| Trading Metrics calculated at close of trading on 12-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2002 |
12-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,148.72 |
1,092.45 |
-56.27 |
-4.9% |
1,205.20 |
| High |
1,151.30 |
1,123.78 |
-27.52 |
-2.4% |
1,213.18 |
| Low |
1,100.59 |
1,079.28 |
-21.31 |
-1.9% |
1,106.61 |
| Close |
1,100.97 |
1,123.34 |
22.37 |
2.0% |
1,140.24 |
| Range |
50.71 |
44.50 |
-6.21 |
-12.2% |
106.57 |
| ATR |
43.29 |
43.37 |
0.09 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.30 |
1,227.32 |
1,147.82 |
|
| R3 |
1,197.80 |
1,182.82 |
1,135.58 |
|
| R2 |
1,153.30 |
1,153.30 |
1,131.50 |
|
| R1 |
1,138.32 |
1,138.32 |
1,127.42 |
1,145.81 |
| PP |
1,108.80 |
1,108.80 |
1,108.80 |
1,112.55 |
| S1 |
1,093.82 |
1,093.82 |
1,119.26 |
1,101.31 |
| S2 |
1,064.30 |
1,064.30 |
1,115.18 |
|
| S3 |
1,019.80 |
1,049.32 |
1,111.10 |
|
| S4 |
975.30 |
1,004.82 |
1,098.87 |
|
|
| Weekly Pivots for week ending 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.05 |
1,413.22 |
1,198.85 |
|
| R3 |
1,366.48 |
1,306.65 |
1,169.55 |
|
| R2 |
1,259.91 |
1,259.91 |
1,159.78 |
|
| R1 |
1,200.08 |
1,200.08 |
1,150.01 |
1,176.71 |
| PP |
1,153.34 |
1,153.34 |
1,153.34 |
1,141.66 |
| S1 |
1,093.51 |
1,093.51 |
1,130.47 |
1,070.14 |
| S2 |
1,046.77 |
1,046.77 |
1,120.70 |
|
| S3 |
940.20 |
986.94 |
1,110.93 |
|
| S4 |
833.63 |
880.37 |
1,081.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,185.29 |
1,079.28 |
106.01 |
9.4% |
40.30 |
3.6% |
42% |
False |
True |
|
| 10 |
1,246.34 |
1,079.28 |
167.06 |
14.9% |
39.85 |
3.5% |
26% |
False |
True |
|
| 20 |
1,350.54 |
1,079.28 |
271.26 |
24.1% |
39.09 |
3.5% |
16% |
False |
True |
|
| 40 |
1,426.01 |
1,079.28 |
346.73 |
30.9% |
41.10 |
3.7% |
13% |
False |
True |
|
| 60 |
1,519.12 |
1,079.28 |
439.84 |
39.2% |
40.14 |
3.6% |
10% |
False |
True |
|
| 80 |
1,573.42 |
1,079.28 |
494.14 |
44.0% |
41.04 |
3.7% |
9% |
False |
True |
|
| 100 |
1,586.34 |
1,079.28 |
507.06 |
45.1% |
41.58 |
3.7% |
9% |
False |
True |
|
| 120 |
1,710.23 |
1,079.28 |
630.95 |
56.2% |
41.14 |
3.7% |
7% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.91 |
|
2.618 |
1,240.28 |
|
1.618 |
1,195.78 |
|
1.000 |
1,168.28 |
|
0.618 |
1,151.28 |
|
HIGH |
1,123.78 |
|
0.618 |
1,106.78 |
|
0.500 |
1,101.53 |
|
0.382 |
1,096.28 |
|
LOW |
1,079.28 |
|
0.618 |
1,051.78 |
|
1.000 |
1,034.78 |
|
1.618 |
1,007.28 |
|
2.618 |
962.78 |
|
4.250 |
890.16 |
|
|
| Fisher Pivots for day following 12-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.07 |
1,121.40 |
| PP |
1,108.80 |
1,119.46 |
| S1 |
1,101.53 |
1,117.52 |
|