| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2004 |
02-Jul-2004 |
Change |
Change % |
Previous Week |
| Open |
10,434.00 |
10,334.00 |
-100.00 |
-1.0% |
10,377.50 |
| High |
10,448.10 |
10,334.10 |
-114.00 |
-1.1% |
10,471.20 |
| Low |
10,274.50 |
10,264.90 |
-9.60 |
-0.1% |
10,264.90 |
| Close |
10,334.20 |
10,282.80 |
-51.40 |
-0.5% |
10,282.80 |
| Range |
173.60 |
69.20 |
-104.40 |
-60.1% |
206.30 |
| ATR |
100.52 |
98.29 |
-2.23 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,501.53 |
10,461.37 |
10,320.86 |
|
| R3 |
10,432.33 |
10,392.17 |
10,301.83 |
|
| R2 |
10,363.13 |
10,363.13 |
10,295.49 |
|
| R1 |
10,322.97 |
10,322.97 |
10,289.14 |
10,308.45 |
| PP |
10,293.93 |
10,293.93 |
10,293.93 |
10,286.68 |
| S1 |
10,253.77 |
10,253.77 |
10,276.46 |
10,239.25 |
| S2 |
10,224.73 |
10,224.73 |
10,270.11 |
|
| S3 |
10,155.53 |
10,184.57 |
10,263.77 |
|
| S4 |
10,086.33 |
10,115.37 |
10,244.74 |
|
|
| Weekly Pivots for week ending 02-Jul-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,958.53 |
10,826.97 |
10,396.27 |
|
| R3 |
10,752.23 |
10,620.67 |
10,339.53 |
|
| R2 |
10,545.93 |
10,545.93 |
10,320.62 |
|
| R1 |
10,414.37 |
10,414.37 |
10,301.71 |
10,377.00 |
| PP |
10,339.63 |
10,339.63 |
10,339.63 |
10,320.95 |
| S1 |
10,208.07 |
10,208.07 |
10,263.89 |
10,170.70 |
| S2 |
10,133.33 |
10,133.33 |
10,244.98 |
|
| S3 |
9,927.03 |
10,001.77 |
10,226.07 |
|
| S4 |
9,720.73 |
9,795.47 |
10,169.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,471.20 |
10,264.90 |
206.30 |
2.0% |
110.48 |
1.1% |
9% |
False |
True |
|
| 10 |
10,487.50 |
10,264.90 |
222.60 |
2.2% |
102.18 |
1.0% |
8% |
False |
True |
|
| 20 |
10,487.50 |
10,196.70 |
290.80 |
2.8% |
91.00 |
0.9% |
30% |
False |
False |
|
| 40 |
10,487.50 |
9,852.19 |
635.31 |
6.2% |
103.38 |
1.0% |
68% |
False |
False |
|
| 60 |
10,569.30 |
9,852.19 |
717.11 |
7.0% |
107.53 |
1.0% |
60% |
False |
False |
|
| 80 |
10,570.80 |
9,852.19 |
718.61 |
7.0% |
111.20 |
1.1% |
60% |
False |
False |
|
| 100 |
10,753.60 |
9,852.19 |
901.41 |
8.8% |
107.80 |
1.0% |
48% |
False |
False |
|
| 120 |
10,753.60 |
9,852.19 |
901.41 |
8.8% |
107.11 |
1.0% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,628.20 |
|
2.618 |
10,515.27 |
|
1.618 |
10,446.07 |
|
1.000 |
10,403.30 |
|
0.618 |
10,376.87 |
|
HIGH |
10,334.10 |
|
0.618 |
10,307.67 |
|
0.500 |
10,299.50 |
|
0.382 |
10,291.33 |
|
LOW |
10,264.90 |
|
0.618 |
10,222.13 |
|
1.000 |
10,195.70 |
|
1.618 |
10,152.93 |
|
2.618 |
10,083.73 |
|
4.250 |
9,970.80 |
|
|