| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2005 |
23-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,542.13 |
1,537.64 |
-4.49 |
-0.3% |
1,519.61 |
| High |
1,545.54 |
1,549.00 |
3.46 |
0.2% |
1,550.63 |
| Low |
1,527.93 |
1,515.79 |
-12.14 |
-0.8% |
1,510.82 |
| Close |
1,534.36 |
1,515.95 |
-18.41 |
-1.2% |
1,538.13 |
| Range |
17.61 |
33.21 |
15.60 |
88.6% |
39.81 |
| ATR |
18.13 |
19.20 |
1.08 |
5.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.54 |
1,604.46 |
1,534.22 |
|
| R3 |
1,593.33 |
1,571.25 |
1,525.08 |
|
| R2 |
1,560.12 |
1,560.12 |
1,522.04 |
|
| R1 |
1,538.04 |
1,538.04 |
1,518.99 |
1,532.48 |
| PP |
1,526.91 |
1,526.91 |
1,526.91 |
1,524.13 |
| S1 |
1,504.83 |
1,504.83 |
1,512.91 |
1,499.27 |
| S2 |
1,493.70 |
1,493.70 |
1,509.86 |
|
| S3 |
1,460.49 |
1,471.62 |
1,506.82 |
|
| S4 |
1,427.28 |
1,438.41 |
1,497.68 |
|
|
| 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 |
1,515.79 |
34.84 |
2.3% |
20.03 |
1.3% |
0% |
False |
True |
|
| 10 |
1,550.63 |
1,510.82 |
39.81 |
2.6% |
19.15 |
1.3% |
13% |
False |
False |
|
| 20 |
1,568.96 |
1,510.82 |
58.14 |
3.8% |
18.18 |
1.2% |
9% |
False |
False |
|
| 40 |
1,568.96 |
1,394.36 |
174.60 |
11.5% |
17.89 |
1.2% |
70% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.5% |
18.84 |
1.2% |
70% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.5% |
19.32 |
1.3% |
70% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.5% |
19.42 |
1.3% |
70% |
False |
False |
|
| 120 |
1,635.45 |
1,394.36 |
241.09 |
15.9% |
19.92 |
1.3% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,690.14 |
|
2.618 |
1,635.94 |
|
1.618 |
1,602.73 |
|
1.000 |
1,582.21 |
|
0.618 |
1,569.52 |
|
HIGH |
1,549.00 |
|
0.618 |
1,536.31 |
|
0.500 |
1,532.40 |
|
0.382 |
1,528.48 |
|
LOW |
1,515.79 |
|
0.618 |
1,495.27 |
|
1.000 |
1,482.58 |
|
1.618 |
1,462.06 |
|
2.618 |
1,428.85 |
|
4.250 |
1,374.65 |
|
|