Day Change Summary |
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Previous |
Current |
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24-Jun-2005 |
27-Jun-2005 |
Change |
Change % |
Previous Week |
Open |
10,422.30 |
10,298.10 |
-124.20 |
-1.2% |
10,621.50 |
High |
10,422.30 |
10,332.10 |
-90.20 |
-0.9% |
10,646.20 |
Low |
10,297.80 |
10,253.50 |
-44.30 |
-0.4% |
10,297.80 |
Close |
10,297.80 |
10,290.80 |
-7.00 |
-0.1% |
10,297.80 |
Range |
124.50 |
78.60 |
-45.90 |
-36.9% |
348.40 |
ATR |
92.44 |
91.45 |
-0.99 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,527.93 |
10,487.97 |
10,334.03 |
|
R3 |
10,449.33 |
10,409.37 |
10,312.42 |
|
R2 |
10,370.73 |
10,370.73 |
10,305.21 |
|
R1 |
10,330.77 |
10,330.77 |
10,298.01 |
10,311.45 |
PP |
10,292.13 |
10,292.13 |
10,292.13 |
10,282.48 |
S1 |
10,252.17 |
10,252.17 |
10,283.60 |
10,232.85 |
S2 |
10,213.53 |
10,213.53 |
10,276.39 |
|
S3 |
10,134.93 |
10,173.57 |
10,269.19 |
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S4 |
10,056.33 |
10,094.97 |
10,247.57 |
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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 |
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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 |
10,253.50 |
392.70 |
3.8% |
98.04 |
1.0% |
9% |
False |
True |
|
10 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
85.70 |
0.8% |
9% |
False |
True |
|
20 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
86.97 |
0.8% |
9% |
False |
True |
|
40 |
10,656.30 |
10,075.50 |
580.80 |
5.6% |
92.77 |
0.9% |
37% |
False |
False |
|
60 |
10,656.30 |
10,000.50 |
655.80 |
6.4% |
102.37 |
1.0% |
44% |
False |
False |
|
80 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
101.41 |
1.0% |
30% |
False |
False |
|
100 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
98.74 |
1.0% |
30% |
False |
False |
|
120 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
97.70 |
0.9% |
30% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,666.15 |
2.618 |
10,537.87 |
1.618 |
10,459.27 |
1.000 |
10,410.70 |
0.618 |
10,380.67 |
HIGH |
10,332.10 |
0.618 |
10,302.07 |
0.500 |
10,292.80 |
0.382 |
10,283.53 |
LOW |
10,253.50 |
0.618 |
10,204.93 |
1.000 |
10,174.90 |
1.618 |
10,126.33 |
2.618 |
10,047.73 |
4.250 |
9,919.45 |
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