| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2005 |
29-Jun-2005 |
Change |
Change % |
Previous Week |
| Open |
10,291.00 |
10,405.90 |
114.90 |
1.1% |
10,621.50 |
| High |
10,409.70 |
10,433.80 |
24.10 |
0.2% |
10,646.20 |
| Low |
10,290.50 |
10,363.30 |
72.80 |
0.7% |
10,297.80 |
| Close |
10,405.60 |
10,374.50 |
-31.10 |
-0.3% |
10,297.80 |
| Range |
119.20 |
70.50 |
-48.70 |
-40.9% |
348.40 |
| ATR |
93.44 |
91.80 |
-1.64 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,602.03 |
10,558.77 |
10,413.28 |
|
| R3 |
10,531.53 |
10,488.27 |
10,393.89 |
|
| R2 |
10,461.03 |
10,461.03 |
10,387.43 |
|
| R1 |
10,417.77 |
10,417.77 |
10,380.96 |
10,404.15 |
| PP |
10,390.53 |
10,390.53 |
10,390.53 |
10,383.73 |
| S1 |
10,347.27 |
10,347.27 |
10,368.04 |
10,333.65 |
| S2 |
10,320.03 |
10,320.03 |
10,361.58 |
|
| S3 |
10,249.53 |
10,276.77 |
10,355.11 |
|
| S4 |
10,179.03 |
10,206.27 |
10,335.73 |
|
|
| 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 |
10,589.00 |
10,253.50 |
335.50 |
3.2% |
112.44 |
1.1% |
36% |
False |
False |
|
| 10 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
88.73 |
0.9% |
30% |
False |
False |
|
| 20 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
86.29 |
0.8% |
30% |
False |
False |
|
| 40 |
10,656.30 |
10,075.50 |
580.80 |
5.6% |
93.35 |
0.9% |
51% |
False |
False |
|
| 60 |
10,656.30 |
10,000.50 |
655.80 |
6.3% |
103.12 |
1.0% |
57% |
False |
False |
|
| 80 |
10,952.50 |
10,000.50 |
952.00 |
9.2% |
101.52 |
1.0% |
39% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
98.75 |
1.0% |
38% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
97.91 |
0.9% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,733.43 |
|
2.618 |
10,618.37 |
|
1.618 |
10,547.87 |
|
1.000 |
10,504.30 |
|
0.618 |
10,477.37 |
|
HIGH |
10,433.80 |
|
0.618 |
10,406.87 |
|
0.500 |
10,398.55 |
|
0.382 |
10,390.23 |
|
LOW |
10,363.30 |
|
0.618 |
10,319.73 |
|
1.000 |
10,292.80 |
|
1.618 |
10,249.23 |
|
2.618 |
10,178.73 |
|
4.250 |
10,063.68 |
|
|