| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2003 |
15-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,301.19 |
1,309.69 |
8.50 |
0.7% |
1,250.03 |
| High |
1,316.42 |
1,311.10 |
-5.32 |
-0.4% |
1,307.03 |
| Low |
1,290.48 |
1,285.56 |
-4.92 |
-0.4% |
1,250.03 |
| Close |
1,295.74 |
1,294.47 |
-1.27 |
-0.1% |
1,280.57 |
| Range |
25.94 |
25.54 |
-0.40 |
-1.5% |
57.00 |
| ATR |
28.36 |
28.16 |
-0.20 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.66 |
1,359.61 |
1,308.52 |
|
| R3 |
1,348.12 |
1,334.07 |
1,301.49 |
|
| R2 |
1,322.58 |
1,322.58 |
1,299.15 |
|
| R1 |
1,308.53 |
1,308.53 |
1,296.81 |
1,302.79 |
| PP |
1,297.04 |
1,297.04 |
1,297.04 |
1,294.17 |
| S1 |
1,282.99 |
1,282.99 |
1,292.13 |
1,277.25 |
| S2 |
1,271.50 |
1,271.50 |
1,289.79 |
|
| S3 |
1,245.96 |
1,257.45 |
1,287.45 |
|
| S4 |
1,220.42 |
1,231.91 |
1,280.42 |
|
|
| Weekly Pivots for week ending 11-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.21 |
1,422.39 |
1,311.92 |
|
| R3 |
1,393.21 |
1,365.39 |
1,296.25 |
|
| R2 |
1,336.21 |
1,336.21 |
1,291.02 |
|
| R1 |
1,308.39 |
1,308.39 |
1,285.80 |
1,322.30 |
| PP |
1,279.21 |
1,279.21 |
1,279.21 |
1,286.17 |
| S1 |
1,251.39 |
1,251.39 |
1,275.35 |
1,265.30 |
| S2 |
1,222.21 |
1,222.21 |
1,270.12 |
|
| S3 |
1,165.21 |
1,194.39 |
1,264.90 |
|
| S4 |
1,108.21 |
1,137.39 |
1,249.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,316.42 |
1,260.76 |
55.66 |
4.3% |
22.49 |
1.7% |
61% |
False |
False |
|
| 10 |
1,316.42 |
1,180.11 |
136.31 |
10.5% |
25.54 |
2.0% |
84% |
False |
False |
|
| 20 |
1,316.42 |
1,180.11 |
136.31 |
10.5% |
25.42 |
2.0% |
84% |
False |
False |
|
| 40 |
1,316.42 |
1,103.20 |
213.22 |
16.5% |
26.41 |
2.0% |
90% |
False |
False |
|
| 60 |
1,316.42 |
1,070.86 |
245.56 |
19.0% |
24.71 |
1.9% |
91% |
False |
False |
|
| 80 |
1,316.42 |
1,014.96 |
301.46 |
23.3% |
24.29 |
1.9% |
93% |
False |
False |
|
| 100 |
1,316.42 |
946.79 |
369.63 |
28.6% |
24.76 |
1.9% |
94% |
False |
False |
|
| 120 |
1,316.42 |
938.52 |
377.90 |
29.2% |
24.91 |
1.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,419.65 |
|
2.618 |
1,377.96 |
|
1.618 |
1,352.42 |
|
1.000 |
1,336.64 |
|
0.618 |
1,326.88 |
|
HIGH |
1,311.10 |
|
0.618 |
1,301.34 |
|
0.500 |
1,298.33 |
|
0.382 |
1,295.32 |
|
LOW |
1,285.56 |
|
0.618 |
1,269.78 |
|
1.000 |
1,260.02 |
|
1.618 |
1,244.24 |
|
2.618 |
1,218.70 |
|
4.250 |
1,177.02 |
|
|