Day Change Summary |
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Previous |
Current |
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28-May-2004 |
01-Jun-2004 |
Change |
Change % |
Previous Week |
Open |
1,464.83 |
1,457.71 |
-7.12 |
-0.5% |
1,418.77 |
High |
1,469.23 |
1,469.27 |
0.04 |
0.0% |
1,469.23 |
Low |
1,456.77 |
1,453.39 |
-3.38 |
-0.2% |
1,406.20 |
Close |
1,466.22 |
1,468.54 |
2.32 |
0.2% |
1,466.22 |
Range |
12.46 |
15.88 |
3.42 |
27.4% |
63.03 |
ATR |
23.99 |
23.41 |
-0.58 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.37 |
1,505.84 |
1,477.27 |
|
R3 |
1,495.49 |
1,489.96 |
1,472.91 |
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R2 |
1,479.61 |
1,479.61 |
1,471.45 |
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R1 |
1,474.08 |
1,474.08 |
1,470.00 |
1,476.85 |
PP |
1,463.73 |
1,463.73 |
1,463.73 |
1,465.12 |
S1 |
1,458.20 |
1,458.20 |
1,467.08 |
1,460.97 |
S2 |
1,447.85 |
1,447.85 |
1,465.63 |
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S3 |
1,431.97 |
1,442.32 |
1,464.17 |
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S4 |
1,416.09 |
1,426.44 |
1,459.81 |
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Weekly Pivots for week ending 28-May-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.31 |
1,614.29 |
1,500.89 |
|
R3 |
1,573.28 |
1,551.26 |
1,483.55 |
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R2 |
1,510.25 |
1,510.25 |
1,477.78 |
|
R1 |
1,488.23 |
1,488.23 |
1,472.00 |
1,499.24 |
PP |
1,447.22 |
1,447.22 |
1,447.22 |
1,452.72 |
S1 |
1,425.20 |
1,425.20 |
1,460.44 |
1,436.21 |
S2 |
1,384.19 |
1,384.19 |
1,454.66 |
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S3 |
1,321.16 |
1,362.17 |
1,448.89 |
|
S4 |
1,258.13 |
1,299.14 |
1,431.55 |
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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 |
1,469.27 |
1,406.20 |
63.07 |
4.3% |
20.66 |
1.4% |
99% |
True |
False |
|
10 |
1,469.27 |
1,390.41 |
78.86 |
5.4% |
19.69 |
1.3% |
99% |
True |
False |
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20 |
1,469.27 |
1,372.46 |
96.81 |
6.6% |
21.56 |
1.5% |
99% |
True |
False |
|
40 |
1,508.37 |
1,372.46 |
135.91 |
9.3% |
23.39 |
1.6% |
71% |
False |
False |
|
60 |
1,508.37 |
1,368.08 |
140.29 |
9.6% |
22.97 |
1.6% |
72% |
False |
False |
|
80 |
1,524.09 |
1,368.08 |
156.01 |
10.6% |
22.73 |
1.5% |
64% |
False |
False |
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100 |
1,559.47 |
1,368.08 |
191.39 |
13.0% |
23.02 |
1.6% |
52% |
False |
False |
|
120 |
1,559.47 |
1,368.08 |
191.39 |
13.0% |
22.73 |
1.5% |
52% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,536.76 |
2.618 |
1,510.84 |
1.618 |
1,494.96 |
1.000 |
1,485.15 |
0.618 |
1,479.08 |
HIGH |
1,469.27 |
0.618 |
1,463.20 |
0.500 |
1,461.33 |
0.382 |
1,459.46 |
LOW |
1,453.39 |
0.618 |
1,443.58 |
1.000 |
1,437.51 |
1.618 |
1,427.70 |
2.618 |
1,411.82 |
4.250 |
1,385.90 |
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