| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2003 |
26-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,193.16 |
1,194.87 |
1.71 |
0.1% |
1,211.58 |
| High |
1,212.79 |
1,217.21 |
4.42 |
0.4% |
1,255.39 |
| Low |
1,186.53 |
1,191.19 |
4.66 |
0.4% |
1,206.13 |
| Close |
1,188.41 |
1,214.68 |
26.27 |
2.2% |
1,223.13 |
| Range |
26.26 |
26.02 |
-0.24 |
-0.9% |
49.26 |
| ATR |
26.76 |
26.91 |
0.15 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.75 |
1,276.24 |
1,228.99 |
|
| R3 |
1,259.73 |
1,250.22 |
1,221.84 |
|
| R2 |
1,233.71 |
1,233.71 |
1,219.45 |
|
| R1 |
1,224.20 |
1,224.20 |
1,217.07 |
1,228.96 |
| PP |
1,207.69 |
1,207.69 |
1,207.69 |
1,210.07 |
| S1 |
1,198.18 |
1,198.18 |
1,212.29 |
1,202.94 |
| S2 |
1,181.67 |
1,181.67 |
1,209.91 |
|
| S3 |
1,155.65 |
1,172.16 |
1,207.52 |
|
| S4 |
1,129.63 |
1,146.14 |
1,200.37 |
|
|
| 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 |
1,235.84 |
1,186.53 |
49.31 |
4.1% |
24.89 |
2.0% |
57% |
False |
False |
|
| 10 |
1,255.39 |
1,186.53 |
68.86 |
5.7% |
27.51 |
2.3% |
41% |
False |
False |
|
| 20 |
1,265.69 |
1,180.01 |
85.68 |
7.1% |
27.55 |
2.3% |
40% |
False |
False |
|
| 40 |
1,265.69 |
1,094.42 |
171.27 |
14.1% |
25.25 |
2.1% |
70% |
False |
False |
|
| 60 |
1,265.69 |
1,018.17 |
247.52 |
20.4% |
24.67 |
2.0% |
79% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.3% |
24.62 |
2.0% |
84% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.9% |
24.52 |
2.0% |
84% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.9% |
25.06 |
2.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.80 |
|
2.618 |
1,285.33 |
|
1.618 |
1,259.31 |
|
1.000 |
1,243.23 |
|
0.618 |
1,233.29 |
|
HIGH |
1,217.21 |
|
0.618 |
1,207.27 |
|
0.500 |
1,204.20 |
|
0.382 |
1,201.13 |
|
LOW |
1,191.19 |
|
0.618 |
1,175.11 |
|
1.000 |
1,165.17 |
|
1.618 |
1,149.09 |
|
2.618 |
1,123.07 |
|
4.250 |
1,080.61 |
|
|