Trading Metrics calculated at close of trading on 12-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2002 |
12-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,647.62 |
9,515.12 |
-132.50 |
-1.4% |
9,923.94 |
High |
9,758.80 |
9,624.77 |
-134.03 |
-1.4% |
9,986.49 |
Low |
9,508.69 |
9,449.98 |
-58.71 |
-0.6% |
9,472.54 |
Close |
9,517.26 |
9,617.71 |
100.45 |
1.1% |
9,589.67 |
Range |
250.11 |
174.79 |
-75.32 |
-30.1% |
513.95 |
ATR |
160.22 |
161.26 |
1.04 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,088.52 |
10,027.91 |
9,713.84 |
|
R3 |
9,913.73 |
9,853.12 |
9,665.78 |
|
R2 |
9,738.94 |
9,738.94 |
9,649.75 |
|
R1 |
9,678.33 |
9,678.33 |
9,633.73 |
9,708.64 |
PP |
9,564.15 |
9,564.15 |
9,564.15 |
9,579.31 |
S1 |
9,503.54 |
9,503.54 |
9,601.69 |
9,533.85 |
S2 |
9,389.36 |
9,389.36 |
9,585.67 |
|
S3 |
9,214.57 |
9,328.75 |
9,569.64 |
|
S4 |
9,039.78 |
9,153.96 |
9,521.58 |
|
|
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 |
9,449.98 |
352.57 |
3.7% |
190.45 |
2.0% |
48% |
False |
True |
|
10 |
10,042.30 |
9,449.98 |
592.32 |
6.2% |
176.24 |
1.8% |
28% |
False |
True |
|
20 |
10,353.40 |
9,449.98 |
903.42 |
9.4% |
149.74 |
1.6% |
19% |
False |
True |
|
40 |
10,353.40 |
9,449.98 |
903.42 |
9.4% |
153.30 |
1.6% |
19% |
False |
True |
|
60 |
10,673.10 |
9,449.98 |
1,223.12 |
12.7% |
148.60 |
1.5% |
14% |
False |
True |
|
80 |
10,673.10 |
9,449.98 |
1,223.12 |
12.7% |
152.69 |
1.6% |
14% |
False |
True |
|
100 |
10,673.10 |
9,449.98 |
1,223.12 |
12.7% |
151.19 |
1.6% |
14% |
False |
True |
|
120 |
10,673.10 |
9,449.98 |
1,223.12 |
12.7% |
145.14 |
1.5% |
14% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,367.63 |
2.618 |
10,082.37 |
1.618 |
9,907.58 |
1.000 |
9,799.56 |
0.618 |
9,732.79 |
HIGH |
9,624.77 |
0.618 |
9,558.00 |
0.500 |
9,537.38 |
0.382 |
9,516.75 |
LOW |
9,449.98 |
0.618 |
9,341.96 |
1.000 |
9,275.19 |
1.618 |
9,167.17 |
2.618 |
8,992.38 |
4.250 |
8,707.12 |
|
|
Fisher Pivots for day following 12-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,590.93 |
9,613.27 |
PP |
9,564.15 |
9,608.83 |
S1 |
9,537.38 |
9,604.39 |
|