| Daily Pivots for day following 03-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,117.51 |
1,102.22 |
1,020.77 |
|
| R3 |
1,071.89 |
1,056.60 |
1,008.23 |
|
| R2 |
1,026.27 |
1,026.27 |
1,004.04 |
|
| R1 |
1,010.98 |
1,010.98 |
999.86 |
1,018.63 |
| PP |
980.65 |
980.65 |
980.65 |
984.48 |
| S1 |
965.36 |
965.36 |
991.50 |
973.01 |
| S2 |
935.03 |
935.03 |
987.32 |
|
| S3 |
889.41 |
919.74 |
983.13 |
|
| S4 |
843.79 |
874.12 |
970.59 |
|
|
| 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 |
950.33 |
124.40 |
12.5% |
40.66 |
4.1% |
36% |
False |
True |
|
| 10 |
1,102.72 |
950.33 |
152.39 |
15.3% |
46.32 |
4.7% |
30% |
False |
True |
|
| 20 |
1,185.29 |
950.33 |
234.96 |
23.6% |
42.44 |
4.3% |
19% |
False |
True |
|
| 40 |
1,350.54 |
950.33 |
400.21 |
40.2% |
42.05 |
4.2% |
11% |
False |
True |
|
| 60 |
1,426.01 |
950.33 |
475.68 |
47.8% |
41.05 |
4.1% |
10% |
False |
True |
|
| 80 |
1,523.45 |
950.33 |
573.12 |
57.6% |
39.95 |
4.0% |
8% |
False |
True |
|
| 100 |
1,573.42 |
950.33 |
623.09 |
62.6% |
41.06 |
4.1% |
7% |
False |
True |
|
| 120 |
1,670.32 |
950.33 |
719.99 |
72.3% |
41.65 |
4.2% |
6% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,189.84 |
|
2.618 |
1,115.38 |
|
1.618 |
1,069.76 |
|
1.000 |
1,041.57 |
|
0.618 |
1,024.14 |
|
HIGH |
995.95 |
|
0.618 |
978.52 |
|
0.500 |
973.14 |
|
0.382 |
967.76 |
|
LOW |
950.33 |
|
0.618 |
922.14 |
|
1.000 |
904.71 |
|
1.618 |
876.52 |
|
2.618 |
830.90 |
|
4.250 |
756.45 |
|
|