Trading Metrics calculated at close of trading on 10-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2002 |
10-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,592.38 |
9,587.38 |
-5.00 |
-0.1% |
9,923.94 |
High |
9,636.47 |
9,718.09 |
81.62 |
0.8% |
9,986.49 |
Low |
9,472.54 |
9,562.54 |
90.00 |
1.0% |
9,472.54 |
Close |
9,589.67 |
9,645.40 |
55.73 |
0.6% |
9,589.67 |
Range |
163.93 |
155.55 |
-8.38 |
-5.1% |
513.95 |
ATR |
153.14 |
153.31 |
0.17 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,108.66 |
10,032.58 |
9,730.95 |
|
R3 |
9,953.11 |
9,877.03 |
9,688.18 |
|
R2 |
9,797.56 |
9,797.56 |
9,673.92 |
|
R1 |
9,721.48 |
9,721.48 |
9,659.66 |
9,759.52 |
PP |
9,642.01 |
9,642.01 |
9,642.01 |
9,661.03 |
S1 |
9,565.93 |
9,565.93 |
9,631.14 |
9,603.97 |
S2 |
9,486.46 |
9,486.46 |
9,616.88 |
|
S3 |
9,330.91 |
9,410.38 |
9,602.62 |
|
S4 |
9,175.36 |
9,254.83 |
9,559.85 |
|
|
Weekly Pivots for week ending 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,224.75 |
10,921.16 |
9,872.34 |
|
R3 |
10,710.80 |
10,407.21 |
9,731.01 |
|
R2 |
10,196.85 |
10,196.85 |
9,683.89 |
|
R1 |
9,893.26 |
9,893.26 |
9,636.78 |
9,788.08 |
PP |
9,682.90 |
9,682.90 |
9,682.90 |
9,630.31 |
S1 |
9,379.31 |
9,379.31 |
9,542.56 |
9,274.13 |
S2 |
9,168.95 |
9,168.95 |
9,495.45 |
|
S3 |
8,655.00 |
8,865.36 |
9,448.33 |
|
S4 |
8,141.05 |
8,351.41 |
9,307.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,802.55 |
9,472.54 |
330.01 |
3.4% |
157.31 |
1.6% |
52% |
False |
False |
|
10 |
10,118.50 |
9,472.54 |
645.96 |
6.7% |
155.96 |
1.6% |
27% |
False |
False |
|
20 |
10,353.40 |
9,472.54 |
880.86 |
9.1% |
147.29 |
1.5% |
20% |
False |
False |
|
40 |
10,353.40 |
9,472.54 |
880.86 |
9.1% |
151.76 |
1.6% |
20% |
False |
False |
|
60 |
10,673.10 |
9,472.54 |
1,200.56 |
12.4% |
145.38 |
1.5% |
14% |
False |
False |
|
80 |
10,673.10 |
9,472.54 |
1,200.56 |
12.4% |
149.96 |
1.6% |
14% |
False |
False |
|
100 |
10,673.10 |
9,472.54 |
1,200.56 |
12.4% |
150.45 |
1.6% |
14% |
False |
False |
|
120 |
10,673.10 |
9,472.54 |
1,200.56 |
12.4% |
143.72 |
1.5% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,379.18 |
2.618 |
10,125.32 |
1.618 |
9,969.77 |
1.000 |
9,873.64 |
0.618 |
9,814.22 |
HIGH |
9,718.09 |
0.618 |
9,658.67 |
0.500 |
9,640.32 |
0.382 |
9,621.96 |
LOW |
9,562.54 |
0.618 |
9,466.41 |
1.000 |
9,406.99 |
1.618 |
9,310.86 |
2.618 |
9,155.31 |
4.250 |
8,901.45 |
|
|
Fisher Pivots for day following 10-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,643.71 |
9,642.78 |
PP |
9,642.01 |
9,640.16 |
S1 |
9,640.32 |
9,637.55 |
|