Trading Metrics calculated at close of trading on 01-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2002 |
01-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
9,270.33 |
9,239.25 |
-31.08 |
-0.3% |
9,252.47 |
High |
9,362.82 |
9,327.44 |
-35.38 |
-0.4% |
9,413.08 |
Low |
9,237.73 |
9,106.89 |
-130.84 |
-1.4% |
8,926.57 |
Close |
9,243.26 |
9,109.79 |
-133.47 |
-1.4% |
9,243.26 |
Range |
125.09 |
220.55 |
95.46 |
76.3% |
486.51 |
ATR |
186.61 |
189.04 |
2.42 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,843.02 |
9,696.96 |
9,231.09 |
|
R3 |
9,622.47 |
9,476.41 |
9,170.44 |
|
R2 |
9,401.92 |
9,401.92 |
9,150.22 |
|
R1 |
9,255.86 |
9,255.86 |
9,130.01 |
9,218.62 |
PP |
9,181.37 |
9,181.37 |
9,181.37 |
9,162.75 |
S1 |
9,035.31 |
9,035.31 |
9,089.57 |
8,998.07 |
S2 |
8,960.82 |
8,960.82 |
9,069.36 |
|
S3 |
8,740.27 |
8,814.76 |
9,049.14 |
|
S4 |
8,519.72 |
8,594.21 |
8,988.49 |
|
|
Weekly Pivots for week ending 28-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,653.83 |
10,435.06 |
9,510.84 |
|
R3 |
10,167.32 |
9,948.55 |
9,377.05 |
|
R2 |
9,680.81 |
9,680.81 |
9,332.45 |
|
R1 |
9,462.04 |
9,462.04 |
9,287.86 |
9,328.17 |
PP |
9,194.30 |
9,194.30 |
9,194.30 |
9,127.37 |
S1 |
8,975.53 |
8,975.53 |
9,198.66 |
8,841.66 |
S2 |
8,707.79 |
8,707.79 |
9,154.07 |
|
S3 |
8,221.28 |
8,489.02 |
9,109.47 |
|
S4 |
7,734.77 |
8,002.51 |
8,975.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,413.08 |
8,926.57 |
486.51 |
5.3% |
223.33 |
2.5% |
38% |
False |
False |
|
10 |
9,733.39 |
8,926.57 |
806.82 |
8.9% |
203.65 |
2.2% |
23% |
False |
False |
|
20 |
9,802.55 |
8,926.57 |
875.98 |
9.6% |
191.54 |
2.1% |
21% |
False |
False |
|
40 |
10,353.40 |
8,926.57 |
1,426.83 |
15.7% |
172.08 |
1.9% |
13% |
False |
False |
|
60 |
10,394.70 |
8,926.57 |
1,468.13 |
16.1% |
164.41 |
1.8% |
12% |
False |
False |
|
80 |
10,673.10 |
8,926.57 |
1,746.53 |
19.2% |
154.64 |
1.7% |
10% |
False |
False |
|
100 |
10,673.10 |
8,926.57 |
1,746.53 |
19.2% |
157.43 |
1.7% |
10% |
False |
False |
|
120 |
10,673.10 |
8,926.57 |
1,746.53 |
19.2% |
155.75 |
1.7% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,264.78 |
2.618 |
9,904.84 |
1.618 |
9,684.29 |
1.000 |
9,547.99 |
0.618 |
9,463.74 |
HIGH |
9,327.44 |
0.618 |
9,243.19 |
0.500 |
9,217.17 |
0.382 |
9,191.14 |
LOW |
9,106.89 |
0.618 |
8,970.59 |
1.000 |
8,886.34 |
1.618 |
8,750.04 |
2.618 |
8,529.49 |
4.250 |
8,169.55 |
|
|
Fisher Pivots for day following 01-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
9,217.17 |
9,198.89 |
PP |
9,181.37 |
9,169.19 |
S1 |
9,145.58 |
9,139.49 |
|