| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2003 |
19-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,233.83 |
1,247.50 |
13.67 |
1.1% |
1,206.95 |
| High |
1,255.39 |
1,255.30 |
-0.09 |
0.0% |
1,235.88 |
| Low |
1,225.70 |
1,222.87 |
-2.83 |
-0.2% |
1,188.04 |
| Close |
1,247.90 |
1,225.89 |
-22.01 |
-1.8% |
1,203.91 |
| Range |
29.69 |
32.43 |
2.74 |
9.2% |
47.84 |
| ATR |
26.95 |
27.34 |
0.39 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.98 |
1,311.36 |
1,243.73 |
|
| R3 |
1,299.55 |
1,278.93 |
1,234.81 |
|
| R2 |
1,267.12 |
1,267.12 |
1,231.84 |
|
| R1 |
1,246.50 |
1,246.50 |
1,228.86 |
1,240.60 |
| PP |
1,234.69 |
1,234.69 |
1,234.69 |
1,231.73 |
| S1 |
1,214.07 |
1,214.07 |
1,222.92 |
1,208.17 |
| S2 |
1,202.26 |
1,202.26 |
1,219.94 |
|
| S3 |
1,169.83 |
1,181.64 |
1,216.97 |
|
| S4 |
1,137.40 |
1,149.21 |
1,208.05 |
|
|
| 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 |
4.4% |
30.13 |
2.5% |
46% |
False |
False |
|
| 10 |
1,265.69 |
1,188.04 |
77.65 |
6.3% |
29.99 |
2.4% |
49% |
False |
False |
|
| 20 |
1,265.69 |
1,112.59 |
153.10 |
12.5% |
27.76 |
2.3% |
74% |
False |
False |
|
| 40 |
1,265.69 |
1,081.34 |
184.35 |
15.0% |
24.63 |
2.0% |
78% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
20.5% |
24.05 |
2.0% |
84% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.0% |
24.55 |
2.0% |
88% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.7% |
24.74 |
2.0% |
88% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.7% |
25.02 |
2.0% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,393.13 |
|
2.618 |
1,340.20 |
|
1.618 |
1,307.77 |
|
1.000 |
1,287.73 |
|
0.618 |
1,275.34 |
|
HIGH |
1,255.30 |
|
0.618 |
1,242.91 |
|
0.500 |
1,239.09 |
|
0.382 |
1,235.26 |
|
LOW |
1,222.87 |
|
0.618 |
1,202.83 |
|
1.000 |
1,190.44 |
|
1.618 |
1,170.40 |
|
2.618 |
1,137.97 |
|
4.250 |
1,085.04 |
|
|