| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2002 |
05-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,155.81 |
1,182.74 |
26.93 |
2.3% |
1,264.13 |
| High |
1,191.13 |
1,196.67 |
5.54 |
0.5% |
1,264.86 |
| Low |
1,151.16 |
1,165.02 |
13.86 |
1.2% |
1,202.24 |
| Close |
1,178.80 |
1,195.60 |
16.80 |
1.4% |
1,208.34 |
| Range |
39.97 |
31.65 |
-8.32 |
-20.8% |
62.62 |
| ATR |
44.59 |
43.66 |
-0.92 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.71 |
1,269.81 |
1,213.01 |
|
| R3 |
1,249.06 |
1,238.16 |
1,204.30 |
|
| R2 |
1,217.41 |
1,217.41 |
1,201.40 |
|
| R1 |
1,206.51 |
1,206.51 |
1,198.50 |
1,211.96 |
| PP |
1,185.76 |
1,185.76 |
1,185.76 |
1,188.49 |
| S1 |
1,174.86 |
1,174.86 |
1,192.70 |
1,180.31 |
| S2 |
1,154.11 |
1,154.11 |
1,189.80 |
|
| S3 |
1,122.46 |
1,143.21 |
1,186.90 |
|
| S4 |
1,090.81 |
1,111.56 |
1,178.19 |
|
|
| 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 |
8.0% |
39.40 |
3.3% |
47% |
False |
False |
|
| 10 |
1,286.82 |
1,151.16 |
135.66 |
11.3% |
36.30 |
3.0% |
33% |
False |
False |
|
| 20 |
1,350.54 |
1,151.16 |
199.38 |
16.7% |
41.67 |
3.5% |
22% |
False |
False |
|
| 40 |
1,426.01 |
1,142.25 |
283.76 |
23.7% |
40.36 |
3.4% |
19% |
False |
False |
|
| 60 |
1,523.45 |
1,142.25 |
381.20 |
31.9% |
39.11 |
3.3% |
14% |
False |
False |
|
| 80 |
1,573.42 |
1,142.25 |
431.17 |
36.1% |
40.71 |
3.4% |
12% |
False |
False |
|
| 100 |
1,670.32 |
1,142.25 |
528.07 |
44.2% |
41.49 |
3.5% |
10% |
False |
False |
|
| 120 |
1,710.23 |
1,142.25 |
567.98 |
47.5% |
41.10 |
3.4% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,331.18 |
|
2.618 |
1,279.53 |
|
1.618 |
1,247.88 |
|
1.000 |
1,228.32 |
|
0.618 |
1,216.23 |
|
HIGH |
1,196.67 |
|
0.618 |
1,184.58 |
|
0.500 |
1,180.85 |
|
0.382 |
1,177.11 |
|
LOW |
1,165.02 |
|
0.618 |
1,145.46 |
|
1.000 |
1,133.37 |
|
1.618 |
1,113.81 |
|
2.618 |
1,082.16 |
|
4.250 |
1,030.51 |
|
|