| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2003 |
17-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,211.58 |
1,247.57 |
35.99 |
3.0% |
1,206.95 |
| High |
1,242.50 |
1,247.57 |
5.07 |
0.4% |
1,235.88 |
| Low |
1,206.13 |
1,229.73 |
23.60 |
2.0% |
1,188.04 |
| Close |
1,241.58 |
1,239.63 |
-1.95 |
-0.2% |
1,203.91 |
| Range |
36.37 |
17.84 |
-18.53 |
-50.9% |
47.84 |
| ATR |
27.43 |
26.74 |
-0.68 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,292.50 |
1,283.90 |
1,249.44 |
|
| R3 |
1,274.66 |
1,266.06 |
1,244.54 |
|
| R2 |
1,256.82 |
1,256.82 |
1,242.90 |
|
| R1 |
1,248.22 |
1,248.22 |
1,241.27 |
1,243.60 |
| PP |
1,238.98 |
1,238.98 |
1,238.98 |
1,236.67 |
| S1 |
1,230.38 |
1,230.38 |
1,237.99 |
1,225.76 |
| S2 |
1,221.14 |
1,221.14 |
1,236.36 |
|
| S3 |
1,203.30 |
1,212.54 |
1,234.72 |
|
| S4 |
1,185.46 |
1,194.70 |
1,229.82 |
|
|
| Weekly Pivots for week ending 13-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.80 |
1,326.19 |
1,230.22 |
|
| R3 |
1,304.96 |
1,278.35 |
1,217.07 |
|
| R2 |
1,257.12 |
1,257.12 |
1,212.68 |
|
| R1 |
1,230.51 |
1,230.51 |
1,208.30 |
1,219.90 |
| PP |
1,209.28 |
1,209.28 |
1,209.28 |
1,203.97 |
| S1 |
1,182.67 |
1,182.67 |
1,199.52 |
1,172.06 |
| S2 |
1,161.44 |
1,161.44 |
1,195.14 |
|
| S3 |
1,113.60 |
1,134.83 |
1,190.75 |
|
| S4 |
1,065.76 |
1,086.99 |
1,177.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,247.57 |
1,199.47 |
48.10 |
3.9% |
27.48 |
2.2% |
83% |
True |
False |
|
| 10 |
1,265.69 |
1,188.04 |
77.65 |
6.3% |
29.58 |
2.4% |
66% |
False |
False |
|
| 20 |
1,265.69 |
1,103.20 |
162.49 |
13.1% |
26.29 |
2.1% |
84% |
False |
False |
|
| 40 |
1,265.69 |
1,072.13 |
193.56 |
15.6% |
24.34 |
2.0% |
87% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
20.2% |
23.87 |
1.9% |
90% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
25.7% |
24.41 |
2.0% |
92% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.4% |
24.71 |
2.0% |
92% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.4% |
24.83 |
2.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.39 |
|
2.618 |
1,294.28 |
|
1.618 |
1,276.44 |
|
1.000 |
1,265.41 |
|
0.618 |
1,258.60 |
|
HIGH |
1,247.57 |
|
0.618 |
1,240.76 |
|
0.500 |
1,238.65 |
|
0.382 |
1,236.54 |
|
LOW |
1,229.73 |
|
0.618 |
1,218.70 |
|
1.000 |
1,211.89 |
|
1.618 |
1,200.86 |
|
2.618 |
1,183.02 |
|
4.250 |
1,153.91 |
|
|