| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2005 |
13-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
10,503.00 |
10,503.60 |
0.60 |
0.0% |
10,461.60 |
| High |
10,538.60 |
10,589.20 |
50.60 |
0.5% |
10,578.80 |
| Low |
10,452.60 |
10,474.40 |
21.80 |
0.2% |
10,431.00 |
| Close |
10,512.60 |
10,522.60 |
10.00 |
0.1% |
10,512.60 |
| Range |
86.00 |
114.80 |
28.80 |
33.5% |
147.80 |
| ATR |
92.61 |
94.19 |
1.59 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,873.13 |
10,812.67 |
10,585.74 |
|
| R3 |
10,758.33 |
10,697.87 |
10,554.17 |
|
| R2 |
10,643.53 |
10,643.53 |
10,543.65 |
|
| R1 |
10,583.07 |
10,583.07 |
10,533.12 |
10,613.30 |
| PP |
10,528.73 |
10,528.73 |
10,528.73 |
10,543.85 |
| S1 |
10,468.27 |
10,468.27 |
10,512.08 |
10,498.50 |
| S2 |
10,413.93 |
10,413.93 |
10,501.55 |
|
| S3 |
10,299.13 |
10,353.47 |
10,491.03 |
|
| S4 |
10,184.33 |
10,238.67 |
10,459.46 |
|
|
| 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 |
10,589.20 |
10,443.30 |
145.90 |
1.4% |
94.96 |
0.9% |
54% |
True |
False |
|
| 10 |
10,589.20 |
10,431.00 |
158.20 |
1.5% |
88.24 |
0.8% |
58% |
True |
False |
|
| 20 |
10,589.20 |
10,138.30 |
450.90 |
4.3% |
87.90 |
0.8% |
85% |
True |
False |
|
| 40 |
10,589.20 |
10,000.50 |
588.70 |
5.6% |
104.85 |
1.0% |
89% |
True |
False |
|
| 60 |
10,653.70 |
10,000.50 |
653.20 |
6.2% |
105.96 |
1.0% |
80% |
False |
False |
|
| 80 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
103.48 |
1.0% |
53% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
99.14 |
0.9% |
53% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
98.07 |
0.9% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,077.10 |
|
2.618 |
10,889.75 |
|
1.618 |
10,774.95 |
|
1.000 |
10,704.00 |
|
0.618 |
10,660.15 |
|
HIGH |
10,589.20 |
|
0.618 |
10,545.35 |
|
0.500 |
10,531.80 |
|
0.382 |
10,518.25 |
|
LOW |
10,474.40 |
|
0.618 |
10,403.45 |
|
1.000 |
10,359.60 |
|
1.618 |
10,288.65 |
|
2.618 |
10,173.85 |
|
4.250 |
9,986.50 |
|
|