| Trading Metrics calculated at close of trading on 26-Jun-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2003 |
26-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
9,109.57 |
9,011.06 |
-98.51 |
-1.1% |
9,117.56 |
| High |
9,161.74 |
9,092.21 |
-69.53 |
-0.8% |
9,352.77 |
| Low |
9,000.68 |
8,987.16 |
-13.52 |
-0.2% |
9,117.56 |
| Close |
9,011.53 |
9,079.04 |
67.51 |
0.7% |
9,200.75 |
| Range |
161.06 |
105.05 |
-56.01 |
-34.8% |
235.21 |
| ATR |
130.45 |
128.63 |
-1.81 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,367.95 |
9,328.55 |
9,136.82 |
|
| R3 |
9,262.90 |
9,223.50 |
9,107.93 |
|
| R2 |
9,157.85 |
9,157.85 |
9,098.30 |
|
| R1 |
9,118.45 |
9,118.45 |
9,088.67 |
9,138.15 |
| PP |
9,052.80 |
9,052.80 |
9,052.80 |
9,062.66 |
| S1 |
9,013.40 |
9,013.40 |
9,069.41 |
9,033.10 |
| S2 |
8,947.75 |
8,947.75 |
9,059.78 |
|
| S3 |
8,842.70 |
8,908.35 |
9,050.15 |
|
| S4 |
8,737.65 |
8,803.30 |
9,021.26 |
|
|
| Weekly Pivots for week ending 20-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,929.32 |
9,800.25 |
9,330.12 |
|
| R3 |
9,694.11 |
9,565.04 |
9,265.43 |
|
| R2 |
9,458.90 |
9,458.90 |
9,243.87 |
|
| R1 |
9,329.83 |
9,329.83 |
9,222.31 |
9,394.37 |
| PP |
9,223.69 |
9,223.69 |
9,223.69 |
9,255.96 |
| S1 |
9,094.62 |
9,094.62 |
9,179.19 |
9,159.16 |
| S2 |
8,988.48 |
8,988.48 |
9,157.63 |
|
| S3 |
8,753.27 |
8,859.41 |
9,136.07 |
|
| S4 |
8,518.06 |
8,624.20 |
9,071.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,276.51 |
8,987.16 |
289.35 |
3.2% |
121.20 |
1.3% |
32% |
False |
True |
|
| 10 |
9,352.77 |
8,987.16 |
365.61 |
4.0% |
130.00 |
1.4% |
25% |
False |
True |
|
| 20 |
9,352.77 |
8,711.39 |
641.38 |
7.1% |
127.32 |
1.4% |
57% |
False |
False |
|
| 40 |
9,352.77 |
8,340.23 |
1,012.54 |
11.2% |
127.45 |
1.4% |
73% |
False |
False |
|
| 60 |
9,352.77 |
8,070.98 |
1,281.79 |
14.1% |
132.07 |
1.5% |
79% |
False |
False |
|
| 80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
142.21 |
1.6% |
86% |
False |
False |
|
| 100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
143.99 |
1.6% |
86% |
False |
False |
|
| 120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
145.96 |
1.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,538.67 |
|
2.618 |
9,367.23 |
|
1.618 |
9,262.18 |
|
1.000 |
9,197.26 |
|
0.618 |
9,157.13 |
|
HIGH |
9,092.21 |
|
0.618 |
9,052.08 |
|
0.500 |
9,039.69 |
|
0.382 |
9,027.29 |
|
LOW |
8,987.16 |
|
0.618 |
8,922.24 |
|
1.000 |
8,882.11 |
|
1.618 |
8,817.19 |
|
2.618 |
8,712.14 |
|
4.250 |
8,540.70 |
|
|
| Fisher Pivots for day following 26-Jun-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,065.92 |
9,077.51 |
| PP |
9,052.80 |
9,075.98 |
| S1 |
9,039.69 |
9,074.45 |
|