| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2003 |
03-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,210.77 |
1,183.60 |
-27.17 |
-2.2% |
1,123.66 |
| High |
1,213.76 |
1,198.95 |
-14.81 |
-1.2% |
1,201.25 |
| Low |
1,180.32 |
1,180.01 |
-0.31 |
0.0% |
1,123.25 |
| Close |
1,185.13 |
1,198.57 |
13.44 |
1.1% |
1,197.89 |
| Range |
33.44 |
18.94 |
-14.50 |
-43.4% |
78.00 |
| ATR |
24.41 |
24.02 |
-0.39 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.33 |
1,242.89 |
1,208.99 |
|
| R3 |
1,230.39 |
1,223.95 |
1,203.78 |
|
| R2 |
1,211.45 |
1,211.45 |
1,202.04 |
|
| R1 |
1,205.01 |
1,205.01 |
1,200.31 |
1,208.23 |
| PP |
1,192.51 |
1,192.51 |
1,192.51 |
1,194.12 |
| S1 |
1,186.07 |
1,186.07 |
1,196.83 |
1,189.29 |
| S2 |
1,173.57 |
1,173.57 |
1,195.10 |
|
| S3 |
1,154.63 |
1,167.13 |
1,193.36 |
|
| S4 |
1,135.69 |
1,148.19 |
1,188.15 |
|
|
| Weekly Pivots for week ending 30-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.13 |
1,381.01 |
1,240.79 |
|
| R3 |
1,330.13 |
1,303.01 |
1,219.34 |
|
| R2 |
1,252.13 |
1,252.13 |
1,212.19 |
|
| R1 |
1,225.01 |
1,225.01 |
1,205.04 |
1,238.57 |
| PP |
1,174.13 |
1,174.13 |
1,174.13 |
1,180.91 |
| S1 |
1,147.01 |
1,147.01 |
1,190.74 |
1,160.57 |
| S2 |
1,096.13 |
1,096.13 |
1,183.59 |
|
| S3 |
1,018.13 |
1,069.01 |
1,176.44 |
|
| S4 |
940.13 |
991.01 |
1,154.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.76 |
1,165.34 |
48.42 |
4.0% |
22.21 |
1.9% |
69% |
False |
False |
|
| 10 |
1,213.76 |
1,103.20 |
110.56 |
9.2% |
22.99 |
1.9% |
86% |
False |
False |
|
| 20 |
1,213.76 |
1,103.20 |
110.56 |
9.2% |
22.73 |
1.9% |
86% |
False |
False |
|
| 40 |
1,213.76 |
1,018.17 |
195.59 |
16.3% |
23.35 |
1.9% |
92% |
False |
False |
|
| 60 |
1,213.76 |
946.79 |
266.97 |
22.3% |
23.80 |
2.0% |
94% |
False |
False |
|
| 80 |
1,213.76 |
938.52 |
275.24 |
23.0% |
23.82 |
2.0% |
94% |
False |
False |
|
| 100 |
1,213.76 |
938.52 |
275.24 |
23.0% |
24.40 |
2.0% |
94% |
False |
False |
|
| 120 |
1,213.76 |
938.52 |
275.24 |
23.0% |
24.41 |
2.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.45 |
|
2.618 |
1,248.53 |
|
1.618 |
1,229.59 |
|
1.000 |
1,217.89 |
|
0.618 |
1,210.65 |
|
HIGH |
1,198.95 |
|
0.618 |
1,191.71 |
|
0.500 |
1,189.48 |
|
0.382 |
1,187.25 |
|
LOW |
1,180.01 |
|
0.618 |
1,168.31 |
|
1.000 |
1,161.07 |
|
1.618 |
1,149.37 |
|
2.618 |
1,130.43 |
|
4.250 |
1,099.52 |
|
|