Day Change Summary |
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Previous |
Current |
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30-Jun-2003 |
01-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
1,212.51 |
1,195.30 |
-17.21 |
-1.4% |
1,220.19 |
High |
1,218.80 |
1,219.23 |
0.43 |
0.0% |
1,229.11 |
Low |
1,199.83 |
1,180.11 |
-19.72 |
-1.6% |
1,186.53 |
Close |
1,201.69 |
1,217.37 |
15.68 |
1.3% |
1,205.25 |
Range |
18.97 |
39.12 |
20.15 |
106.2% |
42.58 |
ATR |
26.51 |
27.41 |
0.90 |
3.4% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.93 |
1,309.27 |
1,238.89 |
|
R3 |
1,283.81 |
1,270.15 |
1,228.13 |
|
R2 |
1,244.69 |
1,244.69 |
1,224.54 |
|
R1 |
1,231.03 |
1,231.03 |
1,220.96 |
1,237.86 |
PP |
1,205.57 |
1,205.57 |
1,205.57 |
1,208.99 |
S1 |
1,191.91 |
1,191.91 |
1,213.78 |
1,198.74 |
S2 |
1,166.45 |
1,166.45 |
1,210.20 |
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S3 |
1,127.33 |
1,152.79 |
1,206.61 |
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S4 |
1,088.21 |
1,113.67 |
1,195.85 |
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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 |
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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 |
1,180.11 |
49.00 |
4.0% |
27.98 |
2.3% |
76% |
False |
True |
|
10 |
1,255.39 |
1,180.11 |
75.28 |
6.2% |
27.42 |
2.3% |
49% |
False |
True |
|
20 |
1,265.69 |
1,180.11 |
85.58 |
7.0% |
28.50 |
2.3% |
44% |
False |
True |
|
40 |
1,265.69 |
1,103.20 |
162.49 |
13.3% |
25.61 |
2.1% |
70% |
False |
False |
|
60 |
1,265.69 |
1,018.17 |
247.52 |
20.3% |
25.07 |
2.1% |
80% |
False |
False |
|
80 |
1,265.69 |
946.79 |
318.90 |
26.2% |
24.97 |
2.1% |
85% |
False |
False |
|
100 |
1,265.69 |
938.52 |
327.17 |
26.9% |
24.75 |
2.0% |
85% |
False |
False |
|
120 |
1,265.69 |
938.52 |
327.17 |
26.9% |
25.08 |
2.1% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,385.49 |
2.618 |
1,321.65 |
1.618 |
1,282.53 |
1.000 |
1,258.35 |
0.618 |
1,243.41 |
HIGH |
1,219.23 |
0.618 |
1,204.29 |
0.500 |
1,199.67 |
0.382 |
1,195.05 |
LOW |
1,180.11 |
0.618 |
1,155.93 |
1.000 |
1,140.99 |
1.618 |
1,116.81 |
2.618 |
1,077.69 |
4.250 |
1,013.85 |
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