Trading Metrics calculated at close of trading on 06-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2002 |
06-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
1,041.12 |
1,049.33 |
8.21 |
0.8% |
1,084.58 |
High |
1,050.11 |
1,049.33 |
-0.78 |
-0.1% |
1,085.98 |
Low |
1,038.84 |
1,026.91 |
-11.93 |
-1.1% |
1,054.26 |
Close |
1,049.90 |
1,029.15 |
-20.75 |
-2.0% |
1,067.14 |
Range |
11.27 |
22.42 |
11.15 |
98.9% |
31.72 |
ATR |
16.34 |
16.82 |
0.47 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.39 |
1,088.19 |
1,041.48 |
|
R3 |
1,079.97 |
1,065.77 |
1,035.32 |
|
R2 |
1,057.55 |
1,057.55 |
1,033.26 |
|
R1 |
1,043.35 |
1,043.35 |
1,031.21 |
1,039.24 |
PP |
1,035.13 |
1,035.13 |
1,035.13 |
1,033.08 |
S1 |
1,020.93 |
1,020.93 |
1,027.09 |
1,016.82 |
S2 |
1,012.71 |
1,012.71 |
1,025.04 |
|
S3 |
990.29 |
998.51 |
1,022.98 |
|
S4 |
967.87 |
976.09 |
1,016.82 |
|
|
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 |
1,079.93 |
1,026.91 |
53.02 |
5.2% |
18.84 |
1.8% |
4% |
False |
True |
|
10 |
1,097.10 |
1,026.91 |
70.19 |
6.8% |
16.26 |
1.6% |
3% |
False |
True |
|
20 |
1,106.59 |
1,026.91 |
79.68 |
7.7% |
16.04 |
1.6% |
3% |
False |
True |
|
40 |
1,133.00 |
1,026.91 |
106.09 |
10.3% |
16.52 |
1.6% |
2% |
False |
True |
|
60 |
1,173.94 |
1,026.91 |
147.03 |
14.3% |
15.32 |
1.5% |
2% |
False |
True |
|
80 |
1,173.94 |
1,026.91 |
147.03 |
14.3% |
15.71 |
1.5% |
2% |
False |
True |
|
100 |
1,173.94 |
1,026.91 |
147.03 |
14.3% |
15.87 |
1.5% |
2% |
False |
True |
|
120 |
1,176.97 |
1,026.91 |
150.06 |
14.6% |
15.28 |
1.5% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.62 |
2.618 |
1,108.03 |
1.618 |
1,085.61 |
1.000 |
1,071.75 |
0.618 |
1,063.19 |
HIGH |
1,049.33 |
0.618 |
1,040.77 |
0.500 |
1,038.12 |
0.382 |
1,035.47 |
LOW |
1,026.91 |
0.618 |
1,013.05 |
1.000 |
1,004.49 |
1.618 |
990.63 |
2.618 |
968.21 |
4.250 |
931.63 |
|
|
Fisher Pivots for day following 06-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
1,038.12 |
1,038.51 |
PP |
1,035.13 |
1,035.39 |
S1 |
1,032.14 |
1,032.27 |
|