Trading Metrics calculated at close of trading on 11-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2002 |
11-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,142.51 |
1,148.72 |
6.21 |
0.5% |
1,205.20 |
High |
1,155.76 |
1,151.30 |
-4.46 |
-0.4% |
1,213.18 |
Low |
1,132.12 |
1,100.59 |
-31.53 |
-2.8% |
1,106.61 |
Close |
1,135.62 |
1,100.97 |
-34.65 |
-3.1% |
1,140.24 |
Range |
23.64 |
50.71 |
27.07 |
114.5% |
106.57 |
ATR |
42.71 |
43.29 |
0.57 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.75 |
1,236.07 |
1,128.86 |
|
R3 |
1,219.04 |
1,185.36 |
1,114.92 |
|
R2 |
1,168.33 |
1,168.33 |
1,110.27 |
|
R1 |
1,134.65 |
1,134.65 |
1,105.62 |
1,126.14 |
PP |
1,117.62 |
1,117.62 |
1,117.62 |
1,113.36 |
S1 |
1,083.94 |
1,083.94 |
1,096.32 |
1,075.43 |
S2 |
1,066.91 |
1,066.91 |
1,091.67 |
|
S3 |
1,016.20 |
1,033.23 |
1,087.02 |
|
S4 |
965.49 |
982.52 |
1,073.08 |
|
|
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 |
1,100.59 |
96.08 |
8.7% |
37.73 |
3.4% |
0% |
False |
True |
|
10 |
1,246.34 |
1,100.59 |
145.75 |
13.2% |
37.53 |
3.4% |
0% |
False |
True |
|
20 |
1,350.54 |
1,100.59 |
249.95 |
22.7% |
38.22 |
3.5% |
0% |
False |
True |
|
40 |
1,426.01 |
1,100.59 |
325.42 |
29.6% |
40.79 |
3.7% |
0% |
False |
True |
|
60 |
1,523.27 |
1,100.59 |
422.68 |
38.4% |
39.97 |
3.6% |
0% |
False |
True |
|
80 |
1,573.42 |
1,100.59 |
472.83 |
42.9% |
41.10 |
3.7% |
0% |
False |
True |
|
100 |
1,605.28 |
1,100.59 |
504.69 |
45.8% |
41.50 |
3.8% |
0% |
False |
True |
|
120 |
1,710.23 |
1,100.59 |
609.64 |
55.4% |
40.95 |
3.7% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.82 |
2.618 |
1,284.06 |
1.618 |
1,233.35 |
1.000 |
1,202.01 |
0.618 |
1,182.64 |
HIGH |
1,151.30 |
0.618 |
1,131.93 |
0.500 |
1,125.95 |
0.382 |
1,119.96 |
LOW |
1,100.59 |
0.618 |
1,069.25 |
1.000 |
1,049.88 |
1.618 |
1,018.54 |
2.618 |
967.83 |
4.250 |
885.07 |
|
|
Fisher Pivots for day following 11-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,125.95 |
1,128.31 |
PP |
1,117.62 |
1,119.20 |
S1 |
1,109.30 |
1,110.08 |
|