| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2003 |
30-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
1,284.24 |
1,276.58 |
-7.66 |
-0.6% |
1,256.12 |
| High |
1,287.84 |
1,277.19 |
-10.65 |
-0.8% |
1,287.45 |
| Low |
1,257.13 |
1,261.68 |
4.55 |
0.4% |
1,232.16 |
| Close |
1,275.17 |
1,263.78 |
-11.39 |
-0.9% |
1,278.31 |
| Range |
30.71 |
15.51 |
-15.20 |
-49.5% |
55.29 |
| ATR |
28.53 |
27.60 |
-0.93 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.08 |
1,304.44 |
1,272.31 |
|
| R3 |
1,298.57 |
1,288.93 |
1,268.05 |
|
| R2 |
1,283.06 |
1,283.06 |
1,266.62 |
|
| R1 |
1,273.42 |
1,273.42 |
1,265.20 |
1,270.49 |
| PP |
1,267.55 |
1,267.55 |
1,267.55 |
1,266.08 |
| S1 |
1,257.91 |
1,257.91 |
1,262.36 |
1,254.98 |
| S2 |
1,252.04 |
1,252.04 |
1,260.94 |
|
| S3 |
1,236.53 |
1,242.40 |
1,259.51 |
|
| S4 |
1,221.02 |
1,226.89 |
1,255.25 |
|
|
| 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 |
1,287.84 |
1,237.75 |
50.09 |
4.0% |
27.19 |
2.2% |
52% |
False |
False |
|
| 10 |
1,287.84 |
1,232.16 |
55.68 |
4.4% |
26.08 |
2.1% |
57% |
False |
False |
|
| 20 |
1,316.42 |
1,223.06 |
93.36 |
7.4% |
25.31 |
2.0% |
44% |
False |
False |
|
| 40 |
1,316.42 |
1,180.11 |
136.31 |
10.8% |
26.90 |
2.1% |
61% |
False |
False |
|
| 60 |
1,316.42 |
1,103.20 |
213.22 |
16.9% |
25.51 |
2.0% |
75% |
False |
False |
|
| 80 |
1,316.42 |
1,018.17 |
298.25 |
23.6% |
25.13 |
2.0% |
82% |
False |
False |
|
| 100 |
1,316.42 |
946.79 |
369.63 |
29.2% |
25.04 |
2.0% |
86% |
False |
False |
|
| 120 |
1,316.42 |
938.52 |
377.90 |
29.9% |
24.85 |
2.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.11 |
|
2.618 |
1,317.80 |
|
1.618 |
1,302.29 |
|
1.000 |
1,292.70 |
|
0.618 |
1,286.78 |
|
HIGH |
1,277.19 |
|
0.618 |
1,271.27 |
|
0.500 |
1,269.44 |
|
0.382 |
1,267.60 |
|
LOW |
1,261.68 |
|
0.618 |
1,252.09 |
|
1.000 |
1,246.17 |
|
1.618 |
1,236.58 |
|
2.618 |
1,221.07 |
|
4.250 |
1,195.76 |
|
|