Day Change Summary |
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Previous |
Current |
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27-Jun-2003 |
30-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
1,216.86 |
1,212.51 |
-4.35 |
-0.4% |
1,220.19 |
High |
1,229.11 |
1,218.80 |
-10.31 |
-0.8% |
1,229.11 |
Low |
1,199.60 |
1,199.83 |
0.23 |
0.0% |
1,186.53 |
Close |
1,205.25 |
1,201.69 |
-3.56 |
-0.3% |
1,205.25 |
Range |
29.51 |
18.97 |
-10.54 |
-35.7% |
42.58 |
ATR |
27.09 |
26.51 |
-0.58 |
-2.1% |
0.00 |
Volume |
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Daily Pivots for day following 30-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.68 |
1,251.66 |
1,212.12 |
|
R3 |
1,244.71 |
1,232.69 |
1,206.91 |
|
R2 |
1,225.74 |
1,225.74 |
1,205.17 |
|
R1 |
1,213.72 |
1,213.72 |
1,203.43 |
1,210.25 |
PP |
1,206.77 |
1,206.77 |
1,206.77 |
1,205.04 |
S1 |
1,194.75 |
1,194.75 |
1,199.95 |
1,191.28 |
S2 |
1,187.80 |
1,187.80 |
1,198.21 |
|
S3 |
1,168.83 |
1,175.78 |
1,196.47 |
|
S4 |
1,149.86 |
1,156.81 |
1,191.26 |
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Weekly Pivots for week ending 27-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.70 |
1,312.56 |
1,228.67 |
|
R3 |
1,292.12 |
1,269.98 |
1,216.96 |
|
R2 |
1,249.54 |
1,249.54 |
1,213.06 |
|
R1 |
1,227.40 |
1,227.40 |
1,209.15 |
1,217.18 |
PP |
1,206.96 |
1,206.96 |
1,206.96 |
1,201.86 |
S1 |
1,184.82 |
1,184.82 |
1,201.35 |
1,174.60 |
S2 |
1,164.38 |
1,164.38 |
1,197.44 |
|
S3 |
1,121.80 |
1,142.24 |
1,193.54 |
|
S4 |
1,079.22 |
1,099.66 |
1,181.83 |
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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 |
1,229.11 |
1,186.53 |
42.58 |
3.5% |
24.48 |
2.0% |
36% |
False |
False |
|
10 |
1,255.39 |
1,186.53 |
68.86 |
5.7% |
25.29 |
2.1% |
22% |
False |
False |
|
20 |
1,265.69 |
1,180.01 |
85.68 |
7.1% |
27.49 |
2.3% |
25% |
False |
False |
|
40 |
1,265.69 |
1,103.20 |
162.49 |
13.5% |
25.14 |
2.1% |
61% |
False |
False |
|
60 |
1,265.69 |
1,018.17 |
247.52 |
20.6% |
24.80 |
2.1% |
74% |
False |
False |
|
80 |
1,265.69 |
946.79 |
318.90 |
26.5% |
24.83 |
2.1% |
80% |
False |
False |
|
100 |
1,265.69 |
938.52 |
327.17 |
27.2% |
24.55 |
2.0% |
80% |
False |
False |
|
120 |
1,265.69 |
938.52 |
327.17 |
27.2% |
24.97 |
2.1% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,299.42 |
2.618 |
1,268.46 |
1.618 |
1,249.49 |
1.000 |
1,237.77 |
0.618 |
1,230.52 |
HIGH |
1,218.80 |
0.618 |
1,211.55 |
0.500 |
1,209.32 |
0.382 |
1,207.08 |
LOW |
1,199.83 |
0.618 |
1,188.11 |
1.000 |
1,180.86 |
1.618 |
1,169.14 |
2.618 |
1,150.17 |
4.250 |
1,119.21 |
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