| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2003 |
12-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,210.61 |
1,233.48 |
22.87 |
1.9% |
1,210.77 |
| High |
1,230.50 |
1,235.88 |
5.38 |
0.4% |
1,265.69 |
| Low |
1,199.47 |
1,218.02 |
18.55 |
1.5% |
1,180.01 |
| Close |
1,228.24 |
1,229.32 |
1.08 |
0.1% |
1,213.11 |
| Range |
31.03 |
17.86 |
-13.17 |
-42.4% |
85.68 |
| ATR |
26.60 |
25.97 |
-0.62 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.32 |
1,273.18 |
1,239.14 |
|
| R3 |
1,263.46 |
1,255.32 |
1,234.23 |
|
| R2 |
1,245.60 |
1,245.60 |
1,232.59 |
|
| R1 |
1,237.46 |
1,237.46 |
1,230.96 |
1,232.60 |
| PP |
1,227.74 |
1,227.74 |
1,227.74 |
1,225.31 |
| S1 |
1,219.60 |
1,219.60 |
1,227.68 |
1,214.74 |
| S2 |
1,209.88 |
1,209.88 |
1,226.05 |
|
| S3 |
1,192.02 |
1,201.74 |
1,224.41 |
|
| S4 |
1,174.16 |
1,183.88 |
1,219.50 |
|
|
| 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% |
29.84 |
2.4% |
53% |
False |
False |
|
| 10 |
1,265.69 |
1,180.01 |
85.68 |
7.0% |
27.59 |
2.2% |
58% |
False |
False |
|
| 20 |
1,265.69 |
1,103.20 |
162.49 |
13.2% |
25.47 |
2.1% |
78% |
False |
False |
|
| 40 |
1,265.69 |
1,051.36 |
214.33 |
17.4% |
24.10 |
2.0% |
83% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
20.4% |
23.75 |
1.9% |
85% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
25.9% |
24.16 |
2.0% |
89% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.6% |
24.53 |
2.0% |
89% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.6% |
24.71 |
2.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.79 |
|
2.618 |
1,282.64 |
|
1.618 |
1,264.78 |
|
1.000 |
1,253.74 |
|
0.618 |
1,246.92 |
|
HIGH |
1,235.88 |
|
0.618 |
1,229.06 |
|
0.500 |
1,226.95 |
|
0.382 |
1,224.84 |
|
LOW |
1,218.02 |
|
0.618 |
1,206.98 |
|
1.000 |
1,200.16 |
|
1.618 |
1,189.12 |
|
2.618 |
1,171.26 |
|
4.250 |
1,142.12 |
|
|