| Trading Metrics calculated at close of trading on 07-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2002 |
07-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,795.70 |
9,592.38 |
-203.32 |
-2.1% |
9,923.94 |
| High |
9,802.55 |
9,636.47 |
-166.08 |
-1.7% |
9,986.49 |
| Low |
9,594.66 |
9,472.54 |
-122.12 |
-1.3% |
9,472.54 |
| Close |
9,624.64 |
9,589.67 |
-34.97 |
-0.4% |
9,589.67 |
| Range |
207.89 |
163.93 |
-43.96 |
-21.1% |
513.95 |
| ATR |
152.31 |
153.14 |
0.83 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,058.02 |
9,987.77 |
9,679.83 |
|
| R3 |
9,894.09 |
9,823.84 |
9,634.75 |
|
| R2 |
9,730.16 |
9,730.16 |
9,619.72 |
|
| R1 |
9,659.91 |
9,659.91 |
9,604.70 |
9,613.07 |
| PP |
9,566.23 |
9,566.23 |
9,566.23 |
9,542.81 |
| S1 |
9,495.98 |
9,495.98 |
9,574.64 |
9,449.14 |
| S2 |
9,402.30 |
9,402.30 |
9,559.62 |
|
| S3 |
9,238.37 |
9,332.05 |
9,544.59 |
|
| S4 |
9,074.44 |
9,168.12 |
9,499.51 |
|
|
| Weekly Pivots for week ending 07-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,224.75 |
10,921.16 |
9,872.34 |
|
| R3 |
10,710.80 |
10,407.21 |
9,731.01 |
|
| R2 |
10,196.85 |
10,196.85 |
9,683.89 |
|
| R1 |
9,893.26 |
9,893.26 |
9,636.78 |
9,788.08 |
| PP |
9,682.90 |
9,682.90 |
9,682.90 |
9,630.31 |
| S1 |
9,379.31 |
9,379.31 |
9,542.56 |
9,274.13 |
| S2 |
9,168.95 |
9,168.95 |
9,495.45 |
|
| S3 |
8,655.00 |
8,865.36 |
9,448.33 |
|
| S4 |
8,141.05 |
8,351.41 |
9,307.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,986.49 |
9,472.54 |
513.95 |
5.4% |
182.66 |
1.9% |
23% |
False |
True |
|
| 10 |
10,217.70 |
9,472.54 |
745.16 |
7.8% |
153.70 |
1.6% |
16% |
False |
True |
|
| 20 |
10,353.40 |
9,472.54 |
880.86 |
9.2% |
146.50 |
1.5% |
13% |
False |
True |
|
| 40 |
10,353.40 |
9,472.54 |
880.86 |
9.2% |
150.35 |
1.6% |
13% |
False |
True |
|
| 60 |
10,673.10 |
9,472.54 |
1,200.56 |
12.5% |
144.06 |
1.5% |
10% |
False |
True |
|
| 80 |
10,673.10 |
9,472.54 |
1,200.56 |
12.5% |
149.78 |
1.6% |
10% |
False |
True |
|
| 100 |
10,673.10 |
9,472.54 |
1,200.56 |
12.5% |
150.11 |
1.6% |
10% |
False |
True |
|
| 120 |
10,673.10 |
9,472.54 |
1,200.56 |
12.5% |
143.36 |
1.5% |
10% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,333.17 |
|
2.618 |
10,065.64 |
|
1.618 |
9,901.71 |
|
1.000 |
9,800.40 |
|
0.618 |
9,737.78 |
|
HIGH |
9,636.47 |
|
0.618 |
9,573.85 |
|
0.500 |
9,554.51 |
|
0.382 |
9,535.16 |
|
LOW |
9,472.54 |
|
0.618 |
9,371.23 |
|
1.000 |
9,308.61 |
|
1.618 |
9,207.30 |
|
2.618 |
9,043.37 |
|
4.250 |
8,775.84 |
|
|
| Fisher Pivots for day following 07-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,577.95 |
9,637.55 |
| PP |
9,566.23 |
9,621.59 |
| S1 |
9,554.51 |
9,605.63 |
|