Day Change Summary |
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Previous |
Current |
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01-Jul-2003 |
02-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
1,195.30 |
1,223.19 |
27.89 |
2.3% |
1,220.19 |
High |
1,219.23 |
1,245.78 |
26.55 |
2.2% |
1,229.11 |
Low |
1,180.11 |
1,223.06 |
42.95 |
3.6% |
1,186.53 |
Close |
1,217.37 |
1,245.75 |
28.38 |
2.3% |
1,205.25 |
Range |
39.12 |
22.72 |
-16.40 |
-41.9% |
42.58 |
ATR |
27.41 |
27.48 |
0.07 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 02-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.36 |
1,298.77 |
1,258.25 |
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R3 |
1,283.64 |
1,276.05 |
1,252.00 |
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R2 |
1,260.92 |
1,260.92 |
1,249.92 |
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R1 |
1,253.33 |
1,253.33 |
1,247.83 |
1,257.13 |
PP |
1,238.20 |
1,238.20 |
1,238.20 |
1,240.09 |
S1 |
1,230.61 |
1,230.61 |
1,243.67 |
1,234.41 |
S2 |
1,215.48 |
1,215.48 |
1,241.58 |
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S3 |
1,192.76 |
1,207.89 |
1,239.50 |
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S4 |
1,170.04 |
1,185.17 |
1,233.25 |
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Weekly Pivots for week ending 27-Jun-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.70 |
1,312.56 |
1,228.67 |
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R3 |
1,292.12 |
1,269.98 |
1,216.96 |
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R2 |
1,249.54 |
1,249.54 |
1,213.06 |
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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 |
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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 |
1,245.78 |
1,180.11 |
65.67 |
5.3% |
27.27 |
2.2% |
100% |
True |
False |
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10 |
1,255.30 |
1,180.11 |
75.19 |
6.0% |
26.72 |
2.1% |
87% |
False |
False |
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20 |
1,265.69 |
1,180.11 |
85.58 |
6.9% |
28.01 |
2.2% |
77% |
False |
False |
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40 |
1,265.69 |
1,103.20 |
162.49 |
13.0% |
25.52 |
2.0% |
88% |
False |
False |
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60 |
1,265.69 |
1,018.17 |
247.52 |
19.9% |
24.81 |
2.0% |
92% |
False |
False |
|
80 |
1,265.69 |
946.79 |
318.90 |
25.6% |
25.00 |
2.0% |
94% |
False |
False |
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100 |
1,265.69 |
938.52 |
327.17 |
26.3% |
24.66 |
2.0% |
94% |
False |
False |
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120 |
1,265.69 |
938.52 |
327.17 |
26.3% |
25.03 |
2.0% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,342.34 |
2.618 |
1,305.26 |
1.618 |
1,282.54 |
1.000 |
1,268.50 |
0.618 |
1,259.82 |
HIGH |
1,245.78 |
0.618 |
1,237.10 |
0.500 |
1,234.42 |
0.382 |
1,231.74 |
LOW |
1,223.06 |
0.618 |
1,209.02 |
1.000 |
1,200.34 |
1.618 |
1,186.30 |
2.618 |
1,163.58 |
4.250 |
1,126.50 |
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