Day Change Summary |
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Previous |
Current |
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31-May-2005 |
01-Jun-2005 |
Change |
Change % |
Previous Week |
Open |
1,549.48 |
1,541.73 |
-7.75 |
-0.5% |
1,526.97 |
High |
1,550.18 |
1,567.72 |
17.54 |
1.1% |
1,551.12 |
Low |
1,538.54 |
1,541.66 |
3.12 |
0.2% |
1,524.41 |
Close |
1,542.63 |
1,559.50 |
16.87 |
1.1% |
1,549.80 |
Range |
11.64 |
26.06 |
14.42 |
123.9% |
26.71 |
ATR |
17.71 |
18.31 |
0.60 |
3.4% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.47 |
1,623.05 |
1,573.83 |
|
R3 |
1,608.41 |
1,596.99 |
1,566.67 |
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R2 |
1,582.35 |
1,582.35 |
1,564.28 |
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R1 |
1,570.93 |
1,570.93 |
1,561.89 |
1,576.64 |
PP |
1,556.29 |
1,556.29 |
1,556.29 |
1,559.15 |
S1 |
1,544.87 |
1,544.87 |
1,557.11 |
1,550.58 |
S2 |
1,530.23 |
1,530.23 |
1,554.72 |
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S3 |
1,504.17 |
1,518.81 |
1,552.33 |
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S4 |
1,478.11 |
1,492.75 |
1,545.17 |
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Weekly Pivots for week ending 27-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,621.91 |
1,612.56 |
1,564.49 |
|
R3 |
1,595.20 |
1,585.85 |
1,557.15 |
|
R2 |
1,568.49 |
1,568.49 |
1,554.70 |
|
R1 |
1,559.14 |
1,559.14 |
1,552.25 |
1,563.82 |
PP |
1,541.78 |
1,541.78 |
1,541.78 |
1,544.11 |
S1 |
1,532.43 |
1,532.43 |
1,547.35 |
1,537.11 |
S2 |
1,515.07 |
1,515.07 |
1,544.90 |
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S3 |
1,488.36 |
1,505.72 |
1,542.45 |
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S4 |
1,461.65 |
1,479.01 |
1,535.11 |
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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 |
1,567.72 |
1,524.41 |
43.31 |
2.8% |
13.87 |
0.9% |
81% |
True |
False |
|
10 |
1,567.72 |
1,489.47 |
78.25 |
5.0% |
14.73 |
0.9% |
89% |
True |
False |
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20 |
1,567.72 |
1,429.62 |
138.10 |
8.9% |
16.79 |
1.1% |
94% |
True |
False |
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40 |
1,567.72 |
1,394.36 |
173.36 |
11.1% |
18.83 |
1.2% |
95% |
True |
False |
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60 |
1,567.72 |
1,394.36 |
173.36 |
11.1% |
19.06 |
1.2% |
95% |
True |
False |
|
80 |
1,567.72 |
1,394.36 |
173.36 |
11.1% |
19.58 |
1.3% |
95% |
True |
False |
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100 |
1,577.76 |
1,394.36 |
183.40 |
11.8% |
19.68 |
1.3% |
90% |
False |
False |
|
120 |
1,635.70 |
1,394.36 |
241.34 |
15.5% |
19.66 |
1.3% |
68% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,678.48 |
2.618 |
1,635.95 |
1.618 |
1,609.89 |
1.000 |
1,593.78 |
0.618 |
1,583.83 |
HIGH |
1,567.72 |
0.618 |
1,557.77 |
0.500 |
1,554.69 |
0.382 |
1,551.61 |
LOW |
1,541.66 |
0.618 |
1,525.55 |
1.000 |
1,515.60 |
1.618 |
1,499.49 |
2.618 |
1,473.43 |
4.250 |
1,430.91 |
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