Day Change Summary |
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Previous |
Current |
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15-Jul-2003 |
16-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
1,309.69 |
1,305.76 |
-3.93 |
-0.3% |
1,250.03 |
High |
1,311.10 |
1,306.52 |
-4.58 |
-0.3% |
1,307.03 |
Low |
1,285.56 |
1,277.46 |
-8.10 |
-0.6% |
1,250.03 |
Close |
1,294.47 |
1,291.99 |
-2.48 |
-0.2% |
1,280.57 |
Range |
25.54 |
29.06 |
3.52 |
13.8% |
57.00 |
ATR |
28.16 |
28.22 |
0.06 |
0.2% |
0.00 |
Volume |
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Daily Pivots for day following 16-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.17 |
1,364.64 |
1,307.97 |
|
R3 |
1,350.11 |
1,335.58 |
1,299.98 |
|
R2 |
1,321.05 |
1,321.05 |
1,297.32 |
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R1 |
1,306.52 |
1,306.52 |
1,294.65 |
1,299.26 |
PP |
1,291.99 |
1,291.99 |
1,291.99 |
1,288.36 |
S1 |
1,277.46 |
1,277.46 |
1,289.33 |
1,270.20 |
S2 |
1,262.93 |
1,262.93 |
1,286.66 |
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S3 |
1,233.87 |
1,248.40 |
1,284.00 |
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S4 |
1,204.81 |
1,219.34 |
1,276.01 |
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Weekly Pivots for week ending 11-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.21 |
1,422.39 |
1,311.92 |
|
R3 |
1,393.21 |
1,365.39 |
1,296.25 |
|
R2 |
1,336.21 |
1,336.21 |
1,291.02 |
|
R1 |
1,308.39 |
1,308.39 |
1,285.80 |
1,322.30 |
PP |
1,279.21 |
1,279.21 |
1,279.21 |
1,286.17 |
S1 |
1,251.39 |
1,251.39 |
1,275.35 |
1,265.30 |
S2 |
1,222.21 |
1,222.21 |
1,270.12 |
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S3 |
1,165.21 |
1,194.39 |
1,264.90 |
|
S4 |
1,108.21 |
1,137.39 |
1,249.22 |
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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 |
1,316.42 |
1,260.76 |
55.66 |
4.3% |
23.98 |
1.9% |
56% |
False |
False |
|
10 |
1,316.42 |
1,223.06 |
93.36 |
7.2% |
24.54 |
1.9% |
74% |
False |
False |
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20 |
1,316.42 |
1,180.11 |
136.31 |
10.6% |
25.98 |
2.0% |
82% |
False |
False |
|
40 |
1,316.42 |
1,103.20 |
213.22 |
16.5% |
26.13 |
2.0% |
89% |
False |
False |
|
60 |
1,316.42 |
1,072.13 |
244.29 |
18.9% |
24.88 |
1.9% |
90% |
False |
False |
|
80 |
1,316.42 |
1,014.96 |
301.46 |
23.3% |
24.40 |
1.9% |
92% |
False |
False |
|
100 |
1,316.42 |
946.79 |
369.63 |
28.6% |
24.72 |
1.9% |
93% |
False |
False |
|
120 |
1,316.42 |
938.52 |
377.90 |
29.2% |
24.92 |
1.9% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,430.03 |
2.618 |
1,382.60 |
1.618 |
1,353.54 |
1.000 |
1,335.58 |
0.618 |
1,324.48 |
HIGH |
1,306.52 |
0.618 |
1,295.42 |
0.500 |
1,291.99 |
0.382 |
1,288.56 |
LOW |
1,277.46 |
0.618 |
1,259.50 |
1.000 |
1,248.40 |
1.618 |
1,230.44 |
2.618 |
1,201.38 |
4.250 |
1,153.96 |
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