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 |
1,107.94 |
1,142.51 |
34.57 |
3.1% |
1,205.20 |
High |
1,156.03 |
1,155.76 |
-0.27 |
0.0% |
1,213.18 |
Low |
1,106.61 |
1,132.12 |
25.51 |
2.3% |
1,106.61 |
Close |
1,140.24 |
1,135.62 |
-4.62 |
-0.4% |
1,140.24 |
Range |
49.42 |
23.64 |
-25.78 |
-52.2% |
106.57 |
ATR |
44.18 |
42.71 |
-1.47 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.09 |
1,197.49 |
1,148.62 |
|
R3 |
1,188.45 |
1,173.85 |
1,142.12 |
|
R2 |
1,164.81 |
1,164.81 |
1,139.95 |
|
R1 |
1,150.21 |
1,150.21 |
1,137.79 |
1,145.69 |
PP |
1,141.17 |
1,141.17 |
1,141.17 |
1,138.91 |
S1 |
1,126.57 |
1,126.57 |
1,133.45 |
1,122.05 |
S2 |
1,117.53 |
1,117.53 |
1,131.29 |
|
S3 |
1,093.89 |
1,102.93 |
1,129.12 |
|
S4 |
1,070.25 |
1,079.29 |
1,122.62 |
|
|
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 |
1,196.67 |
1,106.61 |
90.06 |
7.9% |
35.59 |
3.1% |
32% |
False |
False |
|
10 |
1,264.86 |
1,106.61 |
158.25 |
13.9% |
36.32 |
3.2% |
18% |
False |
False |
|
20 |
1,350.54 |
1,106.61 |
243.93 |
21.5% |
38.24 |
3.4% |
12% |
False |
False |
|
40 |
1,426.01 |
1,106.61 |
319.40 |
28.1% |
40.21 |
3.5% |
9% |
False |
False |
|
60 |
1,523.27 |
1,106.61 |
416.66 |
36.7% |
39.59 |
3.5% |
7% |
False |
False |
|
80 |
1,573.42 |
1,106.61 |
466.81 |
41.1% |
40.93 |
3.6% |
6% |
False |
False |
|
100 |
1,605.28 |
1,106.61 |
498.67 |
43.9% |
41.38 |
3.6% |
6% |
False |
False |
|
120 |
1,710.23 |
1,106.61 |
603.62 |
53.2% |
40.92 |
3.6% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.23 |
2.618 |
1,217.65 |
1.618 |
1,194.01 |
1.000 |
1,179.40 |
0.618 |
1,170.37 |
HIGH |
1,155.76 |
0.618 |
1,146.73 |
0.500 |
1,143.94 |
0.382 |
1,141.15 |
LOW |
1,132.12 |
0.618 |
1,117.51 |
1.000 |
1,108.48 |
1.618 |
1,093.87 |
2.618 |
1,070.23 |
4.250 |
1,031.65 |
|
|
Fisher Pivots for day following 10-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,143.94 |
1,145.95 |
PP |
1,141.17 |
1,142.51 |
S1 |
1,138.39 |
1,139.06 |
|