| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2003 |
10-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,206.95 |
1,201.26 |
-5.69 |
-0.5% |
1,210.77 |
| High |
1,214.22 |
1,212.99 |
-1.23 |
-0.1% |
1,265.69 |
| Low |
1,188.04 |
1,194.20 |
6.16 |
0.5% |
1,180.01 |
| Close |
1,195.55 |
1,212.99 |
17.44 |
1.5% |
1,213.11 |
| Range |
26.18 |
18.79 |
-7.39 |
-28.2% |
85.68 |
| ATR |
26.83 |
26.26 |
-0.57 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.10 |
1,256.83 |
1,223.32 |
|
| R3 |
1,244.31 |
1,238.04 |
1,218.16 |
|
| R2 |
1,225.52 |
1,225.52 |
1,216.43 |
|
| R1 |
1,219.25 |
1,219.25 |
1,214.71 |
1,222.39 |
| PP |
1,206.73 |
1,206.73 |
1,206.73 |
1,208.29 |
| S1 |
1,200.46 |
1,200.46 |
1,211.27 |
1,203.60 |
| S2 |
1,187.94 |
1,187.94 |
1,209.55 |
|
| S3 |
1,169.15 |
1,181.67 |
1,207.82 |
|
| S4 |
1,150.36 |
1,162.88 |
1,202.66 |
|
|
| Weekly Pivots for week ending 06-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.64 |
1,430.56 |
1,260.23 |
|
| R3 |
1,390.96 |
1,344.88 |
1,236.67 |
|
| R2 |
1,305.28 |
1,305.28 |
1,228.82 |
|
| R1 |
1,259.20 |
1,259.20 |
1,220.96 |
1,282.24 |
| PP |
1,219.60 |
1,219.60 |
1,219.60 |
1,231.13 |
| S1 |
1,173.52 |
1,173.52 |
1,205.26 |
1,196.56 |
| S2 |
1,133.92 |
1,133.92 |
1,197.40 |
|
| S3 |
1,048.24 |
1,087.84 |
1,189.55 |
|
| S4 |
962.56 |
1,002.16 |
1,165.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.69 |
1,188.04 |
77.65 |
6.4% |
31.68 |
2.6% |
32% |
False |
False |
|
| 10 |
1,265.69 |
1,165.34 |
100.35 |
8.3% |
26.95 |
2.2% |
47% |
False |
False |
|
| 20 |
1,265.69 |
1,103.20 |
162.49 |
13.4% |
25.09 |
2.1% |
68% |
False |
False |
|
| 40 |
1,265.69 |
1,025.80 |
239.89 |
19.8% |
23.96 |
2.0% |
78% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
20.7% |
24.23 |
2.0% |
79% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.3% |
24.24 |
2.0% |
83% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
27.0% |
24.54 |
2.0% |
84% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
27.0% |
24.65 |
2.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.85 |
|
2.618 |
1,262.18 |
|
1.618 |
1,243.39 |
|
1.000 |
1,231.78 |
|
0.618 |
1,224.60 |
|
HIGH |
1,212.99 |
|
0.618 |
1,205.81 |
|
0.500 |
1,203.60 |
|
0.382 |
1,201.38 |
|
LOW |
1,194.20 |
|
0.618 |
1,182.59 |
|
1.000 |
1,175.41 |
|
1.618 |
1,163.80 |
|
2.618 |
1,145.01 |
|
4.250 |
1,114.34 |
|
|