Day Change Summary |
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Previous |
Current |
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20-Jun-2003 |
23-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
1,235.20 |
1,220.19 |
-15.01 |
-1.2% |
1,211.58 |
High |
1,235.84 |
1,221.65 |
-14.19 |
-1.1% |
1,255.39 |
Low |
1,217.19 |
1,189.78 |
-27.41 |
-2.3% |
1,206.13 |
Close |
1,223.13 |
1,200.17 |
-22.96 |
-1.9% |
1,223.13 |
Range |
18.65 |
31.87 |
13.22 |
70.9% |
49.26 |
ATR |
26.72 |
27.20 |
0.47 |
1.8% |
0.00 |
Volume |
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Daily Pivots for day following 23-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.48 |
1,281.69 |
1,217.70 |
|
R3 |
1,267.61 |
1,249.82 |
1,208.93 |
|
R2 |
1,235.74 |
1,235.74 |
1,206.01 |
|
R1 |
1,217.95 |
1,217.95 |
1,203.09 |
1,210.91 |
PP |
1,203.87 |
1,203.87 |
1,203.87 |
1,200.35 |
S1 |
1,186.08 |
1,186.08 |
1,197.25 |
1,179.04 |
S2 |
1,172.00 |
1,172.00 |
1,194.33 |
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S3 |
1,140.13 |
1,154.21 |
1,191.41 |
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S4 |
1,108.26 |
1,122.34 |
1,182.64 |
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Weekly Pivots for week ending 20-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.00 |
1,348.82 |
1,250.22 |
|
R3 |
1,326.74 |
1,299.56 |
1,236.68 |
|
R2 |
1,277.48 |
1,277.48 |
1,232.16 |
|
R1 |
1,250.30 |
1,250.30 |
1,227.65 |
1,263.89 |
PP |
1,228.22 |
1,228.22 |
1,228.22 |
1,235.01 |
S1 |
1,201.04 |
1,201.04 |
1,218.61 |
1,214.63 |
S2 |
1,178.96 |
1,178.96 |
1,214.10 |
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S3 |
1,129.70 |
1,151.78 |
1,209.58 |
|
S4 |
1,080.44 |
1,102.52 |
1,196.04 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.39 |
1,189.78 |
65.61 |
5.5% |
26.10 |
2.2% |
16% |
False |
True |
|
10 |
1,255.39 |
1,189.78 |
65.61 |
5.5% |
26.88 |
2.2% |
16% |
False |
True |
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20 |
1,265.69 |
1,123.25 |
142.44 |
11.9% |
28.52 |
2.4% |
54% |
False |
False |
|
40 |
1,265.69 |
1,084.77 |
180.92 |
15.1% |
24.93 |
2.1% |
64% |
False |
False |
|
60 |
1,265.69 |
1,014.96 |
250.73 |
20.9% |
24.29 |
2.0% |
74% |
False |
False |
|
80 |
1,265.69 |
946.79 |
318.90 |
26.6% |
24.52 |
2.0% |
79% |
False |
False |
|
100 |
1,265.69 |
938.52 |
327.17 |
27.3% |
24.59 |
2.0% |
80% |
False |
False |
|
120 |
1,265.69 |
938.52 |
327.17 |
27.3% |
25.07 |
2.1% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,357.10 |
2.618 |
1,305.09 |
1.618 |
1,273.22 |
1.000 |
1,253.52 |
0.618 |
1,241.35 |
HIGH |
1,221.65 |
0.618 |
1,209.48 |
0.500 |
1,205.72 |
0.382 |
1,201.95 |
LOW |
1,189.78 |
0.618 |
1,170.08 |
1.000 |
1,157.91 |
1.618 |
1,138.21 |
2.618 |
1,106.34 |
4.250 |
1,054.33 |
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