| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2003 |
25-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,282.13 |
1,252.62 |
-29.51 |
-2.3% |
1,256.12 |
| High |
1,287.45 |
1,278.31 |
-9.14 |
-0.7% |
1,287.45 |
| Low |
1,252.12 |
1,237.75 |
-14.37 |
-1.1% |
1,232.16 |
| Close |
1,253.76 |
1,278.31 |
24.55 |
2.0% |
1,278.31 |
| Range |
35.33 |
40.56 |
5.23 |
14.8% |
55.29 |
| ATR |
28.63 |
29.48 |
0.85 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,386.47 |
1,372.95 |
1,300.62 |
|
| R3 |
1,345.91 |
1,332.39 |
1,289.46 |
|
| R2 |
1,305.35 |
1,305.35 |
1,285.75 |
|
| R1 |
1,291.83 |
1,291.83 |
1,282.03 |
1,298.59 |
| PP |
1,264.79 |
1,264.79 |
1,264.79 |
1,268.17 |
| S1 |
1,251.27 |
1,251.27 |
1,274.59 |
1,258.03 |
| S2 |
1,224.23 |
1,224.23 |
1,270.87 |
|
| S3 |
1,183.67 |
1,210.71 |
1,267.16 |
|
| S4 |
1,143.11 |
1,170.15 |
1,256.00 |
|
|
| Weekly Pivots for week ending 25-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.84 |
1,410.37 |
1,308.72 |
|
| R3 |
1,376.55 |
1,355.08 |
1,293.51 |
|
| R2 |
1,321.26 |
1,321.26 |
1,288.45 |
|
| R1 |
1,299.79 |
1,299.79 |
1,283.38 |
1,310.53 |
| PP |
1,265.97 |
1,265.97 |
1,265.97 |
1,271.34 |
| S1 |
1,244.50 |
1,244.50 |
1,273.24 |
1,255.24 |
| S2 |
1,210.68 |
1,210.68 |
1,268.17 |
|
| S3 |
1,155.39 |
1,189.21 |
1,263.11 |
|
| S4 |
1,100.10 |
1,133.92 |
1,247.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,287.45 |
1,232.16 |
55.29 |
4.3% |
29.39 |
2.3% |
83% |
False |
False |
|
| 10 |
1,316.42 |
1,232.16 |
84.26 |
6.6% |
28.13 |
2.2% |
55% |
False |
False |
|
| 20 |
1,316.42 |
1,180.11 |
136.31 |
10.7% |
26.69 |
2.1% |
72% |
False |
False |
|
| 40 |
1,316.42 |
1,180.01 |
136.41 |
10.7% |
27.12 |
2.1% |
72% |
False |
False |
|
| 60 |
1,316.42 |
1,094.42 |
222.00 |
17.4% |
25.73 |
2.0% |
83% |
False |
False |
|
| 80 |
1,316.42 |
1,018.17 |
298.25 |
23.3% |
25.17 |
2.0% |
87% |
False |
False |
|
| 100 |
1,316.42 |
946.79 |
369.63 |
28.9% |
25.04 |
2.0% |
90% |
False |
False |
|
| 120 |
1,316.42 |
938.52 |
377.90 |
29.6% |
24.88 |
1.9% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,450.69 |
|
2.618 |
1,384.50 |
|
1.618 |
1,343.94 |
|
1.000 |
1,318.87 |
|
0.618 |
1,303.38 |
|
HIGH |
1,278.31 |
|
0.618 |
1,262.82 |
|
0.500 |
1,258.03 |
|
0.382 |
1,253.24 |
|
LOW |
1,237.75 |
|
0.618 |
1,212.68 |
|
1.000 |
1,197.19 |
|
1.618 |
1,172.12 |
|
2.618 |
1,131.56 |
|
4.250 |
1,065.37 |
|
|