Trading Metrics calculated at close of trading on 19-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2002 |
19-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,684.52 |
9,702.00 |
17.48 |
0.2% |
9,587.38 |
High |
9,721.75 |
9,733.39 |
11.64 |
0.1% |
9,758.80 |
Low |
9,636.96 |
9,542.74 |
-94.22 |
-1.0% |
9,260.99 |
Close |
9,706.12 |
9,561.57 |
-144.55 |
-1.5% |
9,474.21 |
Range |
84.79 |
190.65 |
105.86 |
124.8% |
497.81 |
ATR |
162.65 |
164.65 |
2.00 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,184.52 |
10,063.69 |
9,666.43 |
|
R3 |
9,993.87 |
9,873.04 |
9,614.00 |
|
R2 |
9,803.22 |
9,803.22 |
9,596.52 |
|
R1 |
9,682.39 |
9,682.39 |
9,579.05 |
9,647.48 |
PP |
9,612.57 |
9,612.57 |
9,612.57 |
9,595.11 |
S1 |
9,491.74 |
9,491.74 |
9,544.09 |
9,456.83 |
S2 |
9,421.92 |
9,421.92 |
9,526.62 |
|
S3 |
9,231.27 |
9,301.09 |
9,509.14 |
|
S4 |
9,040.62 |
9,110.44 |
9,456.71 |
|
|
Weekly Pivots for week ending 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,991.43 |
10,730.63 |
9,748.01 |
|
R3 |
10,493.62 |
10,232.82 |
9,611.11 |
|
R2 |
9,995.81 |
9,995.81 |
9,565.48 |
|
R1 |
9,735.01 |
9,735.01 |
9,519.84 |
9,616.51 |
PP |
9,498.00 |
9,498.00 |
9,498.00 |
9,438.75 |
S1 |
9,237.20 |
9,237.20 |
9,428.58 |
9,118.70 |
S2 |
9,000.19 |
9,000.19 |
9,382.94 |
|
S3 |
8,502.38 |
8,739.39 |
9,337.31 |
|
S4 |
8,004.57 |
8,241.58 |
9,200.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,733.39 |
9,260.99 |
472.40 |
4.9% |
171.64 |
1.8% |
64% |
True |
False |
|
10 |
9,802.55 |
9,260.99 |
541.56 |
5.7% |
181.05 |
1.9% |
56% |
False |
False |
|
20 |
10,217.70 |
9,260.99 |
956.71 |
10.0% |
159.96 |
1.7% |
31% |
False |
False |
|
40 |
10,353.40 |
9,260.99 |
1,092.41 |
11.4% |
158.44 |
1.7% |
28% |
False |
False |
|
60 |
10,502.60 |
9,260.99 |
1,241.61 |
13.0% |
152.06 |
1.6% |
24% |
False |
False |
|
80 |
10,673.10 |
9,260.99 |
1,412.11 |
14.8% |
150.95 |
1.6% |
21% |
False |
False |
|
100 |
10,673.10 |
9,260.99 |
1,412.11 |
14.8% |
153.80 |
1.6% |
21% |
False |
False |
|
120 |
10,673.10 |
9,260.99 |
1,412.11 |
14.8% |
148.00 |
1.5% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,543.65 |
2.618 |
10,232.51 |
1.618 |
10,041.86 |
1.000 |
9,924.04 |
0.618 |
9,851.21 |
HIGH |
9,733.39 |
0.618 |
9,660.56 |
0.500 |
9,638.07 |
0.382 |
9,615.57 |
LOW |
9,542.74 |
0.618 |
9,424.92 |
1.000 |
9,352.09 |
1.618 |
9,234.27 |
2.618 |
9,043.62 |
4.250 |
8,732.48 |
|
|
Fisher Pivots for day following 19-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,638.07 |
9,604.95 |
PP |
9,612.57 |
9,590.49 |
S1 |
9,587.07 |
9,576.03 |
|