Trading Metrics calculated at close of trading on 21-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2002 |
21-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,561.64 |
9,430.66 |
-130.98 |
-1.4% |
9,476.50 |
High |
9,573.89 |
9,430.66 |
-143.23 |
-1.5% |
9,733.39 |
Low |
9,425.88 |
9,220.63 |
-205.25 |
-2.2% |
9,220.63 |
Close |
9,431.77 |
9,253.79 |
-177.98 |
-1.9% |
9,253.79 |
Range |
148.01 |
210.03 |
62.02 |
41.9% |
512.76 |
ATR |
163.46 |
166.86 |
3.41 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,931.78 |
9,802.82 |
9,369.31 |
|
R3 |
9,721.75 |
9,592.79 |
9,311.55 |
|
R2 |
9,511.72 |
9,511.72 |
9,292.30 |
|
R1 |
9,382.76 |
9,382.76 |
9,273.04 |
9,342.23 |
PP |
9,301.69 |
9,301.69 |
9,301.69 |
9,281.43 |
S1 |
9,172.73 |
9,172.73 |
9,234.54 |
9,132.20 |
S2 |
9,091.66 |
9,091.66 |
9,215.28 |
|
S3 |
8,881.63 |
8,962.70 |
9,196.03 |
|
S4 |
8,671.60 |
8,752.67 |
9,138.27 |
|
|
Weekly Pivots for week ending 21-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,940.88 |
10,610.10 |
9,535.81 |
|
R3 |
10,428.12 |
10,097.34 |
9,394.80 |
|
R2 |
9,915.36 |
9,915.36 |
9,347.80 |
|
R1 |
9,584.58 |
9,584.58 |
9,300.79 |
9,493.59 |
PP |
9,402.60 |
9,402.60 |
9,402.60 |
9,357.11 |
S1 |
9,071.82 |
9,071.82 |
9,206.79 |
8,980.83 |
S2 |
8,889.84 |
8,889.84 |
9,159.78 |
|
S3 |
8,377.08 |
8,559.06 |
9,112.78 |
|
S4 |
7,864.32 |
8,046.30 |
8,971.77 |
|
|
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 |
9,220.63 |
512.76 |
5.5% |
168.95 |
1.8% |
6% |
False |
True |
|
10 |
9,758.80 |
9,220.63 |
538.17 |
5.8% |
179.67 |
1.9% |
6% |
False |
True |
|
20 |
10,217.70 |
9,220.63 |
997.07 |
10.8% |
166.68 |
1.8% |
3% |
False |
True |
|
40 |
10,353.40 |
9,220.63 |
1,132.77 |
12.2% |
161.17 |
1.7% |
3% |
False |
True |
|
60 |
10,502.60 |
9,220.63 |
1,281.97 |
13.9% |
153.49 |
1.7% |
3% |
False |
True |
|
80 |
10,673.10 |
9,220.63 |
1,452.47 |
15.7% |
151.06 |
1.6% |
2% |
False |
True |
|
100 |
10,673.10 |
9,220.63 |
1,452.47 |
15.7% |
153.51 |
1.7% |
2% |
False |
True |
|
120 |
10,673.10 |
9,220.63 |
1,452.47 |
15.7% |
149.81 |
1.6% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,323.29 |
2.618 |
9,980.52 |
1.618 |
9,770.49 |
1.000 |
9,640.69 |
0.618 |
9,560.46 |
HIGH |
9,430.66 |
0.618 |
9,350.43 |
0.500 |
9,325.65 |
0.382 |
9,300.86 |
LOW |
9,220.63 |
0.618 |
9,090.83 |
1.000 |
9,010.60 |
1.618 |
8,880.80 |
2.618 |
8,670.77 |
4.250 |
8,328.00 |
|
|
Fisher Pivots for day following 21-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,325.65 |
9,477.01 |
PP |
9,301.69 |
9,402.60 |
S1 |
9,277.74 |
9,328.20 |
|