| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2005 |
24-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
10,587.10 |
10,422.30 |
-164.80 |
-1.6% |
10,621.50 |
| High |
10,589.00 |
10,422.30 |
-166.70 |
-1.6% |
10,646.20 |
| Low |
10,419.60 |
10,297.80 |
-121.80 |
-1.2% |
10,297.80 |
| Close |
10,421.40 |
10,297.80 |
-123.60 |
-1.2% |
10,297.80 |
| Range |
169.40 |
124.50 |
-44.90 |
-26.5% |
348.40 |
| ATR |
89.98 |
92.44 |
2.47 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,712.80 |
10,629.80 |
10,366.28 |
|
| R3 |
10,588.30 |
10,505.30 |
10,332.04 |
|
| R2 |
10,463.80 |
10,463.80 |
10,320.63 |
|
| R1 |
10,380.80 |
10,380.80 |
10,309.21 |
10,360.05 |
| PP |
10,339.30 |
10,339.30 |
10,339.30 |
10,328.93 |
| S1 |
10,256.30 |
10,256.30 |
10,286.39 |
10,235.55 |
| S2 |
10,214.80 |
10,214.80 |
10,274.98 |
|
| S3 |
10,090.30 |
10,131.80 |
10,263.56 |
|
| S4 |
9,965.80 |
10,007.30 |
10,229.33 |
|
|
| Weekly Pivots for week ending 24-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,459.13 |
11,226.87 |
10,489.42 |
|
| R3 |
11,110.73 |
10,878.47 |
10,393.61 |
|
| R2 |
10,762.33 |
10,762.33 |
10,361.67 |
|
| R1 |
10,530.07 |
10,530.07 |
10,329.74 |
10,472.00 |
| PP |
10,413.93 |
10,413.93 |
10,413.93 |
10,384.90 |
| S1 |
10,181.67 |
10,181.67 |
10,265.86 |
10,123.60 |
| S2 |
10,065.53 |
10,065.53 |
10,233.93 |
|
| S3 |
9,717.13 |
9,833.27 |
10,201.99 |
|
| S4 |
9,368.73 |
9,484.87 |
10,106.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,646.20 |
10,297.80 |
348.40 |
3.4% |
97.36 |
0.9% |
0% |
False |
True |
|
| 10 |
10,656.30 |
10,297.80 |
358.50 |
3.5% |
89.32 |
0.9% |
0% |
False |
True |
|
| 20 |
10,656.30 |
10,297.80 |
358.50 |
3.5% |
84.76 |
0.8% |
0% |
False |
True |
|
| 40 |
10,656.30 |
10,048.10 |
608.20 |
5.9% |
94.52 |
0.9% |
41% |
False |
False |
|
| 60 |
10,656.30 |
10,000.50 |
655.80 |
6.4% |
104.20 |
1.0% |
45% |
False |
False |
|
| 80 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
101.70 |
1.0% |
30% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
98.67 |
1.0% |
30% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
98.42 |
1.0% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,951.43 |
|
2.618 |
10,748.24 |
|
1.618 |
10,623.74 |
|
1.000 |
10,546.80 |
|
0.618 |
10,499.24 |
|
HIGH |
10,422.30 |
|
0.618 |
10,374.74 |
|
0.500 |
10,360.05 |
|
0.382 |
10,345.36 |
|
LOW |
10,297.80 |
|
0.618 |
10,220.86 |
|
1.000 |
10,173.30 |
|
1.618 |
10,096.36 |
|
2.618 |
9,971.86 |
|
4.250 |
9,768.68 |
|
|