Trading Metrics calculated at close of trading on 13-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2002 |
13-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,515.12 |
9,612.87 |
97.75 |
1.0% |
9,923.94 |
High |
9,624.77 |
9,625.40 |
0.63 |
0.0% |
9,986.49 |
Low |
9,449.98 |
9,491.86 |
41.88 |
0.4% |
9,472.54 |
Close |
9,617.71 |
9,502.80 |
-114.91 |
-1.2% |
9,589.67 |
Range |
174.79 |
133.54 |
-41.25 |
-23.6% |
513.95 |
ATR |
161.26 |
159.28 |
-1.98 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,940.64 |
9,855.26 |
9,576.25 |
|
R3 |
9,807.10 |
9,721.72 |
9,539.52 |
|
R2 |
9,673.56 |
9,673.56 |
9,527.28 |
|
R1 |
9,588.18 |
9,588.18 |
9,515.04 |
9,564.10 |
PP |
9,540.02 |
9,540.02 |
9,540.02 |
9,527.98 |
S1 |
9,454.64 |
9,454.64 |
9,490.56 |
9,430.56 |
S2 |
9,406.48 |
9,406.48 |
9,478.32 |
|
S3 |
9,272.94 |
9,321.10 |
9,466.08 |
|
S4 |
9,139.40 |
9,187.56 |
9,429.35 |
|
|
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 |
9,758.80 |
9,449.98 |
308.82 |
3.2% |
175.58 |
1.8% |
17% |
False |
False |
|
10 |
10,042.30 |
9,449.98 |
592.32 |
6.2% |
175.46 |
1.8% |
9% |
False |
False |
|
20 |
10,353.40 |
9,449.98 |
903.42 |
9.5% |
150.15 |
1.6% |
6% |
False |
False |
|
40 |
10,353.40 |
9,449.98 |
903.42 |
9.5% |
153.18 |
1.6% |
6% |
False |
False |
|
60 |
10,627.00 |
9,449.98 |
1,177.02 |
12.4% |
149.23 |
1.6% |
4% |
False |
False |
|
80 |
10,673.10 |
9,449.98 |
1,223.12 |
12.9% |
152.30 |
1.6% |
4% |
False |
False |
|
100 |
10,673.10 |
9,449.98 |
1,223.12 |
12.9% |
151.60 |
1.6% |
4% |
False |
False |
|
120 |
10,673.10 |
9,449.98 |
1,223.12 |
12.9% |
144.84 |
1.5% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,192.95 |
2.618 |
9,975.01 |
1.618 |
9,841.47 |
1.000 |
9,758.94 |
0.618 |
9,707.93 |
HIGH |
9,625.40 |
0.618 |
9,574.39 |
0.500 |
9,558.63 |
0.382 |
9,542.87 |
LOW |
9,491.86 |
0.618 |
9,409.33 |
1.000 |
9,358.32 |
1.618 |
9,275.79 |
2.618 |
9,142.25 |
4.250 |
8,924.32 |
|
|
Fisher Pivots for day following 13-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,558.63 |
9,604.39 |
PP |
9,540.02 |
9,570.53 |
S1 |
9,521.41 |
9,536.66 |
|