Trading Metrics calculated at close of trading on 18-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2002 |
18-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,126.54 |
1,139.52 |
12.98 |
1.2% |
1,142.51 |
High |
1,154.18 |
1,163.46 |
9.28 |
0.8% |
1,155.76 |
Low |
1,123.10 |
1,138.31 |
15.21 |
1.4% |
1,055.57 |
Close |
1,149.91 |
1,138.47 |
-11.44 |
-1.0% |
1,109.60 |
Range |
31.08 |
25.15 |
-5.93 |
-19.1% |
100.19 |
ATR |
43.70 |
42.38 |
-1.33 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.20 |
1,205.48 |
1,152.30 |
|
R3 |
1,197.05 |
1,180.33 |
1,145.39 |
|
R2 |
1,171.90 |
1,171.90 |
1,143.08 |
|
R1 |
1,155.18 |
1,155.18 |
1,140.78 |
1,150.97 |
PP |
1,146.75 |
1,146.75 |
1,146.75 |
1,144.64 |
S1 |
1,130.03 |
1,130.03 |
1,136.16 |
1,125.82 |
S2 |
1,121.60 |
1,121.60 |
1,133.86 |
|
S3 |
1,096.45 |
1,104.88 |
1,131.55 |
|
S4 |
1,071.30 |
1,079.73 |
1,124.64 |
|
|
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 |
1,163.46 |
1,055.57 |
107.89 |
9.5% |
38.09 |
3.3% |
77% |
True |
False |
|
10 |
1,196.67 |
1,055.57 |
141.10 |
12.4% |
37.91 |
3.3% |
59% |
False |
False |
|
20 |
1,309.62 |
1,055.57 |
254.05 |
22.3% |
38.43 |
3.4% |
33% |
False |
False |
|
40 |
1,357.01 |
1,055.57 |
301.44 |
26.5% |
41.56 |
3.7% |
28% |
False |
False |
|
60 |
1,481.97 |
1,055.57 |
426.40 |
37.5% |
40.38 |
3.5% |
19% |
False |
False |
|
80 |
1,573.42 |
1,055.57 |
517.85 |
45.5% |
40.51 |
3.6% |
16% |
False |
False |
|
100 |
1,582.65 |
1,055.57 |
527.08 |
46.3% |
41.14 |
3.6% |
16% |
False |
False |
|
120 |
1,710.23 |
1,055.57 |
654.66 |
57.5% |
41.23 |
3.6% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.35 |
2.618 |
1,229.30 |
1.618 |
1,204.15 |
1.000 |
1,188.61 |
0.618 |
1,179.00 |
HIGH |
1,163.46 |
0.618 |
1,153.85 |
0.500 |
1,150.89 |
0.382 |
1,147.92 |
LOW |
1,138.31 |
0.618 |
1,122.77 |
1.000 |
1,113.16 |
1.618 |
1,097.62 |
2.618 |
1,072.47 |
4.250 |
1,031.42 |
|
|
Fisher Pivots for day following 18-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,150.89 |
1,128.82 |
PP |
1,146.75 |
1,119.17 |
S1 |
1,142.61 |
1,109.52 |
|