Trading Metrics calculated at close of trading on 10-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2002 |
10-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,025.06 |
1,027.16 |
2.10 |
0.2% |
1,066.77 |
High |
1,033.02 |
1,038.18 |
5.16 |
0.5% |
1,070.74 |
Low |
1,012.49 |
1,025.45 |
12.96 |
1.3% |
1,012.49 |
Close |
1,027.53 |
1,030.74 |
3.21 |
0.3% |
1,027.53 |
Range |
20.53 |
12.73 |
-7.80 |
-38.0% |
58.25 |
ATR |
17.08 |
16.77 |
-0.31 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,069.65 |
1,062.92 |
1,037.74 |
|
R3 |
1,056.92 |
1,050.19 |
1,034.24 |
|
R2 |
1,044.19 |
1,044.19 |
1,033.07 |
|
R1 |
1,037.46 |
1,037.46 |
1,031.91 |
1,040.83 |
PP |
1,031.46 |
1,031.46 |
1,031.46 |
1,033.14 |
S1 |
1,024.73 |
1,024.73 |
1,029.57 |
1,028.10 |
S2 |
1,018.73 |
1,018.73 |
1,028.41 |
|
S3 |
1,006.00 |
1,012.00 |
1,027.24 |
|
S4 |
993.27 |
999.27 |
1,023.74 |
|
|
Weekly Pivots for week ending 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.67 |
1,177.85 |
1,059.57 |
|
R3 |
1,153.42 |
1,119.60 |
1,043.55 |
|
R2 |
1,095.17 |
1,095.17 |
1,038.21 |
|
R1 |
1,061.35 |
1,061.35 |
1,032.87 |
1,049.14 |
PP |
1,036.92 |
1,036.92 |
1,036.92 |
1,030.81 |
S1 |
1,003.10 |
1,003.10 |
1,022.19 |
990.89 |
S2 |
978.67 |
978.67 |
1,016.85 |
|
S3 |
920.42 |
944.85 |
1,011.51 |
|
S4 |
862.17 |
886.60 |
995.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,050.11 |
1,012.49 |
37.62 |
3.6% |
16.50 |
1.6% |
49% |
False |
False |
|
10 |
1,085.98 |
1,012.49 |
73.49 |
7.1% |
16.55 |
1.6% |
25% |
False |
False |
|
20 |
1,106.59 |
1,012.49 |
94.10 |
9.1% |
15.90 |
1.5% |
19% |
False |
False |
|
40 |
1,133.00 |
1,012.49 |
120.51 |
11.7% |
16.40 |
1.6% |
15% |
False |
False |
|
60 |
1,173.94 |
1,012.49 |
161.45 |
15.7% |
15.57 |
1.5% |
11% |
False |
False |
|
80 |
1,173.94 |
1,012.49 |
161.45 |
15.7% |
15.86 |
1.5% |
11% |
False |
False |
|
100 |
1,173.94 |
1,012.49 |
161.45 |
15.7% |
16.01 |
1.6% |
11% |
False |
False |
|
120 |
1,176.97 |
1,012.49 |
164.48 |
16.0% |
15.32 |
1.5% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,092.28 |
2.618 |
1,071.51 |
1.618 |
1,058.78 |
1.000 |
1,050.91 |
0.618 |
1,046.05 |
HIGH |
1,038.18 |
0.618 |
1,033.32 |
0.500 |
1,031.82 |
0.382 |
1,030.31 |
LOW |
1,025.45 |
0.618 |
1,017.58 |
1.000 |
1,012.72 |
1.618 |
1,004.85 |
2.618 |
992.12 |
4.250 |
971.35 |
|
|
Fisher Pivots for day following 10-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,031.82 |
1,030.91 |
PP |
1,031.46 |
1,030.85 |
S1 |
1,031.10 |
1,030.80 |
|