Trading Metrics calculated at close of trading on 24-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2002 |
24-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,430.66 |
9,252.47 |
-178.19 |
-1.9% |
9,476.50 |
High |
9,430.66 |
9,369.95 |
-60.71 |
-0.6% |
9,733.39 |
Low |
9,220.63 |
9,083.56 |
-137.07 |
-1.5% |
9,220.63 |
Close |
9,253.79 |
9,281.82 |
28.03 |
0.3% |
9,253.79 |
Range |
210.03 |
286.39 |
76.36 |
36.4% |
512.76 |
ATR |
166.86 |
175.40 |
8.54 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,104.28 |
9,979.44 |
9,439.33 |
|
R3 |
9,817.89 |
9,693.05 |
9,360.58 |
|
R2 |
9,531.50 |
9,531.50 |
9,334.32 |
|
R1 |
9,406.66 |
9,406.66 |
9,308.07 |
9,469.08 |
PP |
9,245.11 |
9,245.11 |
9,245.11 |
9,276.32 |
S1 |
9,120.27 |
9,120.27 |
9,255.57 |
9,182.69 |
S2 |
8,958.72 |
8,958.72 |
9,229.32 |
|
S3 |
8,672.33 |
8,833.88 |
9,203.06 |
|
S4 |
8,385.94 |
8,547.49 |
9,124.31 |
|
|
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 |
9,083.56 |
649.83 |
7.0% |
183.97 |
2.0% |
31% |
False |
True |
|
10 |
9,758.80 |
9,083.56 |
675.24 |
7.3% |
192.75 |
2.1% |
29% |
False |
True |
|
20 |
10,118.50 |
9,083.56 |
1,034.94 |
11.2% |
174.36 |
1.9% |
19% |
False |
True |
|
40 |
10,353.40 |
9,083.56 |
1,269.84 |
13.7% |
164.03 |
1.8% |
16% |
False |
True |
|
60 |
10,402.10 |
9,083.56 |
1,318.54 |
14.2% |
156.61 |
1.7% |
15% |
False |
True |
|
80 |
10,673.10 |
9,083.56 |
1,589.54 |
17.1% |
152.96 |
1.6% |
12% |
False |
True |
|
100 |
10,673.10 |
9,083.56 |
1,589.54 |
17.1% |
153.91 |
1.7% |
12% |
False |
True |
|
120 |
10,673.10 |
9,083.56 |
1,589.54 |
17.1% |
151.21 |
1.6% |
12% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,587.11 |
2.618 |
10,119.72 |
1.618 |
9,833.33 |
1.000 |
9,656.34 |
0.618 |
9,546.94 |
HIGH |
9,369.95 |
0.618 |
9,260.55 |
0.500 |
9,226.76 |
0.382 |
9,192.96 |
LOW |
9,083.56 |
0.618 |
8,906.57 |
1.000 |
8,797.17 |
1.618 |
8,620.18 |
2.618 |
8,333.79 |
4.250 |
7,866.40 |
|
|
Fisher Pivots for day following 24-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,263.47 |
9,328.73 |
PP |
9,245.11 |
9,313.09 |
S1 |
9,226.76 |
9,297.46 |
|