Trading Metrics calculated at close of trading on 25-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2002 |
25-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,023.06 |
1,070.62 |
47.56 |
4.6% |
1,126.54 |
High |
1,075.63 |
1,073.53 |
-2.10 |
-0.2% |
1,163.46 |
Low |
1,014.76 |
1,017.71 |
2.95 |
0.3% |
1,031.95 |
Close |
1,057.68 |
1,022.74 |
-34.94 |
-3.3% |
1,035.63 |
Range |
60.87 |
55.82 |
-5.05 |
-8.3% |
131.51 |
ATR |
43.89 |
44.74 |
0.85 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.45 |
1,169.92 |
1,053.44 |
|
R3 |
1,149.63 |
1,114.10 |
1,038.09 |
|
R2 |
1,093.81 |
1,093.81 |
1,032.97 |
|
R1 |
1,058.28 |
1,058.28 |
1,027.86 |
1,048.14 |
PP |
1,037.99 |
1,037.99 |
1,037.99 |
1,032.92 |
S1 |
1,002.46 |
1,002.46 |
1,017.62 |
992.32 |
S2 |
982.17 |
982.17 |
1,012.51 |
|
S3 |
926.35 |
946.64 |
1,007.39 |
|
S4 |
870.53 |
890.82 |
992.04 |
|
|
Weekly Pivots for week ending 21-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.54 |
1,385.10 |
1,107.96 |
|
R3 |
1,340.03 |
1,253.59 |
1,071.80 |
|
R2 |
1,208.52 |
1,208.52 |
1,059.74 |
|
R1 |
1,122.08 |
1,122.08 |
1,047.69 |
1,099.55 |
PP |
1,077.01 |
1,077.01 |
1,077.01 |
1,065.75 |
S1 |
990.57 |
990.57 |
1,023.57 |
968.04 |
S2 |
945.50 |
945.50 |
1,011.52 |
|
S3 |
813.99 |
859.06 |
999.46 |
|
S4 |
682.48 |
727.55 |
963.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,133.96 |
1,014.76 |
119.20 |
11.7% |
48.48 |
4.7% |
7% |
False |
False |
|
10 |
1,163.46 |
1,014.76 |
148.70 |
14.5% |
43.29 |
4.2% |
5% |
False |
False |
|
20 |
1,246.34 |
1,014.76 |
231.58 |
22.6% |
40.41 |
4.0% |
3% |
False |
False |
|
40 |
1,350.54 |
1,014.76 |
335.78 |
32.8% |
42.39 |
4.1% |
2% |
False |
False |
|
60 |
1,451.73 |
1,014.76 |
436.97 |
42.7% |
41.22 |
4.0% |
2% |
False |
False |
|
80 |
1,573.42 |
1,014.76 |
558.66 |
54.6% |
40.30 |
3.9% |
1% |
False |
False |
|
100 |
1,573.42 |
1,014.76 |
558.66 |
54.6% |
41.30 |
4.0% |
1% |
False |
False |
|
120 |
1,710.23 |
1,014.76 |
695.47 |
68.0% |
41.84 |
4.1% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.77 |
2.618 |
1,219.67 |
1.618 |
1,163.85 |
1.000 |
1,129.35 |
0.618 |
1,108.03 |
HIGH |
1,073.53 |
0.618 |
1,052.21 |
0.500 |
1,045.62 |
0.382 |
1,039.03 |
LOW |
1,017.71 |
0.618 |
983.21 |
1.000 |
961.89 |
1.618 |
927.39 |
2.618 |
871.57 |
4.250 |
780.48 |
|
|
Fisher Pivots for day following 25-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,045.62 |
1,045.20 |
PP |
1,037.99 |
1,037.71 |
S1 |
1,030.37 |
1,030.23 |
|