| Trading Metrics calculated at close of trading on 13-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2002 |
13-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,092.45 |
1,117.22 |
24.77 |
2.3% |
1,205.20 |
| High |
1,123.78 |
1,133.25 |
9.47 |
0.8% |
1,213.18 |
| Low |
1,079.28 |
1,100.34 |
21.06 |
2.0% |
1,106.61 |
| Close |
1,123.34 |
1,106.54 |
-16.80 |
-1.5% |
1,140.24 |
| Range |
44.50 |
32.91 |
-11.59 |
-26.0% |
106.57 |
| ATR |
43.37 |
42.63 |
-0.75 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,212.11 |
1,192.23 |
1,124.64 |
|
| R3 |
1,179.20 |
1,159.32 |
1,115.59 |
|
| R2 |
1,146.29 |
1,146.29 |
1,112.57 |
|
| R1 |
1,126.41 |
1,126.41 |
1,109.56 |
1,119.90 |
| PP |
1,113.38 |
1,113.38 |
1,113.38 |
1,110.12 |
| S1 |
1,093.50 |
1,093.50 |
1,103.52 |
1,086.99 |
| S2 |
1,080.47 |
1,080.47 |
1,100.51 |
|
| S3 |
1,047.56 |
1,060.59 |
1,097.49 |
|
| S4 |
1,014.65 |
1,027.68 |
1,088.44 |
|
|
| 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 |
1,156.03 |
1,079.28 |
76.75 |
6.9% |
40.24 |
3.6% |
36% |
False |
False |
|
| 10 |
1,246.34 |
1,079.28 |
167.06 |
15.1% |
39.91 |
3.6% |
16% |
False |
False |
|
| 20 |
1,342.43 |
1,079.28 |
263.15 |
23.8% |
37.21 |
3.4% |
10% |
False |
False |
|
| 40 |
1,410.93 |
1,079.28 |
331.65 |
30.0% |
41.10 |
3.7% |
8% |
False |
False |
|
| 60 |
1,491.31 |
1,079.28 |
412.03 |
37.2% |
40.32 |
3.6% |
7% |
False |
False |
|
| 80 |
1,573.42 |
1,079.28 |
494.14 |
44.7% |
40.91 |
3.7% |
6% |
False |
False |
|
| 100 |
1,586.34 |
1,079.28 |
507.06 |
45.8% |
41.46 |
3.7% |
5% |
False |
False |
|
| 120 |
1,710.23 |
1,079.28 |
630.95 |
57.0% |
41.09 |
3.7% |
4% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,273.12 |
|
2.618 |
1,219.41 |
|
1.618 |
1,186.50 |
|
1.000 |
1,166.16 |
|
0.618 |
1,153.59 |
|
HIGH |
1,133.25 |
|
0.618 |
1,120.68 |
|
0.500 |
1,116.80 |
|
0.382 |
1,112.91 |
|
LOW |
1,100.34 |
|
0.618 |
1,080.00 |
|
1.000 |
1,067.43 |
|
1.618 |
1,047.09 |
|
2.618 |
1,014.18 |
|
4.250 |
960.47 |
|
|
| Fisher Pivots for day following 13-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.80 |
1,115.29 |
| PP |
1,113.38 |
1,112.37 |
| S1 |
1,109.96 |
1,109.46 |
|