| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2003 |
18-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,247.57 |
1,233.83 |
-13.74 |
-1.1% |
1,206.95 |
| High |
1,247.57 |
1,255.39 |
7.82 |
0.6% |
1,235.88 |
| Low |
1,229.73 |
1,225.70 |
-4.03 |
-0.3% |
1,188.04 |
| Close |
1,239.63 |
1,247.90 |
8.27 |
0.7% |
1,203.91 |
| Range |
17.84 |
29.69 |
11.85 |
66.4% |
47.84 |
| ATR |
26.74 |
26.95 |
0.21 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.07 |
1,319.67 |
1,264.23 |
|
| R3 |
1,302.38 |
1,289.98 |
1,256.06 |
|
| R2 |
1,272.69 |
1,272.69 |
1,253.34 |
|
| R1 |
1,260.29 |
1,260.29 |
1,250.62 |
1,266.49 |
| PP |
1,243.00 |
1,243.00 |
1,243.00 |
1,246.10 |
| S1 |
1,230.60 |
1,230.60 |
1,245.18 |
1,236.80 |
| S2 |
1,213.31 |
1,213.31 |
1,242.46 |
|
| S3 |
1,183.62 |
1,200.91 |
1,239.74 |
|
| S4 |
1,153.93 |
1,171.22 |
1,231.57 |
|
|
| 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 |
1,255.39 |
1,201.12 |
54.27 |
4.3% |
27.21 |
2.2% |
86% |
True |
False |
|
| 10 |
1,265.69 |
1,188.04 |
77.65 |
6.2% |
29.30 |
2.3% |
77% |
False |
False |
|
| 20 |
1,265.69 |
1,104.11 |
161.58 |
12.9% |
26.71 |
2.1% |
89% |
False |
False |
|
| 40 |
1,265.69 |
1,081.34 |
184.35 |
14.8% |
24.29 |
1.9% |
90% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
20.1% |
23.98 |
1.9% |
93% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
25.6% |
24.54 |
2.0% |
94% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.2% |
24.65 |
2.0% |
95% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.2% |
24.99 |
2.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,381.57 |
|
2.618 |
1,333.12 |
|
1.618 |
1,303.43 |
|
1.000 |
1,285.08 |
|
0.618 |
1,273.74 |
|
HIGH |
1,255.39 |
|
0.618 |
1,244.05 |
|
0.500 |
1,240.55 |
|
0.382 |
1,237.04 |
|
LOW |
1,225.70 |
|
0.618 |
1,207.35 |
|
1.000 |
1,196.01 |
|
1.618 |
1,177.66 |
|
2.618 |
1,147.97 |
|
4.250 |
1,099.52 |
|
|