Trading Metrics calculated at close of trading on 20-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2002 |
20-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,702.00 |
9,561.64 |
-140.36 |
-1.4% |
9,587.38 |
High |
9,733.39 |
9,573.89 |
-159.50 |
-1.6% |
9,758.80 |
Low |
9,542.74 |
9,425.88 |
-116.86 |
-1.2% |
9,260.99 |
Close |
9,561.57 |
9,431.77 |
-129.80 |
-1.4% |
9,474.21 |
Range |
190.65 |
148.01 |
-42.64 |
-22.4% |
497.81 |
ATR |
164.65 |
163.46 |
-1.19 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,921.21 |
9,824.50 |
9,513.18 |
|
R3 |
9,773.20 |
9,676.49 |
9,472.47 |
|
R2 |
9,625.19 |
9,625.19 |
9,458.91 |
|
R1 |
9,528.48 |
9,528.48 |
9,445.34 |
9,502.83 |
PP |
9,477.18 |
9,477.18 |
9,477.18 |
9,464.36 |
S1 |
9,380.47 |
9,380.47 |
9,418.20 |
9,354.82 |
S2 |
9,329.17 |
9,329.17 |
9,404.63 |
|
S3 |
9,181.16 |
9,232.46 |
9,391.07 |
|
S4 |
9,033.15 |
9,084.45 |
9,350.36 |
|
|
Weekly Pivots for week ending 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,991.43 |
10,730.63 |
9,748.01 |
|
R3 |
10,493.62 |
10,232.82 |
9,611.11 |
|
R2 |
9,995.81 |
9,995.81 |
9,565.48 |
|
R1 |
9,735.01 |
9,735.01 |
9,519.84 |
9,616.51 |
PP |
9,498.00 |
9,498.00 |
9,498.00 |
9,438.75 |
S1 |
9,237.20 |
9,237.20 |
9,428.58 |
9,118.70 |
S2 |
9,000.19 |
9,000.19 |
9,382.94 |
|
S3 |
8,502.38 |
8,739.39 |
9,337.31 |
|
S4 |
8,004.57 |
8,241.58 |
9,200.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,733.39 |
9,260.99 |
472.40 |
5.0% |
174.53 |
1.9% |
36% |
False |
False |
|
10 |
9,758.80 |
9,260.99 |
497.81 |
5.3% |
175.06 |
1.9% |
34% |
False |
False |
|
20 |
10,217.70 |
9,260.99 |
956.71 |
10.1% |
162.64 |
1.7% |
18% |
False |
False |
|
40 |
10,353.40 |
9,260.99 |
1,092.41 |
11.6% |
158.75 |
1.7% |
16% |
False |
False |
|
60 |
10,502.60 |
9,260.99 |
1,241.61 |
13.2% |
151.92 |
1.6% |
14% |
False |
False |
|
80 |
10,673.10 |
9,260.99 |
1,412.11 |
15.0% |
150.89 |
1.6% |
12% |
False |
False |
|
100 |
10,673.10 |
9,260.99 |
1,412.11 |
15.0% |
154.32 |
1.6% |
12% |
False |
False |
|
120 |
10,673.10 |
9,260.99 |
1,412.11 |
15.0% |
148.68 |
1.6% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,202.93 |
2.618 |
9,961.38 |
1.618 |
9,813.37 |
1.000 |
9,721.90 |
0.618 |
9,665.36 |
HIGH |
9,573.89 |
0.618 |
9,517.35 |
0.500 |
9,499.89 |
0.382 |
9,482.42 |
LOW |
9,425.88 |
0.618 |
9,334.41 |
1.000 |
9,277.87 |
1.618 |
9,186.40 |
2.618 |
9,038.39 |
4.250 |
8,796.84 |
|
|
Fisher Pivots for day following 20-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,499.89 |
9,579.64 |
PP |
9,477.18 |
9,530.35 |
S1 |
9,454.48 |
9,481.06 |
|