Trading Metrics calculated at close of trading on 19-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2002 |
19-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,139.52 |
1,129.32 |
-10.20 |
-0.9% |
1,142.51 |
High |
1,163.46 |
1,133.96 |
-29.50 |
-2.5% |
1,155.76 |
Low |
1,138.31 |
1,095.76 |
-42.55 |
-3.7% |
1,055.57 |
Close |
1,138.47 |
1,097.54 |
-40.93 |
-3.6% |
1,109.60 |
Range |
25.15 |
38.20 |
13.05 |
51.9% |
100.19 |
ATR |
42.38 |
42.40 |
0.02 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.69 |
1,198.81 |
1,118.55 |
|
R3 |
1,185.49 |
1,160.61 |
1,108.05 |
|
R2 |
1,147.29 |
1,147.29 |
1,104.54 |
|
R1 |
1,122.41 |
1,122.41 |
1,101.04 |
1,115.75 |
PP |
1,109.09 |
1,109.09 |
1,109.09 |
1,105.76 |
S1 |
1,084.21 |
1,084.21 |
1,094.04 |
1,077.55 |
S2 |
1,070.89 |
1,070.89 |
1,090.54 |
|
S3 |
1,032.69 |
1,046.01 |
1,087.04 |
|
S4 |
994.49 |
1,007.81 |
1,076.53 |
|
|
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 |
9.8% |
36.83 |
3.4% |
39% |
False |
False |
|
10 |
1,185.29 |
1,055.57 |
129.72 |
11.8% |
38.57 |
3.5% |
32% |
False |
False |
|
20 |
1,286.82 |
1,055.57 |
231.25 |
21.1% |
37.43 |
3.4% |
18% |
False |
False |
|
40 |
1,350.54 |
1,055.57 |
294.97 |
26.9% |
41.49 |
3.8% |
14% |
False |
False |
|
60 |
1,481.74 |
1,055.57 |
426.17 |
38.8% |
40.11 |
3.7% |
10% |
False |
False |
|
80 |
1,573.42 |
1,055.57 |
517.85 |
47.2% |
40.38 |
3.7% |
8% |
False |
False |
|
100 |
1,582.65 |
1,055.57 |
527.08 |
48.0% |
41.22 |
3.8% |
8% |
False |
False |
|
120 |
1,710.23 |
1,055.57 |
654.66 |
59.6% |
41.27 |
3.8% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.31 |
2.618 |
1,233.97 |
1.618 |
1,195.77 |
1.000 |
1,172.16 |
0.618 |
1,157.57 |
HIGH |
1,133.96 |
0.618 |
1,119.37 |
0.500 |
1,114.86 |
0.382 |
1,110.35 |
LOW |
1,095.76 |
0.618 |
1,072.15 |
1.000 |
1,057.56 |
1.618 |
1,033.95 |
2.618 |
995.75 |
4.250 |
933.41 |
|
|
Fisher Pivots for day following 19-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,114.86 |
1,129.61 |
PP |
1,109.09 |
1,118.92 |
S1 |
1,103.31 |
1,108.23 |
|