Day Change Summary |
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Previous |
Current |
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01-Jun-2004 |
02-Jun-2004 |
Change |
Change % |
Previous Week |
Open |
10,187.20 |
10,199.80 |
12.60 |
0.1% |
9,968.02 |
High |
10,214.60 |
10,288.80 |
74.20 |
0.7% |
10,222.20 |
Low |
10,134.90 |
10,197.10 |
62.20 |
0.6% |
9,915.86 |
Close |
10,202.70 |
10,263.00 |
60.30 |
0.6% |
10,188.50 |
Range |
79.70 |
91.70 |
12.00 |
15.1% |
306.34 |
ATR |
111.46 |
110.05 |
-1.41 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 02-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,524.73 |
10,485.57 |
10,313.44 |
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R3 |
10,433.03 |
10,393.87 |
10,288.22 |
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R2 |
10,341.33 |
10,341.33 |
10,279.81 |
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R1 |
10,302.17 |
10,302.17 |
10,271.41 |
10,321.75 |
PP |
10,249.63 |
10,249.63 |
10,249.63 |
10,259.43 |
S1 |
10,210.47 |
10,210.47 |
10,254.59 |
10,230.05 |
S2 |
10,157.93 |
10,157.93 |
10,246.19 |
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S3 |
10,066.23 |
10,118.77 |
10,237.78 |
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S4 |
9,974.53 |
10,027.07 |
10,212.57 |
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Weekly Pivots for week ending 28-May-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,027.87 |
10,914.53 |
10,356.99 |
|
R3 |
10,721.53 |
10,608.19 |
10,272.74 |
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R2 |
10,415.19 |
10,415.19 |
10,244.66 |
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R1 |
10,301.85 |
10,301.85 |
10,216.58 |
10,358.52 |
PP |
10,108.85 |
10,108.85 |
10,108.85 |
10,137.19 |
S1 |
9,995.51 |
9,995.51 |
10,160.42 |
10,052.18 |
S2 |
9,802.51 |
9,802.51 |
10,132.34 |
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S3 |
9,496.17 |
9,689.17 |
10,104.26 |
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S4 |
9,189.83 |
9,382.83 |
10,020.01 |
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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 |
10,288.80 |
10,077.80 |
211.00 |
2.1% |
75.70 |
0.7% |
88% |
True |
False |
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10 |
10,288.80 |
9,900.59 |
388.21 |
3.8% |
103.04 |
1.0% |
93% |
True |
False |
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20 |
10,348.40 |
9,852.19 |
496.21 |
4.8% |
114.22 |
1.1% |
83% |
False |
False |
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40 |
10,570.80 |
9,852.19 |
718.61 |
7.0% |
115.24 |
1.1% |
57% |
False |
False |
|
60 |
10,570.80 |
9,852.19 |
718.61 |
7.0% |
118.22 |
1.2% |
57% |
False |
False |
|
80 |
10,753.60 |
9,852.19 |
901.41 |
8.8% |
111.57 |
1.1% |
46% |
False |
False |
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100 |
10,753.60 |
9,852.19 |
901.41 |
8.8% |
110.86 |
1.1% |
46% |
False |
False |
|
120 |
10,753.60 |
9,852.19 |
901.41 |
8.8% |
106.15 |
1.0% |
46% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,678.53 |
2.618 |
10,528.87 |
1.618 |
10,437.17 |
1.000 |
10,380.50 |
0.618 |
10,345.47 |
HIGH |
10,288.80 |
0.618 |
10,253.77 |
0.500 |
10,242.95 |
0.382 |
10,232.13 |
LOW |
10,197.10 |
0.618 |
10,140.43 |
1.000 |
10,105.40 |
1.618 |
10,048.73 |
2.618 |
9,957.03 |
4.250 |
9,807.38 |
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