| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2003 |
30-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
1,216.86 |
1,212.51 |
-4.35 |
-0.4% |
1,220.19 |
| High |
1,229.11 |
1,218.80 |
-10.31 |
-0.8% |
1,229.11 |
| Low |
1,199.60 |
1,199.83 |
0.23 |
0.0% |
1,186.53 |
| Close |
1,205.25 |
1,201.69 |
-3.56 |
-0.3% |
1,205.25 |
| Range |
29.51 |
18.97 |
-10.54 |
-35.7% |
42.58 |
| ATR |
27.09 |
26.51 |
-0.58 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.68 |
1,251.66 |
1,212.12 |
|
| R3 |
1,244.71 |
1,232.69 |
1,206.91 |
|
| R2 |
1,225.74 |
1,225.74 |
1,205.17 |
|
| R1 |
1,213.72 |
1,213.72 |
1,203.43 |
1,210.25 |
| PP |
1,206.77 |
1,206.77 |
1,206.77 |
1,205.04 |
| S1 |
1,194.75 |
1,194.75 |
1,199.95 |
1,191.28 |
| S2 |
1,187.80 |
1,187.80 |
1,198.21 |
|
| S3 |
1,168.83 |
1,175.78 |
1,196.47 |
|
| S4 |
1,149.86 |
1,156.81 |
1,191.26 |
|
|
| Weekly Pivots for week ending 27-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.70 |
1,312.56 |
1,228.67 |
|
| R3 |
1,292.12 |
1,269.98 |
1,216.96 |
|
| R2 |
1,249.54 |
1,249.54 |
1,213.06 |
|
| R1 |
1,227.40 |
1,227.40 |
1,209.15 |
1,217.18 |
| PP |
1,206.96 |
1,206.96 |
1,206.96 |
1,201.86 |
| S1 |
1,184.82 |
1,184.82 |
1,201.35 |
1,174.60 |
| S2 |
1,164.38 |
1,164.38 |
1,197.44 |
|
| S3 |
1,121.80 |
1,142.24 |
1,193.54 |
|
| S4 |
1,079.22 |
1,099.66 |
1,181.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,229.11 |
1,186.53 |
42.58 |
3.5% |
24.48 |
2.0% |
36% |
False |
False |
|
| 10 |
1,255.39 |
1,186.53 |
68.86 |
5.7% |
25.29 |
2.1% |
22% |
False |
False |
|
| 20 |
1,265.69 |
1,180.01 |
85.68 |
7.1% |
27.49 |
2.3% |
25% |
False |
False |
|
| 40 |
1,265.69 |
1,103.20 |
162.49 |
13.5% |
25.14 |
2.1% |
61% |
False |
False |
|
| 60 |
1,265.69 |
1,018.17 |
247.52 |
20.6% |
24.80 |
2.1% |
74% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
26.5% |
24.83 |
2.1% |
80% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
27.2% |
24.55 |
2.0% |
80% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
27.2% |
24.97 |
2.1% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.42 |
|
2.618 |
1,268.46 |
|
1.618 |
1,249.49 |
|
1.000 |
1,237.77 |
|
0.618 |
1,230.52 |
|
HIGH |
1,218.80 |
|
0.618 |
1,211.55 |
|
0.500 |
1,209.32 |
|
0.382 |
1,207.08 |
|
LOW |
1,199.83 |
|
0.618 |
1,188.11 |
|
1.000 |
1,180.86 |
|
1.618 |
1,169.14 |
|
2.618 |
1,150.17 |
|
4.250 |
1,119.21 |
|
|