Day Change Summary |
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Previous |
Current |
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29-Jun-2005 |
30-Jun-2005 |
Change |
Change % |
Previous Week |
Open |
10,405.90 |
10,374.20 |
-31.70 |
-0.3% |
10,621.50 |
High |
10,433.80 |
10,412.80 |
-21.00 |
-0.2% |
10,646.20 |
Low |
10,363.30 |
10,267.20 |
-96.10 |
-0.9% |
10,297.80 |
Close |
10,374.50 |
10,275.00 |
-99.50 |
-1.0% |
10,297.80 |
Range |
70.50 |
145.60 |
75.10 |
106.5% |
348.40 |
ATR |
91.80 |
95.64 |
3.84 |
4.2% |
0.00 |
Volume |
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Daily Pivots for day following 30-Jun-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755.13 |
10,660.67 |
10,355.08 |
|
R3 |
10,609.53 |
10,515.07 |
10,315.04 |
|
R2 |
10,463.93 |
10,463.93 |
10,301.69 |
|
R1 |
10,369.47 |
10,369.47 |
10,288.35 |
10,343.90 |
PP |
10,318.33 |
10,318.33 |
10,318.33 |
10,305.55 |
S1 |
10,223.87 |
10,223.87 |
10,261.65 |
10,198.30 |
S2 |
10,172.73 |
10,172.73 |
10,248.31 |
|
S3 |
10,027.13 |
10,078.27 |
10,234.96 |
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S4 |
9,881.53 |
9,932.67 |
10,194.92 |
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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 |
|
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 |
|
S3 |
9,717.13 |
9,833.27 |
10,201.99 |
|
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 |
10,433.80 |
10,253.50 |
180.30 |
1.8% |
107.68 |
1.0% |
12% |
False |
False |
|
10 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
97.75 |
1.0% |
5% |
False |
False |
|
20 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
91.10 |
0.9% |
5% |
False |
False |
|
40 |
10,656.30 |
10,075.50 |
580.80 |
5.7% |
93.56 |
0.9% |
34% |
False |
False |
|
60 |
10,656.30 |
10,000.50 |
655.80 |
6.4% |
104.34 |
1.0% |
42% |
False |
False |
|
80 |
10,923.20 |
10,000.50 |
922.70 |
9.0% |
102.68 |
1.0% |
30% |
False |
False |
|
100 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
99.87 |
1.0% |
28% |
False |
False |
|
120 |
10,984.50 |
10,000.50 |
984.00 |
9.6% |
98.44 |
1.0% |
28% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,031.60 |
2.618 |
10,793.98 |
1.618 |
10,648.38 |
1.000 |
10,558.40 |
0.618 |
10,502.78 |
HIGH |
10,412.80 |
0.618 |
10,357.18 |
0.500 |
10,340.00 |
0.382 |
10,322.82 |
LOW |
10,267.20 |
0.618 |
10,177.22 |
1.000 |
10,121.60 |
1.618 |
10,031.62 |
2.618 |
9,886.02 |
4.250 |
9,648.40 |
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