Day Change Summary |
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Previous |
Current |
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15-Jun-2004 |
16-Jun-2004 |
Change |
Change % |
Previous Week |
Open |
10,336.50 |
10,380.20 |
43.70 |
0.4% |
10,243.30 |
High |
10,428.00 |
10,393.40 |
-34.60 |
-0.3% |
10,432.80 |
Low |
10,336.50 |
10,355.50 |
19.00 |
0.2% |
10,243.30 |
Close |
10,380.40 |
10,379.60 |
-0.80 |
0.0% |
10,410.10 |
Range |
91.50 |
37.90 |
-53.60 |
-58.6% |
189.50 |
ATR |
101.02 |
96.51 |
-4.51 |
-4.5% |
0.00 |
Volume |
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Daily Pivots for day following 16-Jun-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,489.87 |
10,472.63 |
10,400.45 |
|
R3 |
10,451.97 |
10,434.73 |
10,390.02 |
|
R2 |
10,414.07 |
10,414.07 |
10,386.55 |
|
R1 |
10,396.83 |
10,396.83 |
10,383.07 |
10,386.50 |
PP |
10,376.17 |
10,376.17 |
10,376.17 |
10,371.00 |
S1 |
10,358.93 |
10,358.93 |
10,376.13 |
10,348.60 |
S2 |
10,338.27 |
10,338.27 |
10,372.65 |
|
S3 |
10,300.37 |
10,321.03 |
10,369.18 |
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S4 |
10,262.47 |
10,283.13 |
10,358.76 |
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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 |
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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 |
10,431.30 |
10,307.00 |
124.30 |
1.2% |
66.64 |
0.6% |
58% |
False |
False |
|
10 |
10,432.80 |
10,193.80 |
239.00 |
2.3% |
84.61 |
0.8% |
78% |
False |
False |
|
20 |
10,432.80 |
9,900.59 |
532.21 |
5.1% |
93.26 |
0.9% |
90% |
False |
False |
|
40 |
10,537.40 |
9,852.19 |
685.21 |
6.6% |
110.61 |
1.1% |
77% |
False |
False |
|
60 |
10,570.80 |
9,852.19 |
718.61 |
6.9% |
109.77 |
1.1% |
73% |
False |
False |
|
80 |
10,695.50 |
9,852.19 |
843.31 |
8.1% |
110.28 |
1.1% |
63% |
False |
False |
|
100 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
109.13 |
1.1% |
59% |
False |
False |
|
120 |
10,753.60 |
9,852.19 |
901.41 |
8.7% |
105.74 |
1.0% |
59% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,554.48 |
2.618 |
10,492.62 |
1.618 |
10,454.72 |
1.000 |
10,431.30 |
0.618 |
10,416.82 |
HIGH |
10,393.40 |
0.618 |
10,378.92 |
0.500 |
10,374.45 |
0.382 |
10,369.98 |
LOW |
10,355.50 |
0.618 |
10,332.08 |
1.000 |
10,317.60 |
1.618 |
10,294.18 |
2.618 |
10,256.28 |
4.250 |
10,194.43 |
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