Trading Metrics calculated at close of trading on 11-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2002 |
11-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,587.38 |
9,647.62 |
60.24 |
0.6% |
9,923.94 |
High |
9,718.09 |
9,758.80 |
40.71 |
0.4% |
9,986.49 |
Low |
9,562.54 |
9,508.69 |
-53.85 |
-0.6% |
9,472.54 |
Close |
9,645.40 |
9,517.26 |
-128.14 |
-1.3% |
9,589.67 |
Range |
155.55 |
250.11 |
94.56 |
60.8% |
513.95 |
ATR |
153.31 |
160.22 |
6.91 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,345.25 |
10,181.36 |
9,654.82 |
|
R3 |
10,095.14 |
9,931.25 |
9,586.04 |
|
R2 |
9,845.03 |
9,845.03 |
9,563.11 |
|
R1 |
9,681.14 |
9,681.14 |
9,540.19 |
9,638.03 |
PP |
9,594.92 |
9,594.92 |
9,594.92 |
9,573.36 |
S1 |
9,431.03 |
9,431.03 |
9,494.33 |
9,387.92 |
S2 |
9,344.81 |
9,344.81 |
9,471.41 |
|
S3 |
9,094.70 |
9,180.92 |
9,448.48 |
|
S4 |
8,844.59 |
8,930.81 |
9,379.70 |
|
|
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 |
3.5% |
178.01 |
1.9% |
14% |
False |
False |
|
10 |
10,042.30 |
9,472.54 |
569.76 |
6.0% |
165.31 |
1.7% |
8% |
False |
False |
|
20 |
10,353.40 |
9,472.54 |
880.86 |
9.3% |
150.26 |
1.6% |
5% |
False |
False |
|
40 |
10,353.40 |
9,472.54 |
880.86 |
9.3% |
154.13 |
1.6% |
5% |
False |
False |
|
60 |
10,673.10 |
9,472.54 |
1,200.56 |
12.6% |
147.96 |
1.6% |
4% |
False |
False |
|
80 |
10,673.10 |
9,472.54 |
1,200.56 |
12.6% |
151.92 |
1.6% |
4% |
False |
False |
|
100 |
10,673.10 |
9,472.54 |
1,200.56 |
12.6% |
150.90 |
1.6% |
4% |
False |
False |
|
120 |
10,673.10 |
9,472.54 |
1,200.56 |
12.6% |
144.70 |
1.5% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,821.77 |
2.618 |
10,413.59 |
1.618 |
10,163.48 |
1.000 |
10,008.91 |
0.618 |
9,913.37 |
HIGH |
9,758.80 |
0.618 |
9,663.26 |
0.500 |
9,633.75 |
0.382 |
9,604.23 |
LOW |
9,508.69 |
0.618 |
9,354.12 |
1.000 |
9,258.58 |
1.618 |
9,104.01 |
2.618 |
8,853.90 |
4.250 |
8,445.72 |
|
|
Fisher Pivots for day following 11-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,633.75 |
9,615.67 |
PP |
9,594.92 |
9,582.87 |
S1 |
9,556.09 |
9,550.06 |
|