| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2003 |
02-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,195.30 |
1,223.19 |
27.89 |
2.3% |
1,220.19 |
| High |
1,219.23 |
1,245.78 |
26.55 |
2.2% |
1,229.11 |
| Low |
1,180.11 |
1,223.06 |
42.95 |
3.6% |
1,186.53 |
| Close |
1,217.37 |
1,245.75 |
28.38 |
2.3% |
1,205.25 |
| Range |
39.12 |
22.72 |
-16.40 |
-41.9% |
42.58 |
| ATR |
27.41 |
27.48 |
0.07 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.36 |
1,298.77 |
1,258.25 |
|
| R3 |
1,283.64 |
1,276.05 |
1,252.00 |
|
| R2 |
1,260.92 |
1,260.92 |
1,249.92 |
|
| R1 |
1,253.33 |
1,253.33 |
1,247.83 |
1,257.13 |
| PP |
1,238.20 |
1,238.20 |
1,238.20 |
1,240.09 |
| S1 |
1,230.61 |
1,230.61 |
1,243.67 |
1,234.41 |
| S2 |
1,215.48 |
1,215.48 |
1,241.58 |
|
| S3 |
1,192.76 |
1,207.89 |
1,239.50 |
|
| S4 |
1,170.04 |
1,185.17 |
1,233.25 |
|
|
| 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 |
1,245.78 |
1,180.11 |
65.67 |
5.3% |
27.27 |
2.2% |
100% |
True |
False |
|
| 10 |
1,255.30 |
1,180.11 |
75.19 |
6.0% |
26.72 |
2.1% |
87% |
False |
False |
|
| 20 |
1,265.69 |
1,180.11 |
85.58 |
6.9% |
28.01 |
2.2% |
77% |
False |
False |
|
| 40 |
1,265.69 |
1,103.20 |
162.49 |
13.0% |
25.52 |
2.0% |
88% |
False |
False |
|
| 60 |
1,265.69 |
1,018.17 |
247.52 |
19.9% |
24.81 |
2.0% |
92% |
False |
False |
|
| 80 |
1,265.69 |
946.79 |
318.90 |
25.6% |
25.00 |
2.0% |
94% |
False |
False |
|
| 100 |
1,265.69 |
938.52 |
327.17 |
26.3% |
24.66 |
2.0% |
94% |
False |
False |
|
| 120 |
1,265.69 |
938.52 |
327.17 |
26.3% |
25.03 |
2.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.34 |
|
2.618 |
1,305.26 |
|
1.618 |
1,282.54 |
|
1.000 |
1,268.50 |
|
0.618 |
1,259.82 |
|
HIGH |
1,245.78 |
|
0.618 |
1,237.10 |
|
0.500 |
1,234.42 |
|
0.382 |
1,231.74 |
|
LOW |
1,223.06 |
|
0.618 |
1,209.02 |
|
1.000 |
1,200.34 |
|
1.618 |
1,186.30 |
|
2.618 |
1,163.58 |
|
4.250 |
1,126.50 |
|
|