| Trading Metrics calculated at close of trading on 06-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2002 |
06-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,688.53 |
9,795.70 |
107.17 |
1.1% |
10,106.50 |
| High |
9,800.89 |
9,802.55 |
1.66 |
0.0% |
10,118.50 |
| Low |
9,688.32 |
9,594.66 |
-93.66 |
-1.0% |
9,802.23 |
| Close |
9,796.80 |
9,624.64 |
-172.16 |
-1.8% |
9,925.25 |
| Range |
112.57 |
207.89 |
95.32 |
84.7% |
316.27 |
| ATR |
148.03 |
152.31 |
4.28 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,297.62 |
10,169.02 |
9,738.98 |
|
| R3 |
10,089.73 |
9,961.13 |
9,681.81 |
|
| R2 |
9,881.84 |
9,881.84 |
9,662.75 |
|
| R1 |
9,753.24 |
9,753.24 |
9,643.70 |
9,713.60 |
| PP |
9,673.95 |
9,673.95 |
9,673.95 |
9,654.13 |
| S1 |
9,545.35 |
9,545.35 |
9,605.58 |
9,505.71 |
| S2 |
9,466.06 |
9,466.06 |
9,586.53 |
|
| S3 |
9,258.17 |
9,337.46 |
9,567.47 |
|
| S4 |
9,050.28 |
9,129.57 |
9,510.30 |
|
|
| Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,897.47 |
10,727.63 |
10,099.20 |
|
| R3 |
10,581.20 |
10,411.36 |
10,012.22 |
|
| R2 |
10,264.93 |
10,264.93 |
9,983.23 |
|
| R1 |
10,095.09 |
10,095.09 |
9,954.24 |
10,021.88 |
| PP |
9,948.66 |
9,948.66 |
9,948.66 |
9,912.05 |
| S1 |
9,778.82 |
9,778.82 |
9,896.26 |
9,705.61 |
| S2 |
9,632.39 |
9,632.39 |
9,867.27 |
|
| S3 |
9,316.12 |
9,462.55 |
9,838.28 |
|
| S4 |
8,999.85 |
9,146.28 |
9,751.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,042.30 |
9,592.79 |
449.51 |
4.7% |
175.34 |
1.8% |
7% |
False |
False |
|
| 10 |
10,217.70 |
9,592.79 |
624.91 |
6.5% |
150.21 |
1.6% |
5% |
False |
False |
|
| 20 |
10,353.40 |
9,592.79 |
760.61 |
7.9% |
144.70 |
1.5% |
4% |
False |
False |
|
| 40 |
10,378.90 |
9,592.79 |
786.11 |
8.2% |
151.87 |
1.6% |
4% |
False |
False |
|
| 60 |
10,673.10 |
9,592.79 |
1,080.31 |
11.2% |
143.76 |
1.5% |
3% |
False |
False |
|
| 80 |
10,673.10 |
9,592.79 |
1,080.31 |
11.2% |
148.91 |
1.5% |
3% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.9% |
149.43 |
1.6% |
8% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.9% |
143.19 |
1.5% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,686.08 |
|
2.618 |
10,346.81 |
|
1.618 |
10,138.92 |
|
1.000 |
10,010.44 |
|
0.618 |
9,931.03 |
|
HIGH |
9,802.55 |
|
0.618 |
9,723.14 |
|
0.500 |
9,698.61 |
|
0.382 |
9,674.07 |
|
LOW |
9,594.66 |
|
0.618 |
9,466.18 |
|
1.000 |
9,386.77 |
|
1.618 |
9,258.29 |
|
2.618 |
9,050.40 |
|
4.250 |
8,711.13 |
|
|
| Fisher Pivots for day following 06-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,698.61 |
9,697.67 |
| PP |
9,673.95 |
9,673.33 |
| S1 |
9,649.30 |
9,648.98 |
|