| Trading Metrics calculated at close of trading on 21-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2002 |
21-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,094.53 |
1,051.80 |
-42.73 |
-3.9% |
1,126.54 |
| High |
1,102.72 |
1,074.77 |
-27.95 |
-2.5% |
1,163.46 |
| Low |
1,058.01 |
1,031.95 |
-26.06 |
-2.5% |
1,031.95 |
| Close |
1,062.45 |
1,035.63 |
-26.82 |
-2.5% |
1,035.63 |
| Range |
44.71 |
42.82 |
-1.89 |
-4.2% |
131.51 |
| ATR |
42.57 |
42.59 |
0.02 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.91 |
1,148.59 |
1,059.18 |
|
| R3 |
1,133.09 |
1,105.77 |
1,047.41 |
|
| R2 |
1,090.27 |
1,090.27 |
1,043.48 |
|
| R1 |
1,062.95 |
1,062.95 |
1,039.56 |
1,055.20 |
| PP |
1,047.45 |
1,047.45 |
1,047.45 |
1,043.58 |
| S1 |
1,020.13 |
1,020.13 |
1,031.70 |
1,012.38 |
| S2 |
1,004.63 |
1,004.63 |
1,027.78 |
|
| S3 |
961.81 |
977.31 |
1,023.85 |
|
| S4 |
918.99 |
934.49 |
1,012.08 |
|
|
| Weekly Pivots for week ending 21-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.54 |
1,385.10 |
1,107.96 |
|
| R3 |
1,340.03 |
1,253.59 |
1,071.80 |
|
| R2 |
1,208.52 |
1,208.52 |
1,059.74 |
|
| R1 |
1,122.08 |
1,122.08 |
1,047.69 |
1,099.55 |
| PP |
1,077.01 |
1,077.01 |
1,077.01 |
1,065.75 |
| S1 |
990.57 |
990.57 |
1,023.57 |
968.04 |
| S2 |
945.50 |
945.50 |
1,011.52 |
|
| S3 |
813.99 |
859.06 |
999.46 |
|
| S4 |
682.48 |
727.55 |
963.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,163.46 |
1,031.95 |
131.51 |
12.7% |
36.39 |
3.5% |
3% |
False |
True |
|
| 10 |
1,163.46 |
1,031.95 |
131.51 |
12.7% |
39.05 |
3.8% |
3% |
False |
True |
|
| 20 |
1,271.51 |
1,031.95 |
239.56 |
23.1% |
37.74 |
3.6% |
2% |
False |
True |
|
| 40 |
1,350.54 |
1,031.95 |
318.59 |
30.8% |
42.09 |
4.1% |
1% |
False |
True |
|
| 60 |
1,481.74 |
1,031.95 |
449.79 |
43.4% |
40.54 |
3.9% |
1% |
False |
True |
|
| 80 |
1,573.42 |
1,031.95 |
541.47 |
52.3% |
40.26 |
3.9% |
1% |
False |
True |
|
| 100 |
1,573.42 |
1,031.95 |
541.47 |
52.3% |
40.98 |
4.0% |
1% |
False |
True |
|
| 120 |
1,710.23 |
1,031.95 |
678.28 |
65.5% |
41.64 |
4.0% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.76 |
|
2.618 |
1,186.87 |
|
1.618 |
1,144.05 |
|
1.000 |
1,117.59 |
|
0.618 |
1,101.23 |
|
HIGH |
1,074.77 |
|
0.618 |
1,058.41 |
|
0.500 |
1,053.36 |
|
0.382 |
1,048.31 |
|
LOW |
1,031.95 |
|
0.618 |
1,005.49 |
|
1.000 |
989.13 |
|
1.618 |
962.67 |
|
2.618 |
919.85 |
|
4.250 |
849.97 |
|
|
| Fisher Pivots for day following 21-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,053.36 |
1,082.96 |
| PP |
1,047.45 |
1,067.18 |
| S1 |
1,041.54 |
1,051.41 |
|