Day Change Summary |
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Previous |
Current |
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30-Jul-2003 |
31-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
1,276.58 |
1,278.29 |
1.71 |
0.1% |
1,256.12 |
High |
1,277.19 |
1,298.81 |
21.62 |
1.7% |
1,287.45 |
Low |
1,261.68 |
1,269.89 |
8.21 |
0.7% |
1,232.16 |
Close |
1,263.78 |
1,276.94 |
13.16 |
1.0% |
1,278.31 |
Range |
15.51 |
28.92 |
13.41 |
86.5% |
55.29 |
ATR |
27.60 |
28.13 |
0.53 |
1.9% |
0.00 |
Volume |
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Daily Pivots for day following 31-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.64 |
1,351.71 |
1,292.85 |
|
R3 |
1,339.72 |
1,322.79 |
1,284.89 |
|
R2 |
1,310.80 |
1,310.80 |
1,282.24 |
|
R1 |
1,293.87 |
1,293.87 |
1,279.59 |
1,287.88 |
PP |
1,281.88 |
1,281.88 |
1,281.88 |
1,278.88 |
S1 |
1,264.95 |
1,264.95 |
1,274.29 |
1,258.96 |
S2 |
1,252.96 |
1,252.96 |
1,271.64 |
|
S3 |
1,224.04 |
1,236.03 |
1,268.99 |
|
S4 |
1,195.12 |
1,207.11 |
1,261.03 |
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Weekly Pivots for week ending 25-Jul-2003 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.84 |
1,410.37 |
1,308.72 |
|
R3 |
1,376.55 |
1,355.08 |
1,293.51 |
|
R2 |
1,321.26 |
1,321.26 |
1,288.45 |
|
R1 |
1,299.79 |
1,299.79 |
1,283.38 |
1,310.53 |
PP |
1,265.97 |
1,265.97 |
1,265.97 |
1,271.34 |
S1 |
1,244.50 |
1,244.50 |
1,273.24 |
1,255.24 |
S2 |
1,210.68 |
1,210.68 |
1,268.17 |
|
S3 |
1,155.39 |
1,189.21 |
1,263.11 |
|
S4 |
1,100.10 |
1,133.92 |
1,247.90 |
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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 |
1,298.81 |
1,237.75 |
61.06 |
4.8% |
25.91 |
2.0% |
64% |
True |
False |
|
10 |
1,298.81 |
1,232.16 |
66.65 |
5.2% |
25.95 |
2.0% |
67% |
True |
False |
|
20 |
1,316.42 |
1,228.40 |
88.02 |
6.9% |
25.62 |
2.0% |
55% |
False |
False |
|
40 |
1,316.42 |
1,180.11 |
136.31 |
10.7% |
26.81 |
2.1% |
71% |
False |
False |
|
60 |
1,316.42 |
1,103.20 |
213.22 |
16.7% |
25.55 |
2.0% |
81% |
False |
False |
|
80 |
1,316.42 |
1,018.17 |
298.25 |
23.4% |
25.01 |
2.0% |
87% |
False |
False |
|
100 |
1,316.42 |
946.79 |
369.63 |
28.9% |
25.12 |
2.0% |
89% |
False |
False |
|
120 |
1,316.42 |
938.52 |
377.90 |
29.6% |
24.82 |
1.9% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,421.72 |
2.618 |
1,374.52 |
1.618 |
1,345.60 |
1.000 |
1,327.73 |
0.618 |
1,316.68 |
HIGH |
1,298.81 |
0.618 |
1,287.76 |
0.500 |
1,284.35 |
0.382 |
1,280.94 |
LOW |
1,269.89 |
0.618 |
1,252.02 |
1.000 |
1,240.97 |
1.618 |
1,223.10 |
2.618 |
1,194.18 |
4.250 |
1,146.98 |
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