| Trading Metrics calculated at close of trading on 17-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2002 |
17-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,078.69 |
1,126.54 |
47.85 |
4.4% |
1,142.51 |
| High |
1,112.37 |
1,154.18 |
41.81 |
3.8% |
1,155.76 |
| Low |
1,055.57 |
1,123.10 |
67.53 |
6.4% |
1,055.57 |
| Close |
1,109.60 |
1,149.91 |
40.31 |
3.6% |
1,109.60 |
| Range |
56.80 |
31.08 |
-25.72 |
-45.3% |
100.19 |
| ATR |
43.64 |
43.70 |
0.07 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.64 |
1,223.85 |
1,167.00 |
|
| R3 |
1,204.56 |
1,192.77 |
1,158.46 |
|
| R2 |
1,173.48 |
1,173.48 |
1,155.61 |
|
| R1 |
1,161.69 |
1,161.69 |
1,152.76 |
1,167.59 |
| PP |
1,142.40 |
1,142.40 |
1,142.40 |
1,145.34 |
| S1 |
1,130.61 |
1,130.61 |
1,147.06 |
1,136.51 |
| S2 |
1,111.32 |
1,111.32 |
1,144.21 |
|
| S3 |
1,080.24 |
1,099.53 |
1,141.36 |
|
| S4 |
1,049.16 |
1,068.45 |
1,132.82 |
|
|
| Weekly Pivots for week ending 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.55 |
1,358.76 |
1,164.70 |
|
| R3 |
1,307.36 |
1,258.57 |
1,137.15 |
|
| R2 |
1,207.17 |
1,207.17 |
1,127.97 |
|
| R1 |
1,158.38 |
1,158.38 |
1,118.78 |
1,132.68 |
| PP |
1,106.98 |
1,106.98 |
1,106.98 |
1,094.13 |
| S1 |
1,058.19 |
1,058.19 |
1,100.42 |
1,032.49 |
| S2 |
1,006.79 |
1,006.79 |
1,091.23 |
|
| S3 |
906.60 |
958.00 |
1,082.05 |
|
| S4 |
806.41 |
857.81 |
1,054.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,154.18 |
1,055.57 |
98.61 |
8.6% |
43.20 |
3.8% |
96% |
True |
False |
|
| 10 |
1,196.67 |
1,055.57 |
141.10 |
12.3% |
39.39 |
3.4% |
67% |
False |
False |
|
| 20 |
1,313.26 |
1,055.57 |
257.69 |
22.4% |
38.60 |
3.4% |
37% |
False |
False |
|
| 40 |
1,365.34 |
1,055.57 |
309.77 |
26.9% |
41.64 |
3.6% |
30% |
False |
False |
|
| 60 |
1,491.03 |
1,055.57 |
435.46 |
37.9% |
40.36 |
3.5% |
22% |
False |
False |
|
| 80 |
1,573.42 |
1,055.57 |
517.85 |
45.0% |
40.72 |
3.5% |
18% |
False |
False |
|
| 100 |
1,586.34 |
1,055.57 |
530.77 |
46.2% |
41.16 |
3.6% |
18% |
False |
False |
|
| 120 |
1,710.23 |
1,055.57 |
654.66 |
56.9% |
41.15 |
3.6% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,286.27 |
|
2.618 |
1,235.55 |
|
1.618 |
1,204.47 |
|
1.000 |
1,185.26 |
|
0.618 |
1,173.39 |
|
HIGH |
1,154.18 |
|
0.618 |
1,142.31 |
|
0.500 |
1,138.64 |
|
0.382 |
1,134.97 |
|
LOW |
1,123.10 |
|
0.618 |
1,103.89 |
|
1.000 |
1,092.02 |
|
1.618 |
1,072.81 |
|
2.618 |
1,041.73 |
|
4.250 |
991.01 |
|
|
| Fisher Pivots for day following 17-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.15 |
1,134.90 |
| PP |
1,142.40 |
1,119.89 |
| S1 |
1,138.64 |
1,104.88 |
|