| Trading Metrics calculated at close of trading on 18-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2002 |
18-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,476.50 |
9,684.52 |
208.02 |
2.2% |
9,587.38 |
| High |
9,687.77 |
9,721.75 |
33.98 |
0.4% |
9,758.80 |
| Low |
9,476.50 |
9,636.96 |
160.46 |
1.7% |
9,260.99 |
| Close |
9,687.42 |
9,706.12 |
18.70 |
0.2% |
9,474.21 |
| Range |
211.27 |
84.79 |
-126.48 |
-59.9% |
497.81 |
| ATR |
168.63 |
162.65 |
-5.99 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,942.65 |
9,909.17 |
9,752.75 |
|
| R3 |
9,857.86 |
9,824.38 |
9,729.44 |
|
| R2 |
9,773.07 |
9,773.07 |
9,721.66 |
|
| R1 |
9,739.59 |
9,739.59 |
9,713.89 |
9,756.33 |
| PP |
9,688.28 |
9,688.28 |
9,688.28 |
9,696.65 |
| S1 |
9,654.80 |
9,654.80 |
9,698.35 |
9,671.54 |
| S2 |
9,603.49 |
9,603.49 |
9,690.58 |
|
| S3 |
9,518.70 |
9,570.01 |
9,682.80 |
|
| S4 |
9,433.91 |
9,485.22 |
9,659.49 |
|
|
| 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 |
9,721.75 |
9,260.99 |
460.76 |
4.7% |
168.46 |
1.7% |
97% |
True |
False |
|
| 10 |
9,802.55 |
9,260.99 |
541.56 |
5.6% |
173.24 |
1.8% |
82% |
False |
False |
|
| 20 |
10,293.00 |
9,260.99 |
1,032.01 |
10.6% |
160.75 |
1.7% |
43% |
False |
False |
|
| 40 |
10,353.40 |
9,260.99 |
1,092.41 |
11.3% |
156.36 |
1.6% |
41% |
False |
False |
|
| 60 |
10,502.60 |
9,260.99 |
1,241.61 |
12.8% |
151.69 |
1.6% |
36% |
False |
False |
|
| 80 |
10,673.10 |
9,260.99 |
1,412.11 |
14.5% |
151.15 |
1.6% |
32% |
False |
False |
|
| 100 |
10,673.10 |
9,260.99 |
1,412.11 |
14.5% |
153.33 |
1.6% |
32% |
False |
False |
|
| 120 |
10,673.10 |
9,260.99 |
1,412.11 |
14.5% |
147.53 |
1.5% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,082.11 |
|
2.618 |
9,943.73 |
|
1.618 |
9,858.94 |
|
1.000 |
9,806.54 |
|
0.618 |
9,774.15 |
|
HIGH |
9,721.75 |
|
0.618 |
9,689.36 |
|
0.500 |
9,679.36 |
|
0.382 |
9,669.35 |
|
LOW |
9,636.96 |
|
0.618 |
9,584.56 |
|
1.000 |
9,552.17 |
|
1.618 |
9,499.77 |
|
2.618 |
9,414.98 |
|
4.250 |
9,276.60 |
|
|
| Fisher Pivots for day following 18-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,697.20 |
9,634.54 |
| PP |
9,688.28 |
9,562.95 |
| S1 |
9,679.36 |
9,491.37 |
|