| Trading Metrics calculated at close of trading on 02-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2002 |
02-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
1,044.48 |
989.25 |
-55.23 |
-5.3% |
1,023.06 |
| High |
1,049.88 |
993.99 |
-55.89 |
-5.3% |
1,075.63 |
| Low |
997.97 |
961.76 |
-36.21 |
-3.6% |
979.87 |
| Close |
998.17 |
963.66 |
-34.51 |
-3.5% |
1,051.41 |
| Range |
51.91 |
32.23 |
-19.68 |
-37.9% |
95.76 |
| ATR |
44.95 |
44.34 |
-0.61 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,069.83 |
1,048.97 |
981.39 |
|
| R3 |
1,037.60 |
1,016.74 |
972.52 |
|
| R2 |
1,005.37 |
1,005.37 |
969.57 |
|
| R1 |
984.51 |
984.51 |
966.61 |
978.83 |
| PP |
973.14 |
973.14 |
973.14 |
970.29 |
| S1 |
952.28 |
952.28 |
960.71 |
946.60 |
| S2 |
940.91 |
940.91 |
957.75 |
|
| S3 |
908.68 |
920.05 |
954.80 |
|
| S4 |
876.45 |
887.82 |
945.93 |
|
|
| Weekly Pivots for week ending 28-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.92 |
1,282.92 |
1,104.08 |
|
| R3 |
1,227.16 |
1,187.16 |
1,077.74 |
|
| R2 |
1,131.40 |
1,131.40 |
1,068.97 |
|
| R1 |
1,091.40 |
1,091.40 |
1,060.19 |
1,111.40 |
| PP |
1,035.64 |
1,035.64 |
1,035.64 |
1,045.64 |
| S1 |
995.64 |
995.64 |
1,042.63 |
1,015.64 |
| S2 |
939.88 |
939.88 |
1,033.85 |
|
| S3 |
844.12 |
899.88 |
1,025.08 |
|
| S4 |
748.36 |
804.12 |
998.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,074.73 |
961.76 |
112.97 |
11.7% |
42.66 |
4.4% |
2% |
False |
True |
|
| 10 |
1,133.96 |
961.76 |
172.20 |
17.9% |
45.57 |
4.7% |
1% |
False |
True |
|
| 20 |
1,196.67 |
961.76 |
234.91 |
24.4% |
41.74 |
4.3% |
1% |
False |
True |
|
| 40 |
1,350.54 |
961.76 |
388.78 |
40.3% |
41.83 |
4.3% |
0% |
False |
True |
|
| 60 |
1,426.01 |
961.76 |
464.25 |
48.2% |
41.29 |
4.3% |
0% |
False |
True |
|
| 80 |
1,573.42 |
961.76 |
611.66 |
63.5% |
39.91 |
4.1% |
0% |
False |
True |
|
| 100 |
1,573.42 |
961.76 |
611.66 |
63.5% |
41.06 |
4.3% |
0% |
False |
True |
|
| 120 |
1,670.32 |
961.76 |
708.56 |
73.5% |
41.54 |
4.3% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,130.97 |
|
2.618 |
1,078.37 |
|
1.618 |
1,046.14 |
|
1.000 |
1,026.22 |
|
0.618 |
1,013.91 |
|
HIGH |
993.99 |
|
0.618 |
981.68 |
|
0.500 |
977.88 |
|
0.382 |
974.07 |
|
LOW |
961.76 |
|
0.618 |
941.84 |
|
1.000 |
929.53 |
|
1.618 |
909.61 |
|
2.618 |
877.38 |
|
4.250 |
824.78 |
|
|
| Fisher Pivots for day following 02-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
977.88 |
1,018.25 |
| PP |
973.14 |
1,000.05 |
| S1 |
968.40 |
981.86 |
|