Trading Metrics calculated at close of trading on 07-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2002 |
07-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,183.91 |
1,107.94 |
-75.97 |
-6.4% |
1,205.20 |
High |
1,185.29 |
1,156.03 |
-29.26 |
-2.5% |
1,213.18 |
Low |
1,152.04 |
1,106.61 |
-45.43 |
-3.9% |
1,106.61 |
Close |
1,157.62 |
1,140.24 |
-17.38 |
-1.5% |
1,140.24 |
Range |
33.25 |
49.42 |
16.17 |
48.6% |
106.57 |
ATR |
43.66 |
44.18 |
0.53 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.55 |
1,260.82 |
1,167.42 |
|
R3 |
1,233.13 |
1,211.40 |
1,153.83 |
|
R2 |
1,183.71 |
1,183.71 |
1,149.30 |
|
R1 |
1,161.98 |
1,161.98 |
1,144.77 |
1,172.85 |
PP |
1,134.29 |
1,134.29 |
1,134.29 |
1,139.73 |
S1 |
1,112.56 |
1,112.56 |
1,135.71 |
1,123.43 |
S2 |
1,084.87 |
1,084.87 |
1,131.18 |
|
S3 |
1,035.45 |
1,063.14 |
1,126.65 |
|
S4 |
986.03 |
1,013.72 |
1,113.06 |
|
|
Weekly Pivots for week ending 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.05 |
1,413.22 |
1,198.85 |
|
R3 |
1,366.48 |
1,306.65 |
1,169.55 |
|
R2 |
1,259.91 |
1,259.91 |
1,159.78 |
|
R1 |
1,200.08 |
1,200.08 |
1,150.01 |
1,176.71 |
PP |
1,153.34 |
1,153.34 |
1,153.34 |
1,141.66 |
S1 |
1,093.51 |
1,093.51 |
1,130.47 |
1,070.14 |
S2 |
1,046.77 |
1,046.77 |
1,120.70 |
|
S3 |
940.20 |
986.94 |
1,110.93 |
|
S4 |
833.63 |
880.37 |
1,081.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,213.18 |
1,106.61 |
106.57 |
9.3% |
41.85 |
3.7% |
32% |
False |
True |
|
10 |
1,271.51 |
1,106.61 |
164.90 |
14.5% |
36.43 |
3.2% |
20% |
False |
True |
|
20 |
1,350.54 |
1,106.61 |
243.93 |
21.4% |
40.21 |
3.5% |
14% |
False |
True |
|
40 |
1,426.01 |
1,106.61 |
319.40 |
28.0% |
40.41 |
3.5% |
11% |
False |
True |
|
60 |
1,523.27 |
1,106.61 |
416.66 |
36.5% |
39.61 |
3.5% |
8% |
False |
True |
|
80 |
1,573.42 |
1,106.61 |
466.81 |
40.9% |
40.90 |
3.6% |
7% |
False |
True |
|
100 |
1,628.00 |
1,106.61 |
521.39 |
45.7% |
41.51 |
3.6% |
6% |
False |
True |
|
120 |
1,710.23 |
1,106.61 |
603.62 |
52.9% |
41.00 |
3.6% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.07 |
2.618 |
1,285.41 |
1.618 |
1,235.99 |
1.000 |
1,205.45 |
0.618 |
1,186.57 |
HIGH |
1,156.03 |
0.618 |
1,137.15 |
0.500 |
1,131.32 |
0.382 |
1,125.49 |
LOW |
1,106.61 |
0.618 |
1,076.07 |
1.000 |
1,057.19 |
1.618 |
1,026.65 |
2.618 |
977.23 |
4.250 |
896.58 |
|
|
Fisher Pivots for day following 07-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,137.27 |
1,151.64 |
PP |
1,134.29 |
1,147.84 |
S1 |
1,131.32 |
1,144.04 |
|