Trading Metrics calculated at close of trading on 02-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2002 |
02-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
9,239.25 |
9,104.95 |
-134.30 |
-1.5% |
9,252.47 |
High |
9,327.44 |
9,135.82 |
-191.62 |
-2.1% |
9,413.08 |
Low |
9,106.89 |
8,960.54 |
-146.35 |
-1.6% |
8,926.57 |
Close |
9,109.79 |
9,007.75 |
-102.04 |
-1.1% |
9,243.26 |
Range |
220.55 |
175.28 |
-45.27 |
-20.5% |
486.51 |
ATR |
189.04 |
188.05 |
-0.98 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,560.54 |
9,459.43 |
9,104.15 |
|
R3 |
9,385.26 |
9,284.15 |
9,055.95 |
|
R2 |
9,209.98 |
9,209.98 |
9,039.88 |
|
R1 |
9,108.87 |
9,108.87 |
9,023.82 |
9,071.79 |
PP |
9,034.70 |
9,034.70 |
9,034.70 |
9,016.16 |
S1 |
8,933.59 |
8,933.59 |
8,991.68 |
8,896.51 |
S2 |
8,859.42 |
8,859.42 |
8,975.62 |
|
S3 |
8,684.14 |
8,758.31 |
8,959.55 |
|
S4 |
8,508.86 |
8,583.03 |
8,911.35 |
|
|
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 |
9,362.82 |
8,926.57 |
436.25 |
4.8% |
198.02 |
2.2% |
19% |
False |
False |
|
10 |
9,733.39 |
8,926.57 |
806.82 |
9.0% |
212.70 |
2.4% |
10% |
False |
False |
|
20 |
9,802.55 |
8,926.57 |
875.98 |
9.7% |
192.97 |
2.1% |
9% |
False |
False |
|
40 |
10,353.40 |
8,926.57 |
1,426.83 |
15.8% |
171.06 |
1.9% |
6% |
False |
False |
|
60 |
10,394.70 |
8,926.57 |
1,468.13 |
16.3% |
165.03 |
1.8% |
6% |
False |
False |
|
80 |
10,673.10 |
8,926.57 |
1,746.53 |
19.4% |
155.18 |
1.7% |
5% |
False |
False |
|
100 |
10,673.10 |
8,926.57 |
1,746.53 |
19.4% |
157.99 |
1.8% |
5% |
False |
False |
|
120 |
10,673.10 |
8,926.57 |
1,746.53 |
19.4% |
155.54 |
1.7% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,880.76 |
2.618 |
9,594.70 |
1.618 |
9,419.42 |
1.000 |
9,311.10 |
0.618 |
9,244.14 |
HIGH |
9,135.82 |
0.618 |
9,068.86 |
0.500 |
9,048.18 |
0.382 |
9,027.50 |
LOW |
8,960.54 |
0.618 |
8,852.22 |
1.000 |
8,785.26 |
1.618 |
8,676.94 |
2.618 |
8,501.66 |
4.250 |
8,215.60 |
|
|
Fisher Pivots for day following 02-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
9,048.18 |
9,161.68 |
PP |
9,034.70 |
9,110.37 |
S1 |
9,021.23 |
9,059.06 |
|