |
1,499.44 |
|
2.618 |
1,481.83 |
|
4.250 |
1,453.09 |
|
|