Trading Metrics calculated at close of trading on 14-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2002 |
14-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,117.22 |
1,078.69 |
-38.53 |
-3.4% |
1,142.51 |
High |
1,133.25 |
1,112.37 |
-20.88 |
-1.8% |
1,155.76 |
Low |
1,100.34 |
1,055.57 |
-44.77 |
-4.1% |
1,055.57 |
Close |
1,106.54 |
1,109.60 |
3.06 |
0.3% |
1,109.60 |
Range |
32.91 |
56.80 |
23.89 |
72.6% |
100.19 |
ATR |
42.63 |
43.64 |
1.01 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.91 |
1,243.06 |
1,140.84 |
|
R3 |
1,206.11 |
1,186.26 |
1,125.22 |
|
R2 |
1,149.31 |
1,149.31 |
1,120.01 |
|
R1 |
1,129.46 |
1,129.46 |
1,114.81 |
1,139.39 |
PP |
1,092.51 |
1,092.51 |
1,092.51 |
1,097.48 |
S1 |
1,072.66 |
1,072.66 |
1,104.39 |
1,082.59 |
S2 |
1,035.71 |
1,035.71 |
1,099.19 |
|
S3 |
978.91 |
1,015.86 |
1,093.98 |
|
S4 |
922.11 |
959.06 |
1,078.36 |
|
|
Weekly Pivots for week ending 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.55 |
1,358.76 |
1,164.70 |
|
R3 |
1,307.36 |
1,258.57 |
1,137.15 |
|
R2 |
1,207.17 |
1,207.17 |
1,127.97 |
|
R1 |
1,158.38 |
1,158.38 |
1,118.78 |
1,132.68 |
PP |
1,106.98 |
1,106.98 |
1,106.98 |
1,094.13 |
S1 |
1,058.19 |
1,058.19 |
1,100.42 |
1,032.49 |
S2 |
1,006.79 |
1,006.79 |
1,091.23 |
|
S3 |
906.60 |
958.00 |
1,082.05 |
|
S4 |
806.41 |
857.81 |
1,054.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,155.76 |
1,055.57 |
100.19 |
9.0% |
41.71 |
3.8% |
54% |
False |
True |
|
10 |
1,213.18 |
1,055.57 |
157.61 |
14.2% |
41.78 |
3.8% |
34% |
False |
True |
|
20 |
1,342.43 |
1,055.57 |
286.86 |
25.9% |
38.88 |
3.5% |
19% |
False |
True |
|
40 |
1,408.31 |
1,055.57 |
352.74 |
31.8% |
41.50 |
3.7% |
15% |
False |
True |
|
60 |
1,491.31 |
1,055.57 |
435.74 |
39.3% |
40.64 |
3.7% |
12% |
False |
True |
|
80 |
1,573.42 |
1,055.57 |
517.85 |
46.7% |
41.02 |
3.7% |
10% |
False |
True |
|
100 |
1,586.34 |
1,055.57 |
530.77 |
47.8% |
41.37 |
3.7% |
10% |
False |
True |
|
120 |
1,710.23 |
1,055.57 |
654.66 |
59.0% |
41.07 |
3.7% |
8% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.77 |
2.618 |
1,261.07 |
1.618 |
1,204.27 |
1.000 |
1,169.17 |
0.618 |
1,147.47 |
HIGH |
1,112.37 |
0.618 |
1,090.67 |
0.500 |
1,083.97 |
0.382 |
1,077.27 |
LOW |
1,055.57 |
0.618 |
1,020.47 |
1.000 |
998.77 |
1.618 |
963.67 |
2.618 |
906.87 |
4.250 |
814.17 |
|
|
Fisher Pivots for day following 14-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,101.06 |
1,104.54 |
PP |
1,092.51 |
1,099.47 |
S1 |
1,083.97 |
1,094.41 |
|