| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2005 |
10-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
10,477.80 |
10,503.00 |
25.20 |
0.2% |
10,461.60 |
| High |
10,526.40 |
10,538.60 |
12.20 |
0.1% |
10,578.80 |
| Low |
10,443.30 |
10,452.60 |
9.30 |
0.1% |
10,431.00 |
| Close |
10,503.00 |
10,512.60 |
9.60 |
0.1% |
10,512.60 |
| Range |
83.10 |
86.00 |
2.90 |
3.5% |
147.80 |
| ATR |
93.11 |
92.61 |
-0.51 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,759.27 |
10,721.93 |
10,559.90 |
|
| R3 |
10,673.27 |
10,635.93 |
10,536.25 |
|
| R2 |
10,587.27 |
10,587.27 |
10,528.37 |
|
| R1 |
10,549.93 |
10,549.93 |
10,520.48 |
10,568.60 |
| PP |
10,501.27 |
10,501.27 |
10,501.27 |
10,510.60 |
| S1 |
10,463.93 |
10,463.93 |
10,504.72 |
10,482.60 |
| S2 |
10,415.27 |
10,415.27 |
10,496.83 |
|
| S3 |
10,329.27 |
10,377.93 |
10,488.95 |
|
| S4 |
10,243.27 |
10,291.93 |
10,465.30 |
|
|
| Weekly Pivots for week ending 10-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,950.87 |
10,879.53 |
10,593.89 |
|
| R3 |
10,803.07 |
10,731.73 |
10,553.25 |
|
| R2 |
10,655.27 |
10,655.27 |
10,539.70 |
|
| R1 |
10,583.93 |
10,583.93 |
10,526.15 |
10,619.60 |
| PP |
10,507.47 |
10,507.47 |
10,507.47 |
10,525.30 |
| S1 |
10,436.13 |
10,436.13 |
10,499.05 |
10,471.80 |
| S2 |
10,359.67 |
10,359.67 |
10,485.50 |
|
| S3 |
10,211.87 |
10,288.33 |
10,471.96 |
|
| S4 |
10,064.07 |
10,140.53 |
10,431.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,578.80 |
10,431.00 |
147.80 |
1.4% |
82.00 |
0.8% |
55% |
False |
False |
|
| 10 |
10,586.40 |
10,431.00 |
155.40 |
1.5% |
80.19 |
0.8% |
53% |
False |
False |
|
| 20 |
10,586.40 |
10,075.50 |
510.90 |
4.9% |
90.10 |
0.9% |
86% |
False |
False |
|
| 40 |
10,586.40 |
10,000.50 |
585.90 |
5.6% |
107.03 |
1.0% |
87% |
False |
False |
|
| 60 |
10,658.60 |
10,000.50 |
658.10 |
6.3% |
105.06 |
1.0% |
78% |
False |
False |
|
| 80 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
102.78 |
1.0% |
52% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
98.89 |
0.9% |
52% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
97.81 |
0.9% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,904.10 |
|
2.618 |
10,763.75 |
|
1.618 |
10,677.75 |
|
1.000 |
10,624.60 |
|
0.618 |
10,591.75 |
|
HIGH |
10,538.60 |
|
0.618 |
10,505.75 |
|
0.500 |
10,495.60 |
|
0.382 |
10,485.45 |
|
LOW |
10,452.60 |
|
0.618 |
10,399.45 |
|
1.000 |
10,366.60 |
|
1.618 |
10,313.45 |
|
2.618 |
10,227.45 |
|
4.250 |
10,087.10 |
|
|