Trading Metrics calculated at close of trading on 03-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2002 |
03-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,065.82 |
1,066.77 |
0.95 |
0.1% |
1,084.58 |
High |
1,079.93 |
1,070.74 |
-9.19 |
-0.9% |
1,085.98 |
Low |
1,065.82 |
1,039.90 |
-25.92 |
-2.4% |
1,054.26 |
Close |
1,067.14 |
1,040.68 |
-26.46 |
-2.5% |
1,067.14 |
Range |
14.11 |
30.84 |
16.73 |
118.6% |
31.72 |
ATR |
15.74 |
16.82 |
1.08 |
6.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.96 |
1,122.66 |
1,057.64 |
|
R3 |
1,112.12 |
1,091.82 |
1,049.16 |
|
R2 |
1,081.28 |
1,081.28 |
1,046.33 |
|
R1 |
1,060.98 |
1,060.98 |
1,043.51 |
1,055.71 |
PP |
1,050.44 |
1,050.44 |
1,050.44 |
1,047.81 |
S1 |
1,030.14 |
1,030.14 |
1,037.85 |
1,024.87 |
S2 |
1,019.60 |
1,019.60 |
1,035.03 |
|
S3 |
988.76 |
999.30 |
1,032.20 |
|
S4 |
957.92 |
968.46 |
1,023.72 |
|
|
Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.29 |
1,147.43 |
1,084.59 |
|
R3 |
1,132.57 |
1,115.71 |
1,075.86 |
|
R2 |
1,100.85 |
1,100.85 |
1,072.96 |
|
R1 |
1,083.99 |
1,083.99 |
1,070.05 |
1,076.56 |
PP |
1,069.13 |
1,069.13 |
1,069.13 |
1,065.41 |
S1 |
1,052.27 |
1,052.27 |
1,064.23 |
1,044.84 |
S2 |
1,037.41 |
1,037.41 |
1,061.32 |
|
S3 |
1,005.69 |
1,020.55 |
1,058.42 |
|
S4 |
973.97 |
988.83 |
1,049.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,085.98 |
1,039.90 |
46.08 |
4.4% |
16.61 |
1.6% |
2% |
False |
True |
|
10 |
1,104.10 |
1,039.90 |
64.20 |
6.2% |
15.77 |
1.5% |
1% |
False |
True |
|
20 |
1,106.59 |
1,039.90 |
66.69 |
6.4% |
16.88 |
1.6% |
1% |
False |
True |
|
40 |
1,133.00 |
1,039.90 |
93.10 |
8.9% |
16.25 |
1.6% |
1% |
False |
True |
|
60 |
1,173.94 |
1,039.90 |
134.04 |
12.9% |
15.13 |
1.5% |
1% |
False |
True |
|
80 |
1,173.94 |
1,039.90 |
134.04 |
12.9% |
15.71 |
1.5% |
1% |
False |
True |
|
100 |
1,174.26 |
1,039.90 |
134.36 |
12.9% |
15.83 |
1.5% |
1% |
False |
True |
|
120 |
1,176.97 |
1,039.90 |
137.07 |
13.2% |
15.29 |
1.5% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.81 |
2.618 |
1,151.48 |
1.618 |
1,120.64 |
1.000 |
1,101.58 |
0.618 |
1,089.80 |
HIGH |
1,070.74 |
0.618 |
1,058.96 |
0.500 |
1,055.32 |
0.382 |
1,051.68 |
LOW |
1,039.90 |
0.618 |
1,020.84 |
1.000 |
1,009.06 |
1.618 |
990.00 |
2.618 |
959.16 |
4.250 |
908.83 |
|
|
Fisher Pivots for day following 03-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,055.32 |
1,059.92 |
PP |
1,050.44 |
1,053.50 |
S1 |
1,045.56 |
1,047.09 |
|