Day Change Summary |
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Previous |
Current |
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31-May-2005 |
01-Jun-2005 |
Change |
Change % |
Previous Week |
Open |
10,541.90 |
10,462.90 |
-79.00 |
-0.7% |
10,472.80 |
High |
10,542.30 |
10,586.40 |
44.10 |
0.4% |
10,560.80 |
Low |
10,467.50 |
10,457.90 |
-9.60 |
-0.1% |
10,426.40 |
Close |
10,467.50 |
10,549.90 |
82.40 |
0.8% |
10,542.50 |
Range |
74.80 |
128.50 |
53.70 |
71.8% |
134.40 |
ATR |
97.92 |
100.10 |
2.18 |
2.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,916.90 |
10,861.90 |
10,620.58 |
|
R3 |
10,788.40 |
10,733.40 |
10,585.24 |
|
R2 |
10,659.90 |
10,659.90 |
10,573.46 |
|
R1 |
10,604.90 |
10,604.90 |
10,561.68 |
10,632.40 |
PP |
10,531.40 |
10,531.40 |
10,531.40 |
10,545.15 |
S1 |
10,476.40 |
10,476.40 |
10,538.12 |
10,503.90 |
S2 |
10,402.90 |
10,402.90 |
10,526.34 |
|
S3 |
10,274.40 |
10,347.90 |
10,514.56 |
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S4 |
10,145.90 |
10,219.40 |
10,479.23 |
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Weekly Pivots for week ending 27-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,913.10 |
10,862.20 |
10,616.42 |
|
R3 |
10,778.70 |
10,727.80 |
10,579.46 |
|
R2 |
10,644.30 |
10,644.30 |
10,567.14 |
|
R1 |
10,593.40 |
10,593.40 |
10,554.82 |
10,618.85 |
PP |
10,509.90 |
10,509.90 |
10,509.90 |
10,522.63 |
S1 |
10,459.00 |
10,459.00 |
10,530.18 |
10,484.45 |
S2 |
10,375.50 |
10,375.50 |
10,517.86 |
|
S3 |
10,241.10 |
10,324.60 |
10,505.54 |
|
S4 |
10,106.70 |
10,190.20 |
10,468.58 |
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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 |
10,586.40 |
10,426.40 |
160.00 |
1.5% |
79.98 |
0.8% |
77% |
True |
False |
|
10 |
10,586.40 |
10,323.00 |
263.40 |
2.5% |
83.81 |
0.8% |
86% |
True |
False |
|
20 |
10,586.40 |
10,075.50 |
510.90 |
4.8% |
100.40 |
1.0% |
93% |
True |
False |
|
40 |
10,586.40 |
10,000.50 |
585.90 |
5.6% |
111.54 |
1.1% |
94% |
True |
False |
|
60 |
10,952.50 |
10,000.50 |
952.00 |
9.0% |
106.59 |
1.0% |
58% |
False |
False |
|
80 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
101.87 |
1.0% |
56% |
False |
False |
|
100 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
100.24 |
1.0% |
56% |
False |
False |
|
120 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
98.13 |
0.9% |
56% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,132.53 |
2.618 |
10,922.81 |
1.618 |
10,794.31 |
1.000 |
10,714.90 |
0.618 |
10,665.81 |
HIGH |
10,586.40 |
0.618 |
10,537.31 |
0.500 |
10,522.15 |
0.382 |
10,506.99 |
LOW |
10,457.90 |
0.618 |
10,378.49 |
1.000 |
10,329.40 |
1.618 |
10,249.99 |
2.618 |
10,121.49 |
4.250 |
9,911.78 |
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