Trading Metrics calculated at close of trading on 14-Jun-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2002 |
14-Jun-2002 |
Change |
Change % |
Previous Week |
Open |
9,612.87 |
9,498.92 |
-113.95 |
-1.2% |
9,587.38 |
High |
9,625.40 |
9,498.92 |
-126.48 |
-1.3% |
9,758.80 |
Low |
9,491.86 |
9,260.99 |
-230.87 |
-2.4% |
9,260.99 |
Close |
9,502.80 |
9,474.21 |
-28.59 |
-0.3% |
9,474.21 |
Range |
133.54 |
237.93 |
104.39 |
78.2% |
497.81 |
ATR |
159.28 |
165.18 |
5.89 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,125.16 |
10,037.62 |
9,605.07 |
|
R3 |
9,887.23 |
9,799.69 |
9,539.64 |
|
R2 |
9,649.30 |
9,649.30 |
9,517.83 |
|
R1 |
9,561.76 |
9,561.76 |
9,496.02 |
9,486.57 |
PP |
9,411.37 |
9,411.37 |
9,411.37 |
9,373.78 |
S1 |
9,323.83 |
9,323.83 |
9,452.40 |
9,248.64 |
S2 |
9,173.44 |
9,173.44 |
9,430.59 |
|
S3 |
8,935.51 |
9,085.90 |
9,408.78 |
|
S4 |
8,697.58 |
8,847.97 |
9,343.35 |
|
|
Weekly Pivots for week ending 14-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,991.43 |
10,730.63 |
9,748.01 |
|
R3 |
10,493.62 |
10,232.82 |
9,611.11 |
|
R2 |
9,995.81 |
9,995.81 |
9,565.48 |
|
R1 |
9,735.01 |
9,735.01 |
9,519.84 |
9,616.51 |
PP |
9,498.00 |
9,498.00 |
9,498.00 |
9,438.75 |
S1 |
9,237.20 |
9,237.20 |
9,428.58 |
9,118.70 |
S2 |
9,000.19 |
9,000.19 |
9,382.94 |
|
S3 |
8,502.38 |
8,739.39 |
9,337.31 |
|
S4 |
8,004.57 |
8,241.58 |
9,200.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,758.80 |
9,260.99 |
497.81 |
5.3% |
190.38 |
2.0% |
43% |
False |
True |
|
10 |
9,986.49 |
9,260.99 |
725.50 |
7.7% |
186.52 |
2.0% |
29% |
False |
True |
|
20 |
10,353.40 |
9,260.99 |
1,092.41 |
11.5% |
157.64 |
1.7% |
20% |
False |
True |
|
40 |
10,353.40 |
9,260.99 |
1,092.41 |
11.5% |
154.09 |
1.6% |
20% |
False |
True |
|
60 |
10,505.70 |
9,260.99 |
1,244.71 |
13.1% |
151.02 |
1.6% |
17% |
False |
True |
|
80 |
10,673.10 |
9,260.99 |
1,412.11 |
14.9% |
152.50 |
1.6% |
15% |
False |
True |
|
100 |
10,673.10 |
9,260.99 |
1,412.11 |
14.9% |
152.52 |
1.6% |
15% |
False |
True |
|
120 |
10,673.10 |
9,260.99 |
1,412.11 |
14.9% |
146.07 |
1.5% |
15% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,510.12 |
2.618 |
10,121.82 |
1.618 |
9,883.89 |
1.000 |
9,736.85 |
0.618 |
9,645.96 |
HIGH |
9,498.92 |
0.618 |
9,408.03 |
0.500 |
9,379.96 |
0.382 |
9,351.88 |
LOW |
9,260.99 |
0.618 |
9,113.95 |
1.000 |
9,023.06 |
1.618 |
8,876.02 |
2.618 |
8,638.09 |
4.250 |
8,249.79 |
|
|
Fisher Pivots for day following 14-Jun-2002 |
Pivot |
1 day |
3 day |
R1 |
9,442.79 |
9,463.87 |
PP |
9,411.37 |
9,453.53 |
S1 |
9,379.96 |
9,443.20 |
|