| Trading Metrics calculated at close of trading on 17-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2002 |
17-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,498.92 |
9,476.50 |
-22.42 |
-0.2% |
9,587.38 |
| High |
9,498.92 |
9,687.77 |
188.85 |
2.0% |
9,758.80 |
| Low |
9,260.99 |
9,476.50 |
215.51 |
2.3% |
9,260.99 |
| Close |
9,474.21 |
9,687.42 |
213.21 |
2.3% |
9,474.21 |
| Range |
237.93 |
211.27 |
-26.66 |
-11.2% |
497.81 |
| ATR |
165.18 |
168.63 |
3.46 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,251.04 |
10,180.50 |
9,803.62 |
|
| R3 |
10,039.77 |
9,969.23 |
9,745.52 |
|
| R2 |
9,828.50 |
9,828.50 |
9,726.15 |
|
| R1 |
9,757.96 |
9,757.96 |
9,706.79 |
9,793.23 |
| PP |
9,617.23 |
9,617.23 |
9,617.23 |
9,634.87 |
| S1 |
9,546.69 |
9,546.69 |
9,668.05 |
9,581.96 |
| S2 |
9,405.96 |
9,405.96 |
9,648.69 |
|
| S3 |
9,194.69 |
9,335.42 |
9,629.32 |
|
| S4 |
8,983.42 |
9,124.15 |
9,571.22 |
|
|
| 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 |
5.1% |
201.53 |
2.1% |
86% |
False |
False |
|
| 10 |
9,802.55 |
9,260.99 |
541.56 |
5.6% |
179.42 |
1.9% |
79% |
False |
False |
|
| 20 |
10,348.90 |
9,260.99 |
1,087.91 |
11.2% |
163.37 |
1.7% |
39% |
False |
False |
|
| 40 |
10,353.40 |
9,260.99 |
1,092.41 |
11.3% |
157.91 |
1.6% |
39% |
False |
False |
|
| 60 |
10,502.60 |
9,260.99 |
1,241.61 |
12.8% |
152.02 |
1.6% |
34% |
False |
False |
|
| 80 |
10,673.10 |
9,260.99 |
1,412.11 |
14.6% |
152.67 |
1.6% |
30% |
False |
False |
|
| 100 |
10,673.10 |
9,260.99 |
1,412.11 |
14.6% |
153.70 |
1.6% |
30% |
False |
False |
|
| 120 |
10,673.10 |
9,260.99 |
1,412.11 |
14.6% |
147.14 |
1.5% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,585.67 |
|
2.618 |
10,240.87 |
|
1.618 |
10,029.60 |
|
1.000 |
9,899.04 |
|
0.618 |
9,818.33 |
|
HIGH |
9,687.77 |
|
0.618 |
9,607.06 |
|
0.500 |
9,582.14 |
|
0.382 |
9,557.21 |
|
LOW |
9,476.50 |
|
0.618 |
9,345.94 |
|
1.000 |
9,265.23 |
|
1.618 |
9,134.67 |
|
2.618 |
8,923.40 |
|
4.250 |
8,578.60 |
|
|
| Fisher Pivots for day following 17-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,652.33 |
9,616.41 |
| PP |
9,617.23 |
9,545.39 |
| S1 |
9,582.14 |
9,474.38 |
|