| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2003 |
24-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,220.19 |
1,196.62 |
-23.57 |
-1.9% |
1,211.58 |
| High |
1,221.65 |
1,209.84 |
-11.81 |
-1.0% |
1,255.39 |
| Low |
1,189.78 |
1,188.20 |
-1.58 |
-0.1% |
1,206.13 |
| Close |
1,200.17 |
1,191.70 |
-8.47 |
-0.7% |
1,223.13 |
| Range |
31.87 |
21.64 |
-10.23 |
-32.1% |
49.26 |
| ATR |
27.20 |
26.80 |
-0.40 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.50 |
1,248.24 |
1,203.60 |
|
| R3 |
1,239.86 |
1,226.60 |
1,197.65 |
|
| R2 |
1,218.22 |
1,218.22 |
1,195.67 |
|
| R1 |
1,204.96 |
1,204.96 |
1,193.68 |
1,200.77 |
| PP |
1,196.58 |
1,196.58 |
1,196.58 |
1,194.49 |
| S1 |
1,183.32 |
1,183.32 |
1,189.72 |
1,179.13 |
| S2 |
1,174.94 |
1,174.94 |
1,187.73 |
|
| S3 |
1,153.30 |
1,161.68 |
1,185.75 |
|
| S4 |
1,131.66 |
1,140.04 |
1,179.80 |
|
|
| Weekly Pivots for week ending 20-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.00 |
1,348.82 |
1,250.22 |
|
| R3 |
1,326.74 |
1,299.56 |
1,236.68 |
|
| R2 |
1,277.48 |
1,277.48 |
1,232.16 |
|
| R1 |
1,250.30 |
1,250.30 |
1,227.65 |
1,263.89 |
| PP |
1,228.22 |
1,228.22 |
1,228.22 |
1,235.01 |
| S1 |
1,201.04 |
1,201.04 |
1,218.61 |
1,214.63 |
| S2 |
1,178.96 |
1,178.96 |
1,214.10 |
|
| S3 |
1,129.70 |
1,151.78 |
1,209.58 |
|
| S4 |
1,080.44 |
1,102.52 |
1,196.04 |
|
|
| 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 |
1,188.20 |
67.19 |
5.6% |
26.86 |
2.3% |
5% |
False |
True |
|
| 10 |
1,255.39 |
1,188.20 |
67.19 |
5.6% |
27.17 |
2.3% |
5% |
False |
True |
|
| 20 |
1,265.69 |
1,165.34 |
100.35 |
8.4% |
27.06 |
2.3% |
26% |
False |
False |
|
| 40 |
1,265.69 |
1,094.42 |
171.27 |
14.4% |
24.82 |
2.1% |
57% |
False |
False |
|
| 60 |
1,265.69 |
1,014.96 |
250.73 |
21.0% |
24.36 |
2.0% |
70% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.8% |
24.56 |
2.1% |
77% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
27.5% |
24.44 |
2.1% |
77% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
27.5% |
25.11 |
2.1% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.81 |
|
2.618 |
1,266.49 |
|
1.618 |
1,244.85 |
|
1.000 |
1,231.48 |
|
0.618 |
1,223.21 |
|
HIGH |
1,209.84 |
|
0.618 |
1,201.57 |
|
0.500 |
1,199.02 |
|
0.382 |
1,196.47 |
|
LOW |
1,188.20 |
|
0.618 |
1,174.83 |
|
1.000 |
1,166.56 |
|
1.618 |
1,153.19 |
|
2.618 |
1,131.55 |
|
4.250 |
1,096.23 |
|
|