| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2005 |
28-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
1,497.29 |
1,500.65 |
3.36 |
0.2% |
1,529.65 |
| High |
1,503.79 |
1,512.64 |
8.85 |
0.6% |
1,549.00 |
| Low |
1,490.02 |
1,498.48 |
8.46 |
0.6% |
1,500.18 |
| Close |
1,493.75 |
1,508.61 |
14.86 |
1.0% |
1,500.18 |
| Range |
13.77 |
14.16 |
0.39 |
2.8% |
48.82 |
| ATR |
18.73 |
18.74 |
0.01 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.06 |
1,542.99 |
1,516.40 |
|
| R3 |
1,534.90 |
1,528.83 |
1,512.50 |
|
| R2 |
1,520.74 |
1,520.74 |
1,511.21 |
|
| R1 |
1,514.67 |
1,514.67 |
1,509.91 |
1,517.71 |
| PP |
1,506.58 |
1,506.58 |
1,506.58 |
1,508.09 |
| S1 |
1,500.51 |
1,500.51 |
1,507.31 |
1,503.55 |
| S2 |
1,492.42 |
1,492.42 |
1,506.01 |
|
| S3 |
1,478.26 |
1,486.35 |
1,504.72 |
|
| S4 |
1,464.10 |
1,472.19 |
1,500.82 |
|
|
| 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 |
1,490.02 |
58.98 |
3.9% |
19.32 |
1.3% |
32% |
False |
False |
|
| 10 |
1,550.63 |
1,490.02 |
60.61 |
4.0% |
18.34 |
1.2% |
31% |
False |
False |
|
| 20 |
1,568.96 |
1,490.02 |
78.94 |
5.2% |
18.85 |
1.2% |
24% |
False |
False |
|
| 40 |
1,568.96 |
1,421.28 |
147.68 |
9.8% |
17.55 |
1.2% |
59% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
18.57 |
1.2% |
65% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
19.04 |
1.3% |
65% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
19.45 |
1.3% |
65% |
False |
False |
|
| 120 |
1,577.76 |
1,394.36 |
183.40 |
12.2% |
19.44 |
1.3% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,572.82 |
|
2.618 |
1,549.71 |
|
1.618 |
1,535.55 |
|
1.000 |
1,526.80 |
|
0.618 |
1,521.39 |
|
HIGH |
1,512.64 |
|
0.618 |
1,507.23 |
|
0.500 |
1,505.56 |
|
0.382 |
1,503.89 |
|
LOW |
1,498.48 |
|
0.618 |
1,489.73 |
|
1.000 |
1,484.32 |
|
1.618 |
1,475.57 |
|
2.618 |
1,461.41 |
|
4.250 |
1,438.30 |
|
|