| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2003 |
25-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,196.62 |
1,193.16 |
-3.46 |
-0.3% |
1,211.58 |
| High |
1,209.84 |
1,212.79 |
2.95 |
0.2% |
1,255.39 |
| Low |
1,188.20 |
1,186.53 |
-1.67 |
-0.1% |
1,206.13 |
| Close |
1,191.70 |
1,188.41 |
-3.29 |
-0.3% |
1,223.13 |
| Range |
21.64 |
26.26 |
4.62 |
21.3% |
49.26 |
| ATR |
26.80 |
26.76 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.69 |
1,257.81 |
1,202.85 |
|
| R3 |
1,248.43 |
1,231.55 |
1,195.63 |
|
| R2 |
1,222.17 |
1,222.17 |
1,193.22 |
|
| R1 |
1,205.29 |
1,205.29 |
1,190.82 |
1,200.60 |
| PP |
1,195.91 |
1,195.91 |
1,195.91 |
1,193.57 |
| S1 |
1,179.03 |
1,179.03 |
1,186.00 |
1,174.34 |
| S2 |
1,169.65 |
1,169.65 |
1,183.60 |
|
| S3 |
1,143.39 |
1,152.77 |
1,181.19 |
|
| S4 |
1,117.13 |
1,126.51 |
1,173.97 |
|
|
| 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 |
1,255.30 |
1,186.53 |
68.77 |
5.8% |
26.17 |
2.2% |
3% |
False |
True |
|
| 10 |
1,255.39 |
1,186.53 |
68.86 |
5.8% |
26.69 |
2.2% |
3% |
False |
True |
|
| 20 |
1,265.69 |
1,172.52 |
93.17 |
7.8% |
27.54 |
2.3% |
17% |
False |
False |
|
| 40 |
1,265.69 |
1,094.42 |
171.27 |
14.4% |
24.91 |
2.1% |
55% |
False |
False |
|
| 60 |
1,265.69 |
1,015.46 |
250.23 |
21.1% |
24.50 |
2.1% |
69% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.8% |
24.45 |
2.1% |
76% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
27.5% |
24.43 |
2.1% |
76% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
27.5% |
24.97 |
2.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.40 |
|
2.618 |
1,281.54 |
|
1.618 |
1,255.28 |
|
1.000 |
1,239.05 |
|
0.618 |
1,229.02 |
|
HIGH |
1,212.79 |
|
0.618 |
1,202.76 |
|
0.500 |
1,199.66 |
|
0.382 |
1,196.56 |
|
LOW |
1,186.53 |
|
0.618 |
1,170.30 |
|
1.000 |
1,160.27 |
|
1.618 |
1,144.04 |
|
2.618 |
1,117.78 |
|
4.250 |
1,074.93 |
|
|