| Trading Metrics calculated at close of trading on 03-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2002 |
03-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,915.15 |
9,923.94 |
8.79 |
0.1% |
10,106.50 |
| High |
10,042.30 |
9,986.49 |
-55.81 |
-0.6% |
10,118.50 |
| Low |
9,915.01 |
9,704.18 |
-210.83 |
-2.1% |
9,802.23 |
| Close |
9,925.25 |
9,709.79 |
-215.46 |
-2.2% |
9,925.25 |
| Range |
127.29 |
282.31 |
155.02 |
121.8% |
316.27 |
| ATR |
140.94 |
151.04 |
10.10 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,647.08 |
10,460.75 |
9,865.06 |
|
| R3 |
10,364.77 |
10,178.44 |
9,787.43 |
|
| R2 |
10,082.46 |
10,082.46 |
9,761.55 |
|
| R1 |
9,896.13 |
9,896.13 |
9,735.67 |
9,848.14 |
| PP |
9,800.15 |
9,800.15 |
9,800.15 |
9,776.16 |
| S1 |
9,613.82 |
9,613.82 |
9,683.91 |
9,565.83 |
| S2 |
9,517.84 |
9,517.84 |
9,658.03 |
|
| S3 |
9,235.53 |
9,331.51 |
9,632.15 |
|
| S4 |
8,953.22 |
9,049.20 |
9,554.52 |
|
|
| Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,897.47 |
10,727.63 |
10,099.20 |
|
| R3 |
10,581.20 |
10,411.36 |
10,012.22 |
|
| R2 |
10,264.93 |
10,264.93 |
9,983.23 |
|
| R1 |
10,095.09 |
10,095.09 |
9,954.24 |
10,021.88 |
| PP |
9,948.66 |
9,948.66 |
9,948.66 |
9,912.05 |
| S1 |
9,778.82 |
9,778.82 |
9,896.26 |
9,705.61 |
| S2 |
9,632.39 |
9,632.39 |
9,867.27 |
|
| S3 |
9,316.12 |
9,462.55 |
9,838.28 |
|
| S4 |
8,999.85 |
9,146.28 |
9,751.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,118.50 |
9,704.18 |
414.32 |
4.3% |
154.61 |
1.6% |
1% |
False |
True |
|
| 10 |
10,348.90 |
9,704.18 |
644.72 |
6.6% |
147.32 |
1.5% |
1% |
False |
True |
|
| 20 |
10,353.40 |
9,704.18 |
649.22 |
6.7% |
152.63 |
1.6% |
1% |
False |
True |
|
| 40 |
10,394.70 |
9,704.18 |
690.52 |
7.1% |
150.85 |
1.6% |
1% |
False |
True |
|
| 60 |
10,673.10 |
9,704.18 |
968.92 |
10.0% |
142.35 |
1.5% |
1% |
False |
True |
|
| 80 |
10,673.10 |
9,580.32 |
1,092.78 |
11.3% |
148.90 |
1.5% |
12% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.8% |
148.60 |
1.5% |
16% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.8% |
142.77 |
1.5% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,186.31 |
|
2.618 |
10,725.58 |
|
1.618 |
10,443.27 |
|
1.000 |
10,268.80 |
|
0.618 |
10,160.96 |
|
HIGH |
9,986.49 |
|
0.618 |
9,878.65 |
|
0.500 |
9,845.34 |
|
0.382 |
9,812.02 |
|
LOW |
9,704.18 |
|
0.618 |
9,529.71 |
|
1.000 |
9,421.87 |
|
1.618 |
9,247.40 |
|
2.618 |
8,965.09 |
|
4.250 |
8,504.36 |
|
|
| Fisher Pivots for day following 03-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,845.34 |
9,873.24 |
| PP |
9,800.15 |
9,818.76 |
| S1 |
9,754.97 |
9,764.27 |
|