Day Change Summary |
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Previous |
Current |
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14-Jun-2004 |
15-Jun-2004 |
Change |
Change % |
Previous Week |
Open |
10,401.20 |
10,336.50 |
-64.70 |
-0.6% |
10,243.30 |
High |
10,401.30 |
10,428.00 |
26.70 |
0.3% |
10,432.80 |
Low |
10,307.00 |
10,336.50 |
29.50 |
0.3% |
10,243.30 |
Close |
10,334.70 |
10,380.40 |
45.70 |
0.4% |
10,410.10 |
Range |
94.30 |
91.50 |
-2.80 |
-3.0% |
189.50 |
ATR |
101.61 |
101.02 |
-0.59 |
-0.6% |
0.00 |
Volume |
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Daily Pivots for day following 15-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,656.13 |
10,609.77 |
10,430.73 |
|
R3 |
10,564.63 |
10,518.27 |
10,405.56 |
|
R2 |
10,473.13 |
10,473.13 |
10,397.18 |
|
R1 |
10,426.77 |
10,426.77 |
10,388.79 |
10,449.95 |
PP |
10,381.63 |
10,381.63 |
10,381.63 |
10,393.23 |
S1 |
10,335.27 |
10,335.27 |
10,372.01 |
10,358.45 |
S2 |
10,290.13 |
10,290.13 |
10,363.63 |
|
S3 |
10,198.63 |
10,243.77 |
10,355.24 |
|
S4 |
10,107.13 |
10,152.27 |
10,330.08 |
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Weekly Pivots for week ending 11-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,930.57 |
10,859.83 |
10,514.33 |
|
R3 |
10,741.07 |
10,670.33 |
10,462.21 |
|
R2 |
10,551.57 |
10,551.57 |
10,444.84 |
|
R1 |
10,480.83 |
10,480.83 |
10,427.47 |
10,516.20 |
PP |
10,362.07 |
10,362.07 |
10,362.07 |
10,379.75 |
S1 |
10,291.33 |
10,291.33 |
10,392.73 |
10,326.70 |
S2 |
10,172.57 |
10,172.57 |
10,375.36 |
|
S3 |
9,983.07 |
10,101.83 |
10,357.99 |
|
S4 |
9,793.57 |
9,912.33 |
10,305.88 |
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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 |
10,432.80 |
10,307.00 |
125.80 |
1.2% |
75.02 |
0.7% |
58% |
False |
False |
|
10 |
10,432.80 |
10,134.90 |
297.90 |
2.9% |
88.79 |
0.9% |
82% |
False |
False |
|
20 |
10,432.80 |
9,862.77 |
570.03 |
5.5% |
98.72 |
1.0% |
91% |
False |
False |
|
40 |
10,537.40 |
9,852.19 |
685.21 |
6.6% |
110.97 |
1.1% |
77% |
False |
False |
|
60 |
10,570.80 |
9,852.19 |
718.61 |
6.9% |
111.34 |
1.1% |
74% |
False |
False |
|
80 |
10,695.50 |
9,852.19 |
843.31 |
8.1% |
111.15 |
1.1% |
63% |
False |
False |
|
100 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
109.29 |
1.1% |
59% |
False |
False |
|
120 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
106.12 |
1.0% |
59% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,816.88 |
2.618 |
10,667.55 |
1.618 |
10,576.05 |
1.000 |
10,519.50 |
0.618 |
10,484.55 |
HIGH |
10,428.00 |
0.618 |
10,393.05 |
0.500 |
10,382.25 |
0.382 |
10,371.45 |
LOW |
10,336.50 |
0.618 |
10,279.95 |
1.000 |
10,245.00 |
1.618 |
10,188.45 |
2.618 |
10,096.95 |
4.250 |
9,947.63 |
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