Day Change Summary |
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Previous |
Current |
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02-Jul-2003 |
03-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
1,223.19 |
1,233.40 |
10.21 |
0.8% |
1,220.19 |
High |
1,245.78 |
1,250.62 |
4.84 |
0.4% |
1,229.11 |
Low |
1,223.06 |
1,228.40 |
5.34 |
0.4% |
1,186.53 |
Close |
1,245.75 |
1,231.34 |
-14.41 |
-1.2% |
1,205.25 |
Range |
22.72 |
22.22 |
-0.50 |
-2.2% |
42.58 |
ATR |
27.48 |
27.11 |
-0.38 |
-1.4% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jul-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.45 |
1,289.61 |
1,243.56 |
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R3 |
1,281.23 |
1,267.39 |
1,237.45 |
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R2 |
1,259.01 |
1,259.01 |
1,235.41 |
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R1 |
1,245.17 |
1,245.17 |
1,233.38 |
1,240.98 |
PP |
1,236.79 |
1,236.79 |
1,236.79 |
1,234.69 |
S1 |
1,222.95 |
1,222.95 |
1,229.30 |
1,218.76 |
S2 |
1,214.57 |
1,214.57 |
1,227.27 |
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S3 |
1,192.35 |
1,200.73 |
1,225.23 |
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S4 |
1,170.13 |
1,178.51 |
1,219.12 |
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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 |
1,250.62 |
1,180.11 |
70.51 |
5.7% |
26.51 |
2.2% |
73% |
True |
False |
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10 |
1,250.62 |
1,180.11 |
70.51 |
5.7% |
25.70 |
2.1% |
73% |
True |
False |
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20 |
1,265.69 |
1,180.11 |
85.58 |
7.0% |
27.84 |
2.3% |
60% |
False |
False |
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40 |
1,265.69 |
1,103.20 |
162.49 |
13.2% |
25.54 |
2.1% |
79% |
False |
False |
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60 |
1,265.69 |
1,018.17 |
247.52 |
20.1% |
24.93 |
2.0% |
86% |
False |
False |
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80 |
1,265.69 |
946.79 |
318.90 |
25.9% |
25.07 |
2.0% |
89% |
False |
False |
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100 |
1,265.69 |
938.52 |
327.17 |
26.6% |
24.65 |
2.0% |
90% |
False |
False |
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120 |
1,265.69 |
938.52 |
327.17 |
26.6% |
24.88 |
2.0% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,345.06 |
2.618 |
1,308.79 |
1.618 |
1,286.57 |
1.000 |
1,272.84 |
0.618 |
1,264.35 |
HIGH |
1,250.62 |
0.618 |
1,242.13 |
0.500 |
1,239.51 |
0.382 |
1,236.89 |
LOW |
1,228.40 |
0.618 |
1,214.67 |
1.000 |
1,206.18 |
1.618 |
1,192.45 |
2.618 |
1,170.23 |
4.250 |
1,133.97 |
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