Delphi TWebbrowser response code

Is there any way to check browser response after page loading in Delphi? For example I have addresses like http://page0001.html 0002 0003 etc…

And some of them do not exists, so I want browser to load only those that does. I want to do it in cycle starting with 1 till 500 and those that are existing will be collected into array and displayed, so what should be the response condition to check?

Something like page loaded = ok, not loaded 404, so how to do it in Delphi?