Trading Metrics calculated at close of trading on 05-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2002 |
05-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,710.34 |
9,688.53 |
-21.81 |
-0.2% |
10,106.50 |
High |
9,739.41 |
9,800.89 |
61.48 |
0.6% |
10,118.50 |
Low |
9,592.79 |
9,688.32 |
95.53 |
1.0% |
9,802.23 |
Close |
9,687.84 |
9,796.80 |
108.96 |
1.1% |
9,925.25 |
Range |
146.62 |
112.57 |
-34.05 |
-23.2% |
316.27 |
ATR |
150.72 |
148.03 |
-2.69 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,099.71 |
10,060.83 |
9,858.71 |
|
R3 |
9,987.14 |
9,948.26 |
9,827.76 |
|
R2 |
9,874.57 |
9,874.57 |
9,817.44 |
|
R1 |
9,835.69 |
9,835.69 |
9,807.12 |
9,855.13 |
PP |
9,762.00 |
9,762.00 |
9,762.00 |
9,771.73 |
S1 |
9,723.12 |
9,723.12 |
9,786.48 |
9,742.56 |
S2 |
9,649.43 |
9,649.43 |
9,776.16 |
|
S3 |
9,536.86 |
9,610.55 |
9,765.84 |
|
S4 |
9,424.29 |
9,497.98 |
9,734.89 |
|
|
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% |
162.02 |
1.7% |
45% |
False |
False |
|
10 |
10,217.70 |
9,592.79 |
624.91 |
6.4% |
138.87 |
1.4% |
33% |
False |
False |
|
20 |
10,353.40 |
9,592.79 |
760.61 |
7.8% |
149.35 |
1.5% |
27% |
False |
False |
|
40 |
10,394.70 |
9,592.79 |
801.91 |
8.2% |
151.28 |
1.5% |
25% |
False |
False |
|
60 |
10,673.10 |
9,592.79 |
1,080.31 |
11.0% |
142.45 |
1.5% |
19% |
False |
False |
|
80 |
10,673.10 |
9,592.79 |
1,080.31 |
11.0% |
148.59 |
1.5% |
19% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.7% |
148.48 |
1.5% |
23% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.7% |
142.41 |
1.5% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,279.31 |
2.618 |
10,095.60 |
1.618 |
9,983.03 |
1.000 |
9,913.46 |
0.618 |
9,870.46 |
HIGH |
9,800.89 |
0.618 |
9,757.89 |
0.500 |
9,744.61 |
0.382 |
9,731.32 |
LOW |
9,688.32 |
0.618 |
9,618.75 |
1.000 |
9,575.75 |
1.618 |
9,506.18 |
2.618 |
9,393.61 |
4.250 |
9,209.90 |
|
|
Fisher Pivots for day following 05-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,779.40 |
9,794.41 |
PP |
9,762.00 |
9,792.03 |
S1 |
9,744.61 |
9,789.64 |
|