| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2003 |
11-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,201.26 |
1,210.61 |
9.35 |
0.8% |
1,210.77 |
| High |
1,212.99 |
1,230.50 |
17.51 |
1.4% |
1,265.69 |
| Low |
1,194.20 |
1,199.47 |
5.27 |
0.4% |
1,180.01 |
| Close |
1,212.99 |
1,228.24 |
15.25 |
1.3% |
1,213.11 |
| Range |
18.79 |
31.03 |
12.24 |
65.1% |
85.68 |
| ATR |
26.26 |
26.60 |
0.34 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.49 |
1,301.40 |
1,245.31 |
|
| R3 |
1,281.46 |
1,270.37 |
1,236.77 |
|
| R2 |
1,250.43 |
1,250.43 |
1,233.93 |
|
| R1 |
1,239.34 |
1,239.34 |
1,231.08 |
1,244.89 |
| PP |
1,219.40 |
1,219.40 |
1,219.40 |
1,222.18 |
| S1 |
1,208.31 |
1,208.31 |
1,225.40 |
1,213.86 |
| S2 |
1,188.37 |
1,188.37 |
1,222.55 |
|
| S3 |
1,157.34 |
1,177.28 |
1,219.71 |
|
| S4 |
1,126.31 |
1,146.25 |
1,211.17 |
|
|
| 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 |
6.3% |
31.38 |
2.6% |
52% |
False |
False |
|
| 10 |
1,265.69 |
1,172.52 |
93.17 |
7.6% |
28.39 |
2.3% |
60% |
False |
False |
|
| 20 |
1,265.69 |
1,103.20 |
162.49 |
13.2% |
25.79 |
2.1% |
77% |
False |
False |
|
| 40 |
1,265.69 |
1,039.99 |
225.70 |
18.4% |
24.12 |
2.0% |
83% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
20.4% |
23.77 |
1.9% |
85% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.0% |
24.26 |
2.0% |
88% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.6% |
24.59 |
2.0% |
89% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.6% |
24.74 |
2.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,362.38 |
|
2.618 |
1,311.74 |
|
1.618 |
1,280.71 |
|
1.000 |
1,261.53 |
|
0.618 |
1,249.68 |
|
HIGH |
1,230.50 |
|
0.618 |
1,218.65 |
|
0.500 |
1,214.99 |
|
0.382 |
1,211.32 |
|
LOW |
1,199.47 |
|
0.618 |
1,180.29 |
|
1.000 |
1,168.44 |
|
1.618 |
1,149.26 |
|
2.618 |
1,118.23 |
|
4.250 |
1,067.59 |
|
|