| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2003 |
09-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,275.79 |
1,294.58 |
18.79 |
1.5% |
1,212.51 |
| High |
1,298.93 |
1,307.03 |
8.10 |
0.6% |
1,250.62 |
| Low |
1,272.29 |
1,285.42 |
13.13 |
1.0% |
1,180.11 |
| Close |
1,298.37 |
1,295.16 |
-3.21 |
-0.2% |
1,231.34 |
| Range |
26.64 |
21.61 |
-5.03 |
-18.9% |
70.51 |
| ATR |
28.66 |
28.15 |
-0.50 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.70 |
1,349.54 |
1,307.05 |
|
| R3 |
1,339.09 |
1,327.93 |
1,301.10 |
|
| R2 |
1,317.48 |
1,317.48 |
1,299.12 |
|
| R1 |
1,306.32 |
1,306.32 |
1,297.14 |
1,311.90 |
| PP |
1,295.87 |
1,295.87 |
1,295.87 |
1,298.66 |
| S1 |
1,284.71 |
1,284.71 |
1,293.18 |
1,290.29 |
| S2 |
1,274.26 |
1,274.26 |
1,291.20 |
|
| S3 |
1,252.65 |
1,263.10 |
1,289.22 |
|
| S4 |
1,231.04 |
1,241.49 |
1,283.27 |
|
|
| 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 |
1,307.03 |
1,223.06 |
83.97 |
6.5% |
25.09 |
1.9% |
86% |
True |
False |
|
| 10 |
1,307.03 |
1,180.11 |
126.92 |
9.8% |
26.54 |
2.0% |
91% |
True |
False |
|
| 20 |
1,307.03 |
1,180.11 |
126.92 |
9.8% |
26.85 |
2.1% |
91% |
True |
False |
|
| 40 |
1,307.03 |
1,103.20 |
203.83 |
15.7% |
25.97 |
2.0% |
94% |
True |
False |
|
| 60 |
1,307.03 |
1,025.80 |
281.23 |
21.7% |
24.92 |
1.9% |
96% |
True |
False |
|
| 80 |
1,307.03 |
1,014.96 |
292.07 |
22.6% |
24.88 |
1.9% |
96% |
True |
False |
|
| 100 |
1,307.03 |
946.79 |
360.24 |
27.8% |
24.76 |
1.9% |
97% |
True |
False |
|
| 120 |
1,307.03 |
938.52 |
368.51 |
28.5% |
24.93 |
1.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,398.87 |
|
2.618 |
1,363.60 |
|
1.618 |
1,341.99 |
|
1.000 |
1,328.64 |
|
0.618 |
1,320.38 |
|
HIGH |
1,307.03 |
|
0.618 |
1,298.77 |
|
0.500 |
1,296.23 |
|
0.382 |
1,293.68 |
|
LOW |
1,285.42 |
|
0.618 |
1,272.07 |
|
1.000 |
1,263.81 |
|
1.618 |
1,250.46 |
|
2.618 |
1,228.85 |
|
4.250 |
1,193.58 |
|
|