Trading Metrics calculated at close of trading on 26-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2002 |
26-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,070.62 |
979.87 |
-90.75 |
-8.5% |
1,126.54 |
High |
1,073.53 |
1,035.53 |
-38.00 |
-3.5% |
1,163.46 |
Low |
1,017.71 |
979.87 |
-37.84 |
-3.7% |
1,031.95 |
Close |
1,022.74 |
1,027.22 |
4.48 |
0.4% |
1,035.63 |
Range |
55.82 |
55.66 |
-0.16 |
-0.3% |
131.51 |
ATR |
44.74 |
45.52 |
0.78 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.19 |
1,159.86 |
1,057.83 |
|
R3 |
1,125.53 |
1,104.20 |
1,042.53 |
|
R2 |
1,069.87 |
1,069.87 |
1,037.42 |
|
R1 |
1,048.54 |
1,048.54 |
1,032.32 |
1,059.21 |
PP |
1,014.21 |
1,014.21 |
1,014.21 |
1,019.54 |
S1 |
992.88 |
992.88 |
1,022.12 |
1,003.55 |
S2 |
958.55 |
958.55 |
1,017.02 |
|
S3 |
902.89 |
937.22 |
1,011.91 |
|
S4 |
847.23 |
881.56 |
996.61 |
|
|
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 |
1,102.72 |
979.87 |
122.85 |
12.0% |
51.98 |
5.1% |
39% |
False |
True |
|
10 |
1,163.46 |
979.87 |
183.59 |
17.9% |
44.40 |
4.3% |
26% |
False |
True |
|
20 |
1,246.34 |
979.87 |
266.47 |
25.9% |
42.13 |
4.1% |
18% |
False |
True |
|
40 |
1,350.54 |
979.87 |
370.67 |
36.1% |
42.57 |
4.1% |
13% |
False |
True |
|
60 |
1,426.01 |
979.87 |
446.14 |
43.4% |
41.46 |
4.0% |
11% |
False |
True |
|
80 |
1,573.42 |
979.87 |
593.55 |
57.8% |
40.08 |
3.9% |
8% |
False |
True |
|
100 |
1,573.42 |
979.87 |
593.55 |
57.8% |
41.40 |
4.0% |
8% |
False |
True |
|
120 |
1,710.23 |
979.87 |
730.36 |
71.1% |
41.90 |
4.1% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.09 |
2.618 |
1,181.25 |
1.618 |
1,125.59 |
1.000 |
1,091.19 |
0.618 |
1,069.93 |
HIGH |
1,035.53 |
0.618 |
1,014.27 |
0.500 |
1,007.70 |
0.382 |
1,001.13 |
LOW |
979.87 |
0.618 |
945.47 |
1.000 |
924.21 |
1.618 |
889.81 |
2.618 |
834.15 |
4.250 |
743.32 |
|
|
Fisher Pivots for day following 26-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,020.71 |
1,027.75 |
PP |
1,014.21 |
1,027.57 |
S1 |
1,007.70 |
1,027.40 |
|