Trading Metrics calculated at close of trading on 01-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2002 |
01-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
1,047.56 |
1,044.48 |
-3.08 |
-0.3% |
1,023.06 |
High |
1,074.73 |
1,049.88 |
-24.85 |
-2.3% |
1,075.63 |
Low |
1,042.84 |
997.97 |
-44.87 |
-4.3% |
979.87 |
Close |
1,051.41 |
998.17 |
-53.24 |
-5.1% |
1,051.41 |
Range |
31.89 |
51.91 |
20.02 |
62.8% |
95.76 |
ATR |
44.29 |
44.95 |
0.65 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.07 |
1,136.53 |
1,026.72 |
|
R3 |
1,119.16 |
1,084.62 |
1,012.45 |
|
R2 |
1,067.25 |
1,067.25 |
1,007.69 |
|
R1 |
1,032.71 |
1,032.71 |
1,002.93 |
1,024.03 |
PP |
1,015.34 |
1,015.34 |
1,015.34 |
1,011.00 |
S1 |
980.80 |
980.80 |
993.41 |
972.12 |
S2 |
963.43 |
963.43 |
988.65 |
|
S3 |
911.52 |
928.89 |
983.89 |
|
S4 |
859.61 |
876.98 |
969.62 |
|
|
Weekly Pivots for week ending 28-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.92 |
1,282.92 |
1,104.08 |
|
R3 |
1,227.16 |
1,187.16 |
1,077.74 |
|
R2 |
1,131.40 |
1,131.40 |
1,068.97 |
|
R1 |
1,091.40 |
1,091.40 |
1,060.19 |
1,111.40 |
PP |
1,035.64 |
1,035.64 |
1,035.64 |
1,045.64 |
S1 |
995.64 |
995.64 |
1,042.63 |
1,015.64 |
S2 |
939.88 |
939.88 |
1,033.85 |
|
S3 |
844.12 |
899.88 |
1,025.08 |
|
S4 |
748.36 |
804.12 |
998.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,074.73 |
979.87 |
94.86 |
9.5% |
47.38 |
4.7% |
19% |
False |
False |
|
10 |
1,163.46 |
979.87 |
183.59 |
18.4% |
44.87 |
4.5% |
10% |
False |
False |
|
20 |
1,196.67 |
979.87 |
216.80 |
21.7% |
42.13 |
4.2% |
8% |
False |
False |
|
40 |
1,350.54 |
979.87 |
370.67 |
37.1% |
42.11 |
4.2% |
5% |
False |
False |
|
60 |
1,426.01 |
979.87 |
446.14 |
44.7% |
41.63 |
4.2% |
4% |
False |
False |
|
80 |
1,573.42 |
979.87 |
593.55 |
59.5% |
39.89 |
4.0% |
3% |
False |
False |
|
100 |
1,573.42 |
979.87 |
593.55 |
59.5% |
41.21 |
4.1% |
3% |
False |
False |
|
120 |
1,710.23 |
979.87 |
730.36 |
73.2% |
41.82 |
4.2% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.50 |
2.618 |
1,185.78 |
1.618 |
1,133.87 |
1.000 |
1,101.79 |
0.618 |
1,081.96 |
HIGH |
1,049.88 |
0.618 |
1,030.05 |
0.500 |
1,023.93 |
0.382 |
1,017.80 |
LOW |
997.97 |
0.618 |
965.89 |
1.000 |
946.06 |
1.618 |
913.98 |
2.618 |
862.07 |
4.250 |
777.35 |
|
|
Fisher Pivots for day following 01-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
1,023.93 |
1,036.35 |
PP |
1,015.34 |
1,023.62 |
S1 |
1,006.76 |
1,010.90 |
|