Trading Metrics calculated at close of trading on 26-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2002 |
26-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,285.56 |
9,108.22 |
-177.34 |
-1.9% |
9,476.50 |
High |
9,413.08 |
9,160.81 |
-252.27 |
-2.7% |
9,733.39 |
Low |
9,111.25 |
8,926.57 |
-184.68 |
-2.0% |
9,220.63 |
Close |
9,126.82 |
9,120.11 |
-6.71 |
-0.1% |
9,253.79 |
Range |
301.83 |
234.24 |
-67.59 |
-22.4% |
512.76 |
ATR |
184.43 |
187.99 |
3.56 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,771.88 |
9,680.24 |
9,248.94 |
|
R3 |
9,537.64 |
9,446.00 |
9,184.53 |
|
R2 |
9,303.40 |
9,303.40 |
9,163.05 |
|
R1 |
9,211.76 |
9,211.76 |
9,141.58 |
9,257.58 |
PP |
9,069.16 |
9,069.16 |
9,069.16 |
9,092.08 |
S1 |
8,977.52 |
8,977.52 |
9,098.64 |
9,023.34 |
S2 |
8,834.92 |
8,834.92 |
9,077.17 |
|
S3 |
8,600.68 |
8,743.28 |
9,055.69 |
|
S4 |
8,366.44 |
8,509.04 |
8,991.28 |
|
|
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 |
9,573.89 |
8,926.57 |
647.32 |
7.1% |
236.10 |
2.6% |
30% |
False |
True |
|
10 |
9,733.39 |
8,926.57 |
806.82 |
8.8% |
203.87 |
2.2% |
24% |
False |
True |
|
20 |
10,042.30 |
8,926.57 |
1,115.73 |
12.2% |
190.05 |
2.1% |
17% |
False |
True |
|
40 |
10,353.40 |
8,926.57 |
1,426.83 |
15.6% |
169.61 |
1.9% |
14% |
False |
True |
|
60 |
10,394.70 |
8,926.57 |
1,468.13 |
16.1% |
161.78 |
1.8% |
13% |
False |
True |
|
80 |
10,673.10 |
8,926.57 |
1,746.53 |
19.2% |
153.45 |
1.7% |
11% |
False |
True |
|
100 |
10,673.10 |
8,926.57 |
1,746.53 |
19.2% |
156.85 |
1.7% |
11% |
False |
True |
|
120 |
10,673.10 |
8,926.57 |
1,746.53 |
19.2% |
153.51 |
1.7% |
11% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,156.33 |
2.618 |
9,774.05 |
1.618 |
9,539.81 |
1.000 |
9,395.05 |
0.618 |
9,305.57 |
HIGH |
9,160.81 |
0.618 |
9,071.33 |
0.500 |
9,043.69 |
0.382 |
9,016.05 |
LOW |
8,926.57 |
0.618 |
8,781.81 |
1.000 |
8,692.33 |
1.618 |
8,547.57 |
2.618 |
8,313.33 |
4.250 |
7,931.05 |
|
|
Fisher Pivots for day following 26-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,094.64 |
9,169.83 |
PP |
9,069.16 |
9,153.25 |
S1 |
9,043.69 |
9,136.68 |
|