| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2003 |
08-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,250.03 |
1,275.79 |
25.76 |
2.1% |
1,212.51 |
| High |
1,282.31 |
1,298.93 |
16.62 |
1.3% |
1,250.62 |
| Low |
1,250.03 |
1,272.29 |
22.26 |
1.8% |
1,180.11 |
| Close |
1,281.89 |
1,298.37 |
16.48 |
1.3% |
1,231.34 |
| Range |
32.28 |
26.64 |
-5.64 |
-17.5% |
70.51 |
| ATR |
28.81 |
28.66 |
-0.16 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.78 |
1,360.72 |
1,313.02 |
|
| R3 |
1,343.14 |
1,334.08 |
1,305.70 |
|
| R2 |
1,316.50 |
1,316.50 |
1,303.25 |
|
| R1 |
1,307.44 |
1,307.44 |
1,300.81 |
1,311.97 |
| PP |
1,289.86 |
1,289.86 |
1,289.86 |
1,292.13 |
| S1 |
1,280.80 |
1,280.80 |
1,295.93 |
1,285.33 |
| S2 |
1,263.22 |
1,263.22 |
1,293.49 |
|
| S3 |
1,236.58 |
1,254.16 |
1,291.04 |
|
| S4 |
1,209.94 |
1,227.52 |
1,283.72 |
|
|
| 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 |
1,298.93 |
1,180.11 |
118.82 |
9.2% |
28.60 |
2.2% |
100% |
True |
False |
|
| 10 |
1,298.93 |
1,180.11 |
118.82 |
9.2% |
26.54 |
2.0% |
100% |
True |
False |
|
| 20 |
1,298.93 |
1,180.11 |
118.82 |
9.2% |
26.71 |
2.1% |
100% |
True |
False |
|
| 40 |
1,298.93 |
1,103.20 |
195.73 |
15.1% |
26.18 |
2.0% |
100% |
True |
False |
|
| 60 |
1,298.93 |
1,020.56 |
278.37 |
21.4% |
25.08 |
1.9% |
100% |
True |
False |
|
| 80 |
1,298.93 |
1,014.96 |
283.97 |
21.9% |
24.89 |
1.9% |
100% |
True |
False |
|
| 100 |
1,298.93 |
938.52 |
360.41 |
27.8% |
24.76 |
1.9% |
100% |
True |
False |
|
| 120 |
1,298.93 |
938.52 |
360.41 |
27.8% |
25.00 |
1.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,412.15 |
|
2.618 |
1,368.67 |
|
1.618 |
1,342.03 |
|
1.000 |
1,325.57 |
|
0.618 |
1,315.39 |
|
HIGH |
1,298.93 |
|
0.618 |
1,288.75 |
|
0.500 |
1,285.61 |
|
0.382 |
1,282.47 |
|
LOW |
1,272.29 |
|
0.618 |
1,255.83 |
|
1.000 |
1,245.65 |
|
1.618 |
1,229.19 |
|
2.618 |
1,202.55 |
|
4.250 |
1,159.07 |
|
|