| Trading Metrics calculated at close of trading on 04-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2002 |
04-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,923.94 |
9,710.34 |
-213.60 |
-2.2% |
10,106.50 |
| High |
9,986.49 |
9,739.41 |
-247.08 |
-2.5% |
10,118.50 |
| Low |
9,704.18 |
9,592.79 |
-111.39 |
-1.1% |
9,802.23 |
| Close |
9,709.79 |
9,687.84 |
-21.95 |
-0.2% |
9,925.25 |
| Range |
282.31 |
146.62 |
-135.69 |
-48.1% |
316.27 |
| ATR |
151.04 |
150.72 |
-0.32 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,113.21 |
10,047.14 |
9,768.48 |
|
| R3 |
9,966.59 |
9,900.52 |
9,728.16 |
|
| R2 |
9,819.97 |
9,819.97 |
9,714.72 |
|
| R1 |
9,753.90 |
9,753.90 |
9,701.28 |
9,713.63 |
| PP |
9,673.35 |
9,673.35 |
9,673.35 |
9,653.21 |
| S1 |
9,607.28 |
9,607.28 |
9,674.40 |
9,567.01 |
| S2 |
9,526.73 |
9,526.73 |
9,660.96 |
|
| S3 |
9,380.11 |
9,460.66 |
9,647.52 |
|
| S4 |
9,233.49 |
9,314.04 |
9,607.20 |
|
|
| 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 |
10,042.30 |
9,592.79 |
449.51 |
4.6% |
152.61 |
1.6% |
21% |
False |
True |
|
| 10 |
10,293.00 |
9,592.79 |
700.21 |
7.2% |
148.26 |
1.5% |
14% |
False |
True |
|
| 20 |
10,353.40 |
9,592.79 |
760.61 |
7.9% |
149.15 |
1.5% |
12% |
False |
True |
|
| 40 |
10,394.70 |
9,592.79 |
801.91 |
8.3% |
151.06 |
1.6% |
12% |
False |
True |
|
| 60 |
10,673.10 |
9,592.79 |
1,080.31 |
11.2% |
142.59 |
1.5% |
9% |
False |
True |
|
| 80 |
10,673.10 |
9,580.32 |
1,092.78 |
11.3% |
149.25 |
1.5% |
10% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.8% |
148.05 |
1.5% |
14% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.8% |
142.71 |
1.5% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,362.55 |
|
2.618 |
10,123.26 |
|
1.618 |
9,976.64 |
|
1.000 |
9,886.03 |
|
0.618 |
9,830.02 |
|
HIGH |
9,739.41 |
|
0.618 |
9,683.40 |
|
0.500 |
9,666.10 |
|
0.382 |
9,648.80 |
|
LOW |
9,592.79 |
|
0.618 |
9,502.18 |
|
1.000 |
9,446.17 |
|
1.618 |
9,355.56 |
|
2.618 |
9,208.94 |
|
4.250 |
8,969.66 |
|
|
| Fisher Pivots for day following 04-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,680.59 |
9,817.55 |
| PP |
9,673.35 |
9,774.31 |
| S1 |
9,666.10 |
9,731.08 |
|