| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2005 |
27-May-2005 |
Change |
Change % |
Previous Week |
| Open |
10,458.70 |
10,537.10 |
78.40 |
0.7% |
10,472.80 |
| High |
10,544.10 |
10,552.00 |
7.90 |
0.1% |
10,560.80 |
| Low |
10,458.60 |
10,517.70 |
59.10 |
0.6% |
10,426.40 |
| Close |
10,537.60 |
10,542.50 |
4.90 |
0.0% |
10,542.50 |
| Range |
85.50 |
34.30 |
-51.20 |
-59.9% |
134.40 |
| ATR |
104.71 |
99.68 |
-5.03 |
-4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,640.30 |
10,625.70 |
10,561.37 |
|
| R3 |
10,606.00 |
10,591.40 |
10,551.93 |
|
| R2 |
10,571.70 |
10,571.70 |
10,548.79 |
|
| R1 |
10,557.10 |
10,557.10 |
10,545.64 |
10,564.40 |
| PP |
10,537.40 |
10,537.40 |
10,537.40 |
10,541.05 |
| S1 |
10,522.80 |
10,522.80 |
10,539.36 |
10,530.10 |
| S2 |
10,503.10 |
10,503.10 |
10,536.21 |
|
| S3 |
10,468.80 |
10,488.50 |
10,533.07 |
|
| S4 |
10,434.50 |
10,454.20 |
10,523.64 |
|
|
| Weekly Pivots for week ending 27-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,913.10 |
10,862.20 |
10,616.42 |
|
| R3 |
10,778.70 |
10,727.80 |
10,579.46 |
|
| R2 |
10,644.30 |
10,644.30 |
10,567.14 |
|
| R1 |
10,593.40 |
10,593.40 |
10,554.82 |
10,618.85 |
| PP |
10,509.90 |
10,509.90 |
10,509.90 |
10,522.63 |
| S1 |
10,459.00 |
10,459.00 |
10,530.18 |
10,484.45 |
| S2 |
10,375.50 |
10,375.50 |
10,517.86 |
|
| S3 |
10,241.10 |
10,324.60 |
10,505.54 |
|
| S4 |
10,106.70 |
10,190.20 |
10,468.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,560.80 |
10,426.40 |
134.40 |
1.3% |
68.42 |
0.6% |
86% |
False |
False |
|
| 10 |
10,560.80 |
10,138.30 |
422.50 |
4.0% |
87.56 |
0.8% |
96% |
False |
False |
|
| 20 |
10,560.80 |
10,075.50 |
485.30 |
4.6% |
98.58 |
0.9% |
96% |
False |
False |
|
| 40 |
10,560.80 |
10,000.50 |
560.30 |
5.3% |
110.08 |
1.0% |
97% |
False |
False |
|
| 60 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
106.22 |
1.0% |
55% |
False |
False |
|
| 80 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
101.68 |
1.0% |
55% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
99.85 |
0.9% |
55% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
98.06 |
0.9% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,697.78 |
|
2.618 |
10,641.80 |
|
1.618 |
10,607.50 |
|
1.000 |
10,586.30 |
|
0.618 |
10,573.20 |
|
HIGH |
10,552.00 |
|
0.618 |
10,538.90 |
|
0.500 |
10,534.85 |
|
0.382 |
10,530.80 |
|
LOW |
10,517.70 |
|
0.618 |
10,496.50 |
|
1.000 |
10,483.40 |
|
1.618 |
10,462.20 |
|
2.618 |
10,427.90 |
|
4.250 |
10,371.93 |
|
|