Trading Metrics calculated at close of trading on 27-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2002 |
27-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
979.87 |
1,048.54 |
68.67 |
7.0% |
1,126.54 |
High |
1,035.53 |
1,050.68 |
15.15 |
1.5% |
1,163.46 |
Low |
979.87 |
1,009.05 |
29.18 |
3.0% |
1,031.95 |
Close |
1,027.22 |
1,050.64 |
23.42 |
2.3% |
1,035.63 |
Range |
55.66 |
41.63 |
-14.03 |
-25.2% |
131.51 |
ATR |
45.52 |
45.25 |
-0.28 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,161.68 |
1,147.79 |
1,073.54 |
|
R3 |
1,120.05 |
1,106.16 |
1,062.09 |
|
R2 |
1,078.42 |
1,078.42 |
1,058.27 |
|
R1 |
1,064.53 |
1,064.53 |
1,054.46 |
1,071.48 |
PP |
1,036.79 |
1,036.79 |
1,036.79 |
1,040.26 |
S1 |
1,022.90 |
1,022.90 |
1,046.82 |
1,029.85 |
S2 |
995.16 |
995.16 |
1,043.01 |
|
S3 |
953.53 |
981.27 |
1,039.19 |
|
S4 |
911.90 |
939.64 |
1,027.74 |
|
|
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 |
1,075.63 |
979.87 |
95.76 |
9.1% |
51.36 |
4.9% |
74% |
False |
False |
|
10 |
1,163.46 |
979.87 |
183.59 |
17.5% |
45.27 |
4.3% |
39% |
False |
False |
|
20 |
1,246.34 |
979.87 |
266.47 |
25.4% |
42.59 |
4.1% |
27% |
False |
False |
|
40 |
1,350.54 |
979.87 |
370.67 |
35.3% |
42.47 |
4.0% |
19% |
False |
False |
|
60 |
1,426.01 |
979.87 |
446.14 |
42.5% |
41.41 |
3.9% |
16% |
False |
False |
|
80 |
1,573.42 |
979.87 |
593.55 |
56.5% |
40.11 |
3.8% |
12% |
False |
False |
|
100 |
1,573.42 |
979.87 |
593.55 |
56.5% |
41.25 |
3.9% |
12% |
False |
False |
|
120 |
1,710.23 |
979.87 |
730.36 |
69.5% |
41.80 |
4.0% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.61 |
2.618 |
1,159.67 |
1.618 |
1,118.04 |
1.000 |
1,092.31 |
0.618 |
1,076.41 |
HIGH |
1,050.68 |
0.618 |
1,034.78 |
0.500 |
1,029.87 |
0.382 |
1,024.95 |
LOW |
1,009.05 |
0.618 |
983.32 |
1.000 |
967.42 |
1.618 |
941.69 |
2.618 |
900.06 |
4.250 |
832.12 |
|
|
Fisher Pivots for day following 27-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,043.72 |
1,042.66 |
PP |
1,036.79 |
1,034.68 |
S1 |
1,029.87 |
1,026.70 |
|