| Trading Metrics calculated at close of trading on 24-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2002 |
24-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
1,051.80 |
1,023.06 |
-28.74 |
-2.7% |
1,126.54 |
| High |
1,074.77 |
1,075.63 |
0.86 |
0.1% |
1,163.46 |
| Low |
1,031.95 |
1,014.76 |
-17.19 |
-1.7% |
1,031.95 |
| Close |
1,035.63 |
1,057.68 |
22.05 |
2.1% |
1,035.63 |
| Range |
42.82 |
60.87 |
18.05 |
42.2% |
131.51 |
| ATR |
42.59 |
43.89 |
1.31 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.97 |
1,205.69 |
1,091.16 |
|
| R3 |
1,171.10 |
1,144.82 |
1,074.42 |
|
| R2 |
1,110.23 |
1,110.23 |
1,068.84 |
|
| R1 |
1,083.95 |
1,083.95 |
1,063.26 |
1,097.09 |
| PP |
1,049.36 |
1,049.36 |
1,049.36 |
1,055.93 |
| S1 |
1,023.08 |
1,023.08 |
1,052.10 |
1,036.22 |
| S2 |
988.49 |
988.49 |
1,046.52 |
|
| S3 |
927.62 |
962.21 |
1,040.94 |
|
| S4 |
866.75 |
901.34 |
1,024.20 |
|
|
| 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 |
1,014.76 |
148.70 |
14.1% |
42.35 |
4.0% |
29% |
False |
True |
|
| 10 |
1,163.46 |
1,014.76 |
148.70 |
14.1% |
42.78 |
4.0% |
29% |
False |
True |
|
| 20 |
1,264.86 |
1,014.76 |
250.10 |
23.6% |
39.55 |
3.7% |
17% |
False |
True |
|
| 40 |
1,350.54 |
1,014.76 |
335.78 |
31.7% |
41.97 |
4.0% |
13% |
False |
True |
|
| 60 |
1,481.74 |
1,014.76 |
466.98 |
44.2% |
41.23 |
3.9% |
9% |
False |
True |
|
| 80 |
1,573.42 |
1,014.76 |
558.66 |
52.8% |
40.42 |
3.8% |
8% |
False |
True |
|
| 100 |
1,573.42 |
1,014.76 |
558.66 |
52.8% |
41.01 |
3.9% |
8% |
False |
True |
|
| 120 |
1,710.23 |
1,014.76 |
695.47 |
65.8% |
41.76 |
3.9% |
6% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.33 |
|
2.618 |
1,234.99 |
|
1.618 |
1,174.12 |
|
1.000 |
1,136.50 |
|
0.618 |
1,113.25 |
|
HIGH |
1,075.63 |
|
0.618 |
1,052.38 |
|
0.500 |
1,045.20 |
|
0.382 |
1,038.01 |
|
LOW |
1,014.76 |
|
0.618 |
977.14 |
|
1.000 |
953.89 |
|
1.618 |
916.27 |
|
2.618 |
855.40 |
|
4.250 |
756.06 |
|
|
| Fisher Pivots for day following 24-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,053.52 |
1,058.74 |
| PP |
1,049.36 |
1,058.39 |
| S1 |
1,045.20 |
1,058.03 |
|