| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2005 |
01-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
10,374.20 |
10,273.60 |
-100.60 |
-1.0% |
10,298.10 |
| High |
10,412.80 |
10,343.80 |
-69.00 |
-0.7% |
10,433.80 |
| Low |
10,267.20 |
10,273.50 |
6.30 |
0.1% |
10,253.50 |
| Close |
10,275.00 |
10,303.40 |
28.40 |
0.3% |
10,303.40 |
| Range |
145.60 |
70.30 |
-75.30 |
-51.7% |
180.30 |
| ATR |
95.64 |
93.83 |
-1.81 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,517.80 |
10,480.90 |
10,342.07 |
|
| R3 |
10,447.50 |
10,410.60 |
10,322.73 |
|
| R2 |
10,377.20 |
10,377.20 |
10,316.29 |
|
| R1 |
10,340.30 |
10,340.30 |
10,309.84 |
10,358.75 |
| PP |
10,306.90 |
10,306.90 |
10,306.90 |
10,316.13 |
| S1 |
10,270.00 |
10,270.00 |
10,296.96 |
10,288.45 |
| S2 |
10,236.60 |
10,236.60 |
10,290.51 |
|
| S3 |
10,166.30 |
10,199.70 |
10,284.07 |
|
| S4 |
10,096.00 |
10,129.40 |
10,264.74 |
|
|
| Weekly Pivots for week ending 01-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,871.13 |
10,767.57 |
10,402.57 |
|
| R3 |
10,690.83 |
10,587.27 |
10,352.98 |
|
| R2 |
10,510.53 |
10,510.53 |
10,336.46 |
|
| R1 |
10,406.97 |
10,406.97 |
10,319.93 |
10,458.75 |
| PP |
10,330.23 |
10,330.23 |
10,330.23 |
10,356.13 |
| S1 |
10,226.67 |
10,226.67 |
10,286.87 |
10,278.45 |
| S2 |
10,149.93 |
10,149.93 |
10,270.35 |
|
| S3 |
9,969.63 |
10,046.37 |
10,253.82 |
|
| S4 |
9,789.33 |
9,866.07 |
10,204.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,433.80 |
10,253.50 |
180.30 |
1.7% |
96.84 |
0.9% |
28% |
False |
False |
|
| 10 |
10,646.20 |
10,253.50 |
392.70 |
3.8% |
97.10 |
0.9% |
13% |
False |
False |
|
| 20 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
89.37 |
0.9% |
12% |
False |
False |
|
| 40 |
10,656.30 |
10,075.50 |
580.80 |
5.6% |
92.58 |
0.9% |
39% |
False |
False |
|
| 60 |
10,656.30 |
10,000.50 |
655.80 |
6.4% |
104.17 |
1.0% |
46% |
False |
False |
|
| 80 |
10,875.50 |
10,000.50 |
875.00 |
8.5% |
102.05 |
1.0% |
35% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
100.09 |
1.0% |
31% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
98.35 |
1.0% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,642.58 |
|
2.618 |
10,527.85 |
|
1.618 |
10,457.55 |
|
1.000 |
10,414.10 |
|
0.618 |
10,387.25 |
|
HIGH |
10,343.80 |
|
0.618 |
10,316.95 |
|
0.500 |
10,308.65 |
|
0.382 |
10,300.35 |
|
LOW |
10,273.50 |
|
0.618 |
10,230.05 |
|
1.000 |
10,203.20 |
|
1.618 |
10,159.75 |
|
2.618 |
10,089.45 |
|
4.250 |
9,974.73 |
|
|