| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2002 |
06-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,182.74 |
1,183.91 |
1.17 |
0.1% |
1,264.13 |
| High |
1,196.67 |
1,185.29 |
-11.38 |
-1.0% |
1,264.86 |
| Low |
1,165.02 |
1,152.04 |
-12.98 |
-1.1% |
1,202.24 |
| Close |
1,195.60 |
1,157.62 |
-37.98 |
-3.2% |
1,208.34 |
| Range |
31.65 |
33.25 |
1.60 |
5.1% |
62.62 |
| ATR |
43.66 |
43.66 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.73 |
1,244.43 |
1,175.91 |
|
| R3 |
1,231.48 |
1,211.18 |
1,166.76 |
|
| R2 |
1,198.23 |
1,198.23 |
1,163.72 |
|
| R1 |
1,177.93 |
1,177.93 |
1,160.67 |
1,171.46 |
| PP |
1,164.98 |
1,164.98 |
1,164.98 |
1,161.75 |
| S1 |
1,144.68 |
1,144.68 |
1,154.57 |
1,138.21 |
| S2 |
1,131.73 |
1,131.73 |
1,151.52 |
|
| S3 |
1,098.48 |
1,111.43 |
1,148.48 |
|
| S4 |
1,065.23 |
1,078.18 |
1,139.33 |
|
|
| 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 |
8.2% |
39.59 |
3.4% |
7% |
False |
False |
|
| 10 |
1,286.82 |
1,151.16 |
135.66 |
11.7% |
36.04 |
3.1% |
5% |
False |
False |
|
| 20 |
1,350.54 |
1,151.16 |
199.38 |
17.2% |
39.84 |
3.4% |
3% |
False |
False |
|
| 40 |
1,426.01 |
1,142.25 |
283.76 |
24.5% |
40.13 |
3.5% |
5% |
False |
False |
|
| 60 |
1,523.27 |
1,142.25 |
381.02 |
32.9% |
39.28 |
3.4% |
4% |
False |
False |
|
| 80 |
1,573.42 |
1,142.25 |
431.17 |
37.2% |
40.73 |
3.5% |
4% |
False |
False |
|
| 100 |
1,633.12 |
1,142.25 |
490.87 |
42.4% |
41.40 |
3.6% |
3% |
False |
False |
|
| 120 |
1,710.23 |
1,142.25 |
567.98 |
49.1% |
40.94 |
3.5% |
3% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,326.60 |
|
2.618 |
1,272.34 |
|
1.618 |
1,239.09 |
|
1.000 |
1,218.54 |
|
0.618 |
1,205.84 |
|
HIGH |
1,185.29 |
|
0.618 |
1,172.59 |
|
0.500 |
1,168.67 |
|
0.382 |
1,164.74 |
|
LOW |
1,152.04 |
|
0.618 |
1,131.49 |
|
1.000 |
1,118.79 |
|
1.618 |
1,098.24 |
|
2.618 |
1,064.99 |
|
4.250 |
1,010.73 |
|
|