| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2005 |
05-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
1,497.02 |
1,485.96 |
-11.06 |
-0.7% |
1,497.29 |
| High |
1,501.95 |
1,509.19 |
7.24 |
0.5% |
1,512.77 |
| Low |
1,489.74 |
1,485.96 |
-3.78 |
-0.3% |
1,489.74 |
| Close |
1,490.53 |
1,506.35 |
15.82 |
1.1% |
1,490.53 |
| Range |
12.21 |
23.23 |
11.02 |
90.3% |
23.03 |
| ATR |
17.70 |
18.10 |
0.39 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.19 |
1,561.50 |
1,519.13 |
|
| R3 |
1,546.96 |
1,538.27 |
1,512.74 |
|
| R2 |
1,523.73 |
1,523.73 |
1,510.61 |
|
| R1 |
1,515.04 |
1,515.04 |
1,508.48 |
1,519.39 |
| PP |
1,500.50 |
1,500.50 |
1,500.50 |
1,502.67 |
| S1 |
1,491.81 |
1,491.81 |
1,504.22 |
1,496.16 |
| S2 |
1,477.27 |
1,477.27 |
1,502.09 |
|
| S3 |
1,454.04 |
1,468.58 |
1,499.96 |
|
| S4 |
1,430.81 |
1,445.35 |
1,493.57 |
|
|
| Weekly Pivots for week ending 01-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,566.77 |
1,551.68 |
1,503.20 |
|
| R3 |
1,543.74 |
1,528.65 |
1,496.86 |
|
| R2 |
1,520.71 |
1,520.71 |
1,494.75 |
|
| R1 |
1,505.62 |
1,505.62 |
1,492.64 |
1,501.65 |
| PP |
1,497.68 |
1,497.68 |
1,497.68 |
1,495.70 |
| S1 |
1,482.59 |
1,482.59 |
1,488.42 |
1,478.62 |
| S2 |
1,474.65 |
1,474.65 |
1,486.31 |
|
| S3 |
1,451.62 |
1,459.56 |
1,484.20 |
|
| S4 |
1,428.59 |
1,436.53 |
1,477.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,512.77 |
1,485.96 |
26.81 |
1.8% |
15.58 |
1.0% |
76% |
False |
True |
|
| 10 |
1,549.00 |
1,485.96 |
63.04 |
4.2% |
17.22 |
1.1% |
32% |
False |
True |
|
| 20 |
1,559.53 |
1,485.96 |
73.57 |
4.9% |
18.29 |
1.2% |
28% |
False |
True |
|
| 40 |
1,568.96 |
1,432.83 |
136.13 |
9.0% |
17.51 |
1.2% |
54% |
False |
False |
|
| 60 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
18.54 |
1.2% |
64% |
False |
False |
|
| 80 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
18.69 |
1.2% |
64% |
False |
False |
|
| 100 |
1,568.96 |
1,394.36 |
174.60 |
11.6% |
19.20 |
1.3% |
64% |
False |
False |
|
| 120 |
1,574.39 |
1,394.36 |
180.03 |
12.0% |
19.34 |
1.3% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,607.92 |
|
2.618 |
1,570.01 |
|
1.618 |
1,546.78 |
|
1.000 |
1,532.42 |
|
0.618 |
1,523.55 |
|
HIGH |
1,509.19 |
|
0.618 |
1,500.32 |
|
0.500 |
1,497.58 |
|
0.382 |
1,494.83 |
|
LOW |
1,485.96 |
|
0.618 |
1,471.60 |
|
1.000 |
1,462.73 |
|
1.618 |
1,448.37 |
|
2.618 |
1,425.14 |
|
4.250 |
1,387.23 |
|
|