Day Change Summary |
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Previous |
Current |
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27-Jun-2005 |
28-Jun-2005 |
Change |
Change % |
Previous Week |
Open |
10,298.10 |
10,291.00 |
-7.10 |
-0.1% |
10,621.50 |
High |
10,332.10 |
10,409.70 |
77.60 |
0.8% |
10,646.20 |
Low |
10,253.50 |
10,290.50 |
37.00 |
0.4% |
10,297.80 |
Close |
10,290.80 |
10,405.60 |
114.80 |
1.1% |
10,297.80 |
Range |
78.60 |
119.20 |
40.60 |
51.7% |
348.40 |
ATR |
91.45 |
93.44 |
1.98 |
2.2% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,726.20 |
10,685.10 |
10,471.16 |
|
R3 |
10,607.00 |
10,565.90 |
10,438.38 |
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R2 |
10,487.80 |
10,487.80 |
10,427.45 |
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R1 |
10,446.70 |
10,446.70 |
10,416.53 |
10,467.25 |
PP |
10,368.60 |
10,368.60 |
10,368.60 |
10,378.88 |
S1 |
10,327.50 |
10,327.50 |
10,394.67 |
10,348.05 |
S2 |
10,249.40 |
10,249.40 |
10,383.75 |
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S3 |
10,130.20 |
10,208.30 |
10,372.82 |
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S4 |
10,011.00 |
10,089.10 |
10,340.04 |
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Weekly Pivots for week ending 24-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,459.13 |
11,226.87 |
10,489.42 |
|
R3 |
11,110.73 |
10,878.47 |
10,393.61 |
|
R2 |
10,762.33 |
10,762.33 |
10,361.67 |
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R1 |
10,530.07 |
10,530.07 |
10,329.74 |
10,472.00 |
PP |
10,413.93 |
10,413.93 |
10,413.93 |
10,384.90 |
S1 |
10,181.67 |
10,181.67 |
10,265.86 |
10,123.60 |
S2 |
10,065.53 |
10,065.53 |
10,233.93 |
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S3 |
9,717.13 |
9,833.27 |
10,201.99 |
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S4 |
9,368.73 |
9,484.87 |
10,106.18 |
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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 |
10,646.20 |
10,253.50 |
392.70 |
3.8% |
111.98 |
1.1% |
39% |
False |
False |
|
10 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
91.13 |
0.9% |
38% |
False |
False |
|
20 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
89.19 |
0.9% |
38% |
False |
False |
|
40 |
10,656.30 |
10,075.50 |
580.80 |
5.6% |
94.00 |
0.9% |
57% |
False |
False |
|
60 |
10,656.30 |
10,000.50 |
655.80 |
6.3% |
102.90 |
1.0% |
62% |
False |
False |
|
80 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
101.30 |
1.0% |
41% |
False |
False |
|
100 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
99.42 |
1.0% |
41% |
False |
False |
|
120 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
97.98 |
0.9% |
41% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,916.30 |
2.618 |
10,721.77 |
1.618 |
10,602.57 |
1.000 |
10,528.90 |
0.618 |
10,483.37 |
HIGH |
10,409.70 |
0.618 |
10,364.17 |
0.500 |
10,350.10 |
0.382 |
10,336.03 |
LOW |
10,290.50 |
0.618 |
10,216.83 |
1.000 |
10,171.30 |
1.618 |
10,097.63 |
2.618 |
9,978.43 |
4.250 |
9,783.90 |
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