Trading Metrics calculated at close of trading on 02-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2003 |
02-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
8,711.46 |
8,851.45 |
139.99 |
1.6% |
8,600.54 |
High |
8,868.33 |
9,003.27 |
134.94 |
1.5% |
8,868.33 |
Low |
8,711.39 |
8,851.45 |
140.06 |
1.6% |
8,540.59 |
Close |
8,850.26 |
8,897.81 |
47.55 |
0.5% |
8,850.26 |
Range |
156.94 |
151.82 |
-5.12 |
-3.3% |
327.74 |
ATR |
135.95 |
137.17 |
1.22 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,372.97 |
9,287.21 |
8,981.31 |
|
R3 |
9,221.15 |
9,135.39 |
8,939.56 |
|
R2 |
9,069.33 |
9,069.33 |
8,925.64 |
|
R1 |
8,983.57 |
8,983.57 |
8,911.73 |
9,026.45 |
PP |
8,917.51 |
8,917.51 |
8,917.51 |
8,938.95 |
S1 |
8,831.75 |
8,831.75 |
8,883.89 |
8,874.63 |
S2 |
8,765.69 |
8,765.69 |
8,869.98 |
|
S3 |
8,613.87 |
8,679.93 |
8,856.06 |
|
S4 |
8,462.05 |
8,528.11 |
8,814.31 |
|
|
Weekly Pivots for week ending 30-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,736.28 |
9,621.01 |
9,030.52 |
|
R3 |
9,408.54 |
9,293.27 |
8,940.39 |
|
R2 |
9,080.80 |
9,080.80 |
8,910.35 |
|
R1 |
8,965.53 |
8,965.53 |
8,880.30 |
9,023.17 |
PP |
8,753.06 |
8,753.06 |
8,753.06 |
8,781.88 |
S1 |
8,637.79 |
8,637.79 |
8,820.22 |
8,695.43 |
S2 |
8,425.32 |
8,425.32 |
8,790.17 |
|
S3 |
8,097.58 |
8,310.05 |
8,760.13 |
|
S4 |
7,769.84 |
7,982.31 |
8,670.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,003.27 |
8,540.59 |
462.68 |
5.2% |
164.84 |
1.9% |
77% |
True |
False |
|
10 |
9,003.27 |
8,416.72 |
586.55 |
6.6% |
144.61 |
1.6% |
82% |
True |
False |
|
20 |
9,003.27 |
8,416.72 |
586.55 |
6.6% |
126.43 |
1.4% |
82% |
True |
False |
|
40 |
9,003.27 |
8,145.87 |
857.40 |
9.6% |
133.57 |
1.5% |
88% |
True |
False |
|
60 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
148.44 |
1.7% |
93% |
True |
False |
|
80 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
147.59 |
1.7% |
93% |
True |
False |
|
100 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
149.90 |
1.7% |
93% |
True |
False |
|
120 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
147.56 |
1.7% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,648.51 |
2.618 |
9,400.73 |
1.618 |
9,248.91 |
1.000 |
9,155.09 |
0.618 |
9,097.09 |
HIGH |
9,003.27 |
0.618 |
8,945.27 |
0.500 |
8,927.36 |
0.382 |
8,909.45 |
LOW |
8,851.45 |
0.618 |
8,757.63 |
1.000 |
8,699.63 |
1.618 |
8,605.81 |
2.618 |
8,453.99 |
4.250 |
8,206.22 |
|
|
Fisher Pivots for day following 02-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
8,927.36 |
8,879.02 |
PP |
8,917.51 |
8,860.23 |
S1 |
8,907.66 |
8,841.44 |
|