| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2002 |
04-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,205.20 |
1,155.81 |
-49.39 |
-4.1% |
1,264.13 |
| High |
1,213.18 |
1,191.13 |
-22.05 |
-1.8% |
1,264.86 |
| Low |
1,158.22 |
1,151.16 |
-7.06 |
-0.6% |
1,202.24 |
| Close |
1,159.15 |
1,178.80 |
19.65 |
1.7% |
1,208.34 |
| Range |
54.96 |
39.97 |
-14.99 |
-27.3% |
62.62 |
| ATR |
44.94 |
44.59 |
-0.36 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.61 |
1,276.17 |
1,200.78 |
|
| R3 |
1,253.64 |
1,236.20 |
1,189.79 |
|
| R2 |
1,213.67 |
1,213.67 |
1,186.13 |
|
| R1 |
1,196.23 |
1,196.23 |
1,182.46 |
1,204.95 |
| PP |
1,173.70 |
1,173.70 |
1,173.70 |
1,178.06 |
| S1 |
1,156.26 |
1,156.26 |
1,175.14 |
1,164.98 |
| S2 |
1,133.73 |
1,133.73 |
1,171.47 |
|
| S3 |
1,093.76 |
1,116.29 |
1,167.81 |
|
| S4 |
1,053.79 |
1,076.32 |
1,156.82 |
|
|
| Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.01 |
1,373.29 |
1,242.78 |
|
| R3 |
1,350.39 |
1,310.67 |
1,225.56 |
|
| R2 |
1,287.77 |
1,287.77 |
1,219.82 |
|
| R1 |
1,248.05 |
1,248.05 |
1,214.08 |
1,236.60 |
| PP |
1,225.15 |
1,225.15 |
1,225.15 |
1,219.42 |
| S1 |
1,185.43 |
1,185.43 |
1,202.60 |
1,173.98 |
| S2 |
1,162.53 |
1,162.53 |
1,196.86 |
|
| S3 |
1,099.91 |
1,122.81 |
1,191.12 |
|
| S4 |
1,037.29 |
1,060.19 |
1,173.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.34 |
1,151.16 |
95.18 |
8.1% |
37.33 |
3.2% |
29% |
False |
True |
|
| 10 |
1,309.62 |
1,151.16 |
158.46 |
13.4% |
38.95 |
3.3% |
17% |
False |
True |
|
| 20 |
1,350.54 |
1,142.25 |
208.29 |
17.7% |
41.92 |
3.6% |
18% |
False |
False |
|
| 40 |
1,426.01 |
1,142.25 |
283.76 |
24.1% |
41.07 |
3.5% |
13% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
36.6% |
39.30 |
3.3% |
8% |
False |
False |
|
| 80 |
1,573.42 |
1,142.25 |
431.17 |
36.6% |
40.89 |
3.5% |
8% |
False |
False |
|
| 100 |
1,670.32 |
1,142.25 |
528.07 |
44.8% |
41.50 |
3.5% |
7% |
False |
False |
|
| 120 |
1,710.23 |
1,142.25 |
567.98 |
48.2% |
41.17 |
3.5% |
6% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.00 |
|
2.618 |
1,295.77 |
|
1.618 |
1,255.80 |
|
1.000 |
1,231.10 |
|
0.618 |
1,215.83 |
|
HIGH |
1,191.13 |
|
0.618 |
1,175.86 |
|
0.500 |
1,171.15 |
|
0.382 |
1,166.43 |
|
LOW |
1,151.16 |
|
0.618 |
1,126.46 |
|
1.000 |
1,111.19 |
|
1.618 |
1,086.49 |
|
2.618 |
1,046.52 |
|
4.250 |
981.29 |
|
|