| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2004 |
09-Jun-2004 |
Change |
Change % |
Previous Week |
| Open |
10,389.40 |
10,431.10 |
41.70 |
0.4% |
10,187.20 |
| High |
10,432.80 |
10,431.30 |
-1.50 |
0.0% |
10,302.10 |
| Low |
10,353.00 |
10,365.00 |
12.00 |
0.1% |
10,134.90 |
| Close |
10,432.50 |
10,368.40 |
-64.10 |
-0.6% |
10,242.80 |
| Range |
79.80 |
66.30 |
-13.50 |
-16.9% |
167.20 |
| ATR |
108.94 |
105.98 |
-2.96 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,587.13 |
10,544.07 |
10,404.87 |
|
| R3 |
10,520.83 |
10,477.77 |
10,386.63 |
|
| R2 |
10,454.53 |
10,454.53 |
10,380.56 |
|
| R1 |
10,411.47 |
10,411.47 |
10,374.48 |
10,399.85 |
| PP |
10,388.23 |
10,388.23 |
10,388.23 |
10,382.43 |
| S1 |
10,345.17 |
10,345.17 |
10,362.32 |
10,333.55 |
| S2 |
10,321.93 |
10,321.93 |
10,356.25 |
|
| S3 |
10,255.63 |
10,278.87 |
10,350.17 |
|
| S4 |
10,189.33 |
10,212.57 |
10,331.94 |
|
|
| Weekly Pivots for week ending 04-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,728.20 |
10,652.70 |
10,334.76 |
|
| R3 |
10,561.00 |
10,485.50 |
10,288.78 |
|
| R2 |
10,393.80 |
10,393.80 |
10,273.45 |
|
| R1 |
10,318.30 |
10,318.30 |
10,258.13 |
10,356.05 |
| PP |
10,226.60 |
10,226.60 |
10,226.60 |
10,245.48 |
| S1 |
10,151.10 |
10,151.10 |
10,227.47 |
10,188.85 |
| S2 |
10,059.40 |
10,059.40 |
10,212.15 |
|
| S3 |
9,892.20 |
9,983.90 |
10,196.82 |
|
| S4 |
9,725.00 |
9,816.70 |
10,150.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,432.80 |
10,193.80 |
239.00 |
2.3% |
97.50 |
0.9% |
73% |
False |
False |
|
| 10 |
10,432.80 |
10,077.80 |
355.00 |
3.4% |
86.60 |
0.8% |
82% |
False |
False |
|
| 20 |
10,432.80 |
9,852.19 |
580.61 |
5.6% |
108.59 |
1.0% |
89% |
False |
False |
|
| 40 |
10,537.40 |
9,852.19 |
685.21 |
6.6% |
112.36 |
1.1% |
75% |
False |
False |
|
| 60 |
10,570.80 |
9,852.19 |
718.61 |
6.9% |
113.77 |
1.1% |
72% |
False |
False |
|
| 80 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
111.75 |
1.1% |
57% |
False |
False |
|
| 100 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
110.08 |
1.1% |
57% |
False |
False |
|
| 120 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
106.14 |
1.0% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,713.08 |
|
2.618 |
10,604.87 |
|
1.618 |
10,538.57 |
|
1.000 |
10,497.60 |
|
0.618 |
10,472.27 |
|
HIGH |
10,431.30 |
|
0.618 |
10,405.97 |
|
0.500 |
10,398.15 |
|
0.382 |
10,390.33 |
|
LOW |
10,365.00 |
|
0.618 |
10,324.03 |
|
1.000 |
10,298.70 |
|
1.618 |
10,257.73 |
|
2.618 |
10,191.43 |
|
4.250 |
10,083.23 |
|
|