| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2003 |
07-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,233.40 |
1,250.03 |
16.63 |
1.3% |
1,212.51 |
| High |
1,250.62 |
1,282.31 |
31.69 |
2.5% |
1,250.62 |
| Low |
1,228.40 |
1,250.03 |
21.63 |
1.8% |
1,180.11 |
| Close |
1,231.34 |
1,281.89 |
50.55 |
4.1% |
1,231.34 |
| Range |
22.22 |
32.28 |
10.06 |
45.3% |
70.51 |
| ATR |
27.11 |
28.81 |
1.70 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.25 |
1,357.35 |
1,299.64 |
|
| R3 |
1,335.97 |
1,325.07 |
1,290.77 |
|
| R2 |
1,303.69 |
1,303.69 |
1,287.81 |
|
| R1 |
1,292.79 |
1,292.79 |
1,284.85 |
1,298.24 |
| PP |
1,271.41 |
1,271.41 |
1,271.41 |
1,274.14 |
| S1 |
1,260.51 |
1,260.51 |
1,278.93 |
1,265.96 |
| S2 |
1,239.13 |
1,239.13 |
1,275.97 |
|
| S3 |
1,206.85 |
1,228.23 |
1,273.01 |
|
| S4 |
1,174.57 |
1,195.95 |
1,264.14 |
|
|
| Weekly Pivots for week ending 04-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.22 |
1,402.29 |
1,270.12 |
|
| R3 |
1,361.71 |
1,331.78 |
1,250.73 |
|
| R2 |
1,291.20 |
1,291.20 |
1,244.27 |
|
| R1 |
1,261.27 |
1,261.27 |
1,237.80 |
1,276.24 |
| PP |
1,220.69 |
1,220.69 |
1,220.69 |
1,228.17 |
| S1 |
1,190.76 |
1,190.76 |
1,224.88 |
1,205.73 |
| S2 |
1,150.18 |
1,150.18 |
1,218.41 |
|
| S3 |
1,079.67 |
1,120.25 |
1,211.95 |
|
| S4 |
1,009.16 |
1,049.74 |
1,192.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.31 |
1,180.11 |
102.20 |
8.0% |
27.06 |
2.1% |
100% |
True |
False |
|
| 10 |
1,282.31 |
1,180.11 |
102.20 |
8.0% |
27.06 |
2.1% |
100% |
True |
False |
|
| 20 |
1,282.31 |
1,180.11 |
102.20 |
8.0% |
26.69 |
2.1% |
100% |
True |
False |
|
| 40 |
1,282.31 |
1,103.20 |
179.11 |
14.0% |
25.96 |
2.0% |
100% |
True |
False |
|
| 60 |
1,282.31 |
1,018.17 |
264.14 |
20.6% |
24.93 |
1.9% |
100% |
True |
False |
|
| 80 |
1,282.31 |
981.58 |
300.73 |
23.5% |
25.16 |
2.0% |
100% |
True |
False |
|
| 100 |
1,282.31 |
938.52 |
343.79 |
26.8% |
24.70 |
1.9% |
100% |
True |
False |
|
| 120 |
1,282.31 |
938.52 |
343.79 |
26.8% |
24.92 |
1.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,419.50 |
|
2.618 |
1,366.82 |
|
1.618 |
1,334.54 |
|
1.000 |
1,314.59 |
|
0.618 |
1,302.26 |
|
HIGH |
1,282.31 |
|
0.618 |
1,269.98 |
|
0.500 |
1,266.17 |
|
0.382 |
1,262.36 |
|
LOW |
1,250.03 |
|
0.618 |
1,230.08 |
|
1.000 |
1,217.75 |
|
1.618 |
1,197.80 |
|
2.618 |
1,165.52 |
|
4.250 |
1,112.84 |
|
|