Day Change Summary |
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Previous |
Current |
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20-Jun-2005 |
21-Jun-2005 |
Change |
Change % |
Previous Week |
Open |
10,621.50 |
10,608.90 |
-12.60 |
-0.1% |
10,503.60 |
High |
10,637.60 |
10,630.40 |
-7.20 |
-0.1% |
10,656.30 |
Low |
10,562.40 |
10,580.90 |
18.50 |
0.2% |
10,474.40 |
Close |
10,609.10 |
10,599.70 |
-9.40 |
-0.1% |
10,623.10 |
Range |
75.20 |
49.50 |
-25.70 |
-34.2% |
181.90 |
ATR |
87.81 |
85.07 |
-2.74 |
-3.1% |
0.00 |
Volume |
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Daily Pivots for day following 21-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,752.17 |
10,725.43 |
10,626.93 |
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R3 |
10,702.67 |
10,675.93 |
10,613.31 |
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R2 |
10,653.17 |
10,653.17 |
10,608.78 |
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R1 |
10,626.43 |
10,626.43 |
10,604.24 |
10,615.05 |
PP |
10,603.67 |
10,603.67 |
10,603.67 |
10,597.98 |
S1 |
10,576.93 |
10,576.93 |
10,595.16 |
10,565.55 |
S2 |
10,554.17 |
10,554.17 |
10,590.63 |
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S3 |
10,504.67 |
10,527.43 |
10,586.09 |
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S4 |
10,455.17 |
10,477.93 |
10,572.48 |
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Weekly Pivots for week ending 17-Jun-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,130.30 |
11,058.60 |
10,723.15 |
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R3 |
10,948.40 |
10,876.70 |
10,673.12 |
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R2 |
10,766.50 |
10,766.50 |
10,656.45 |
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R1 |
10,694.80 |
10,694.80 |
10,639.77 |
10,730.65 |
PP |
10,584.60 |
10,584.60 |
10,584.60 |
10,602.53 |
S1 |
10,512.90 |
10,512.90 |
10,606.43 |
10,548.75 |
S2 |
10,402.70 |
10,402.70 |
10,589.75 |
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S3 |
10,220.80 |
10,331.00 |
10,573.08 |
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S4 |
10,038.90 |
10,149.10 |
10,523.06 |
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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 |
10,656.30 |
10,495.40 |
160.90 |
1.5% |
70.28 |
0.7% |
65% |
False |
False |
|
10 |
10,656.30 |
10,443.30 |
213.00 |
2.0% |
77.82 |
0.7% |
73% |
False |
False |
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20 |
10,656.30 |
10,426.40 |
229.90 |
2.2% |
77.31 |
0.7% |
75% |
False |
False |
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40 |
10,656.30 |
10,048.10 |
608.20 |
5.7% |
94.89 |
0.9% |
91% |
False |
False |
|
60 |
10,656.30 |
10,000.50 |
655.80 |
6.2% |
103.42 |
1.0% |
91% |
False |
False |
|
80 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
100.76 |
1.0% |
61% |
False |
False |
|
100 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
97.69 |
0.9% |
61% |
False |
False |
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120 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
97.56 |
0.9% |
61% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,840.78 |
2.618 |
10,759.99 |
1.618 |
10,710.49 |
1.000 |
10,679.90 |
0.618 |
10,660.99 |
HIGH |
10,630.40 |
0.618 |
10,611.49 |
0.500 |
10,605.65 |
0.382 |
10,599.81 |
LOW |
10,580.90 |
0.618 |
10,550.31 |
1.000 |
10,531.40 |
1.618 |
10,500.81 |
2.618 |
10,451.31 |
4.250 |
10,370.53 |
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