| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2005 |
24-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,537.64 |
1,516.84 |
-20.80 |
-1.4% |
1,529.65 |
| High |
1,549.00 |
1,518.01 |
-30.99 |
-2.0% |
1,549.00 |
| Low |
1,515.79 |
1,500.18 |
-15.61 |
-1.0% |
1,500.18 |
| Close |
1,515.95 |
1,500.18 |
-15.77 |
-1.0% |
1,500.18 |
| Range |
33.21 |
17.83 |
-15.38 |
-46.3% |
48.82 |
| ATR |
19.20 |
19.11 |
-0.10 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,559.61 |
1,547.73 |
1,509.99 |
|
| R3 |
1,541.78 |
1,529.90 |
1,505.08 |
|
| R2 |
1,523.95 |
1,523.95 |
1,503.45 |
|
| R1 |
1,512.07 |
1,512.07 |
1,501.81 |
1,509.10 |
| PP |
1,506.12 |
1,506.12 |
1,506.12 |
1,504.64 |
| S1 |
1,494.24 |
1,494.24 |
1,498.55 |
1,491.27 |
| S2 |
1,488.29 |
1,488.29 |
1,496.91 |
|
| S3 |
1,470.46 |
1,476.41 |
1,495.28 |
|
| S4 |
1,452.63 |
1,458.58 |
1,490.37 |
|
|
| Weekly Pivots for week ending 24-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,662.91 |
1,630.37 |
1,527.03 |
|
| R3 |
1,614.09 |
1,581.55 |
1,513.61 |
|
| R2 |
1,565.27 |
1,565.27 |
1,509.13 |
|
| R1 |
1,532.73 |
1,532.73 |
1,504.66 |
1,524.59 |
| PP |
1,516.45 |
1,516.45 |
1,516.45 |
1,512.39 |
| S1 |
1,483.91 |
1,483.91 |
1,495.70 |
1,475.77 |
| S2 |
1,467.63 |
1,467.63 |
1,491.23 |
|
| S3 |
1,418.81 |
1,435.09 |
1,486.75 |
|
| S4 |
1,369.99 |
1,386.27 |
1,473.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,549.00 |
1,500.18 |
48.82 |
3.3% |
19.99 |
1.3% |
0% |
False |
True |
|
| 10 |
1,550.63 |
1,500.18 |
50.45 |
3.4% |
18.77 |
1.3% |
0% |
False |
True |
|
| 20 |
1,568.96 |
1,500.18 |
68.78 |
4.6% |
18.50 |
1.2% |
0% |
False |
True |
|
| 40 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
17.92 |
1.2% |
61% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
18.93 |
1.3% |
61% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
19.21 |
1.3% |
61% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
19.49 |
1.3% |
61% |
False |
False |
|
| 120 |
1,612.78 |
1,394.36 |
218.42 |
14.6% |
19.76 |
1.3% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,593.79 |
|
2.618 |
1,564.69 |
|
1.618 |
1,546.86 |
|
1.000 |
1,535.84 |
|
0.618 |
1,529.03 |
|
HIGH |
1,518.01 |
|
0.618 |
1,511.20 |
|
0.500 |
1,509.10 |
|
0.382 |
1,506.99 |
|
LOW |
1,500.18 |
|
0.618 |
1,489.16 |
|
1.000 |
1,482.35 |
|
1.618 |
1,471.33 |
|
2.618 |
1,453.50 |
|
4.250 |
1,424.40 |
|
|