Trading Metrics calculated at close of trading on 20-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2002 |
20-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,129.32 |
1,094.53 |
-34.79 |
-3.1% |
1,142.51 |
High |
1,133.96 |
1,102.72 |
-31.24 |
-2.8% |
1,155.76 |
Low |
1,095.76 |
1,058.01 |
-37.75 |
-3.4% |
1,055.57 |
Close |
1,097.54 |
1,062.45 |
-35.09 |
-3.2% |
1,109.60 |
Range |
38.20 |
44.71 |
6.51 |
17.0% |
100.19 |
ATR |
42.40 |
42.57 |
0.16 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.52 |
1,180.20 |
1,087.04 |
|
R3 |
1,163.81 |
1,135.49 |
1,074.75 |
|
R2 |
1,119.10 |
1,119.10 |
1,070.65 |
|
R1 |
1,090.78 |
1,090.78 |
1,066.55 |
1,082.59 |
PP |
1,074.39 |
1,074.39 |
1,074.39 |
1,070.30 |
S1 |
1,046.07 |
1,046.07 |
1,058.35 |
1,037.88 |
S2 |
1,029.68 |
1,029.68 |
1,054.25 |
|
S3 |
984.97 |
1,001.36 |
1,050.15 |
|
S4 |
940.26 |
956.65 |
1,037.86 |
|
|
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 |
10.2% |
39.19 |
3.7% |
6% |
False |
False |
|
10 |
1,163.46 |
1,055.57 |
107.89 |
10.2% |
39.71 |
3.7% |
6% |
False |
False |
|
20 |
1,286.82 |
1,055.57 |
231.25 |
21.8% |
37.88 |
3.6% |
3% |
False |
False |
|
40 |
1,350.54 |
1,055.57 |
294.97 |
27.8% |
41.70 |
3.9% |
2% |
False |
False |
|
60 |
1,481.74 |
1,055.57 |
426.17 |
40.1% |
40.19 |
3.8% |
2% |
False |
False |
|
80 |
1,573.42 |
1,055.57 |
517.85 |
48.7% |
40.43 |
3.8% |
1% |
False |
False |
|
100 |
1,582.65 |
1,055.57 |
527.08 |
49.6% |
41.29 |
3.9% |
1% |
False |
False |
|
120 |
1,710.23 |
1,055.57 |
654.66 |
61.6% |
41.45 |
3.9% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.74 |
2.618 |
1,219.77 |
1.618 |
1,175.06 |
1.000 |
1,147.43 |
0.618 |
1,130.35 |
HIGH |
1,102.72 |
0.618 |
1,085.64 |
0.500 |
1,080.37 |
0.382 |
1,075.09 |
LOW |
1,058.01 |
0.618 |
1,030.38 |
1.000 |
1,013.30 |
1.618 |
985.67 |
2.618 |
940.96 |
4.250 |
867.99 |
|
|
Fisher Pivots for day following 20-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,080.37 |
1,110.74 |
PP |
1,074.39 |
1,094.64 |
S1 |
1,068.42 |
1,078.55 |
|