Day Change Summary |
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Previous |
Current |
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22-Jun-2004 |
23-Jun-2004 |
Change |
Change % |
Previous Week |
Open |
10,370.20 |
10,395.10 |
24.90 |
0.2% |
10,401.20 |
High |
10,401.20 |
10,486.90 |
85.70 |
0.8% |
10,437.90 |
Low |
10,307.30 |
10,359.50 |
52.20 |
0.5% |
10,307.00 |
Close |
10,395.10 |
10,479.60 |
84.50 |
0.8% |
10,416.40 |
Range |
93.90 |
127.40 |
33.50 |
35.7% |
130.90 |
ATR |
91.43 |
94.00 |
2.57 |
2.8% |
0.00 |
Volume |
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Daily Pivots for day following 23-Jun-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,824.20 |
10,779.30 |
10,549.67 |
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R3 |
10,696.80 |
10,651.90 |
10,514.64 |
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R2 |
10,569.40 |
10,569.40 |
10,502.96 |
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R1 |
10,524.50 |
10,524.50 |
10,491.28 |
10,546.95 |
PP |
10,442.00 |
10,442.00 |
10,442.00 |
10,453.23 |
S1 |
10,397.10 |
10,397.10 |
10,467.92 |
10,419.55 |
S2 |
10,314.60 |
10,314.60 |
10,456.24 |
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S3 |
10,187.20 |
10,269.70 |
10,444.57 |
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S4 |
10,059.80 |
10,142.30 |
10,409.53 |
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Weekly Pivots for week ending 18-Jun-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,779.80 |
10,729.00 |
10,488.40 |
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R3 |
10,648.90 |
10,598.10 |
10,452.40 |
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R2 |
10,518.00 |
10,518.00 |
10,440.40 |
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R1 |
10,467.20 |
10,467.20 |
10,428.40 |
10,492.60 |
PP |
10,387.10 |
10,387.10 |
10,387.10 |
10,399.80 |
S1 |
10,336.30 |
10,336.30 |
10,404.40 |
10,361.70 |
S2 |
10,256.20 |
10,256.20 |
10,392.40 |
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S3 |
10,125.30 |
10,205.40 |
10,380.40 |
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S4 |
9,994.40 |
10,074.50 |
10,344.41 |
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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 |
10,486.90 |
10,307.30 |
179.60 |
1.7% |
85.94 |
0.8% |
96% |
True |
False |
|
10 |
10,486.90 |
10,307.00 |
179.90 |
1.7% |
76.29 |
0.7% |
96% |
True |
False |
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20 |
10,486.90 |
9,915.86 |
571.04 |
5.4% |
88.42 |
0.8% |
99% |
True |
False |
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40 |
10,537.40 |
9,852.19 |
685.21 |
6.5% |
105.66 |
1.0% |
92% |
False |
False |
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60 |
10,570.80 |
9,852.19 |
718.61 |
6.9% |
106.50 |
1.0% |
87% |
False |
False |
|
80 |
10,695.50 |
9,852.19 |
843.31 |
8.0% |
110.44 |
1.1% |
74% |
False |
False |
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100 |
10,753.60 |
9,852.19 |
901.41 |
8.6% |
106.63 |
1.0% |
70% |
False |
False |
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120 |
10,753.60 |
9,852.19 |
901.41 |
8.6% |
106.55 |
1.0% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,028.35 |
2.618 |
10,820.43 |
1.618 |
10,693.03 |
1.000 |
10,614.30 |
0.618 |
10,565.63 |
HIGH |
10,486.90 |
0.618 |
10,438.23 |
0.500 |
10,423.20 |
0.382 |
10,408.17 |
LOW |
10,359.50 |
0.618 |
10,280.77 |
1.000 |
10,232.10 |
1.618 |
10,153.37 |
2.618 |
10,025.97 |
4.250 |
9,818.05 |
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