Trading Metrics calculated at close of trading on 25-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2002 |
25-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,252.47 |
9,285.56 |
33.09 |
0.4% |
9,476.50 |
High |
9,369.95 |
9,413.08 |
43.13 |
0.5% |
9,733.39 |
Low |
9,083.56 |
9,111.25 |
27.69 |
0.3% |
9,220.63 |
Close |
9,281.82 |
9,126.82 |
-155.00 |
-1.7% |
9,253.79 |
Range |
286.39 |
301.83 |
15.44 |
5.4% |
512.76 |
ATR |
175.40 |
184.43 |
9.03 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,122.54 |
9,926.51 |
9,292.83 |
|
R3 |
9,820.71 |
9,624.68 |
9,209.82 |
|
R2 |
9,518.88 |
9,518.88 |
9,182.16 |
|
R1 |
9,322.85 |
9,322.85 |
9,154.49 |
9,269.95 |
PP |
9,217.05 |
9,217.05 |
9,217.05 |
9,190.60 |
S1 |
9,021.02 |
9,021.02 |
9,099.15 |
8,968.12 |
S2 |
8,915.22 |
8,915.22 |
9,071.48 |
|
S3 |
8,613.39 |
8,719.19 |
9,043.82 |
|
S4 |
8,311.56 |
8,417.36 |
8,960.81 |
|
|
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 |
7.1% |
227.38 |
2.5% |
7% |
False |
False |
|
10 |
9,733.39 |
9,083.56 |
649.83 |
7.1% |
197.92 |
2.2% |
7% |
False |
False |
|
20 |
10,042.30 |
9,083.56 |
958.74 |
10.5% |
181.62 |
2.0% |
5% |
False |
False |
|
40 |
10,353.40 |
9,083.56 |
1,269.84 |
13.9% |
168.44 |
1.8% |
3% |
False |
False |
|
60 |
10,394.70 |
9,083.56 |
1,311.14 |
14.4% |
159.34 |
1.7% |
3% |
False |
False |
|
80 |
10,673.10 |
9,083.56 |
1,589.54 |
17.4% |
153.44 |
1.7% |
3% |
False |
False |
|
100 |
10,673.10 |
9,083.56 |
1,589.54 |
17.4% |
155.34 |
1.7% |
3% |
False |
False |
|
120 |
10,673.10 |
9,083.56 |
1,589.54 |
17.4% |
152.57 |
1.7% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,695.86 |
2.618 |
10,203.27 |
1.618 |
9,901.44 |
1.000 |
9,714.91 |
0.618 |
9,599.61 |
HIGH |
9,413.08 |
0.618 |
9,297.78 |
0.500 |
9,262.17 |
0.382 |
9,226.55 |
LOW |
9,111.25 |
0.618 |
8,924.72 |
1.000 |
8,809.42 |
1.618 |
8,622.89 |
2.618 |
8,321.06 |
4.250 |
7,828.47 |
|
|
Fisher Pivots for day following 25-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,262.17 |
9,257.11 |
PP |
9,217.05 |
9,213.68 |
S1 |
9,171.94 |
9,170.25 |
|