| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2004 |
01-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
10,413.40 |
10,434.00 |
20.60 |
0.2% |
10,417.80 |
| High |
10,471.20 |
10,448.10 |
-23.10 |
-0.2% |
10,487.50 |
| Low |
10,375.70 |
10,274.50 |
-101.20 |
-1.0% |
10,307.30 |
| Close |
10,435.50 |
10,334.20 |
-101.30 |
-1.0% |
10,371.80 |
| Range |
95.50 |
173.60 |
78.10 |
81.8% |
180.20 |
| ATR |
94.90 |
100.52 |
5.62 |
5.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,873.07 |
10,777.23 |
10,429.68 |
|
| R3 |
10,699.47 |
10,603.63 |
10,381.94 |
|
| R2 |
10,525.87 |
10,525.87 |
10,366.03 |
|
| R1 |
10,430.03 |
10,430.03 |
10,350.11 |
10,391.15 |
| PP |
10,352.27 |
10,352.27 |
10,352.27 |
10,332.83 |
| S1 |
10,256.43 |
10,256.43 |
10,318.29 |
10,217.55 |
| S2 |
10,178.67 |
10,178.67 |
10,302.37 |
|
| S3 |
10,005.07 |
10,082.83 |
10,286.46 |
|
| S4 |
9,831.47 |
9,909.23 |
10,238.72 |
|
|
| Weekly Pivots for week ending 25-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,929.47 |
10,830.83 |
10,470.91 |
|
| R3 |
10,749.27 |
10,650.63 |
10,421.36 |
|
| R2 |
10,569.07 |
10,569.07 |
10,404.84 |
|
| R1 |
10,470.43 |
10,470.43 |
10,388.32 |
10,429.65 |
| PP |
10,388.87 |
10,388.87 |
10,388.87 |
10,368.48 |
| S1 |
10,290.23 |
10,290.23 |
10,355.28 |
10,249.45 |
| S2 |
10,208.67 |
10,208.67 |
10,338.76 |
|
| S3 |
10,028.47 |
10,110.03 |
10,322.25 |
|
| S4 |
9,848.27 |
9,929.83 |
10,272.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,487.50 |
10,274.50 |
213.00 |
2.1% |
120.16 |
1.2% |
28% |
False |
True |
|
| 10 |
10,487.50 |
10,274.50 |
213.00 |
2.1% |
103.25 |
1.0% |
28% |
False |
True |
|
| 20 |
10,487.50 |
10,193.80 |
293.70 |
2.8% |
91.94 |
0.9% |
48% |
False |
False |
|
| 40 |
10,487.50 |
9,852.19 |
635.31 |
6.1% |
103.08 |
1.0% |
76% |
False |
False |
|
| 60 |
10,570.80 |
9,852.19 |
718.61 |
7.0% |
107.48 |
1.0% |
67% |
False |
False |
|
| 80 |
10,570.80 |
9,852.19 |
718.61 |
7.0% |
111.65 |
1.1% |
67% |
False |
False |
|
| 100 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
107.65 |
1.0% |
53% |
False |
False |
|
| 120 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
107.71 |
1.0% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,185.90 |
|
2.618 |
10,902.58 |
|
1.618 |
10,728.98 |
|
1.000 |
10,621.70 |
|
0.618 |
10,555.38 |
|
HIGH |
10,448.10 |
|
0.618 |
10,381.78 |
|
0.500 |
10,361.30 |
|
0.382 |
10,340.82 |
|
LOW |
10,274.50 |
|
0.618 |
10,167.22 |
|
1.000 |
10,100.90 |
|
1.618 |
9,993.62 |
|
2.618 |
9,820.02 |
|
4.250 |
9,536.70 |
|
|