| Trading Metrics calculated at close of trading on 27-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2002 |
27-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,108.22 |
9,122.12 |
13.90 |
0.2% |
9,476.50 |
| High |
9,160.81 |
9,269.92 |
109.11 |
1.2% |
9,733.39 |
| Low |
8,926.57 |
9,034.96 |
108.39 |
1.2% |
9,220.63 |
| Close |
9,120.11 |
9,269.92 |
149.81 |
1.6% |
9,253.79 |
| Range |
234.24 |
234.96 |
0.72 |
0.3% |
512.76 |
| ATR |
187.99 |
191.34 |
3.36 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,896.48 |
9,818.16 |
9,399.15 |
|
| R3 |
9,661.52 |
9,583.20 |
9,334.53 |
|
| R2 |
9,426.56 |
9,426.56 |
9,313.00 |
|
| R1 |
9,348.24 |
9,348.24 |
9,291.46 |
9,387.40 |
| PP |
9,191.60 |
9,191.60 |
9,191.60 |
9,211.18 |
| S1 |
9,113.28 |
9,113.28 |
9,248.38 |
9,152.44 |
| S2 |
8,956.64 |
8,956.64 |
9,226.84 |
|
| S3 |
8,721.68 |
8,878.32 |
9,205.31 |
|
| S4 |
8,486.72 |
8,643.36 |
9,140.69 |
|
|
| Weekly Pivots for week ending 21-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,940.88 |
10,610.10 |
9,535.81 |
|
| R3 |
10,428.12 |
10,097.34 |
9,394.80 |
|
| R2 |
9,915.36 |
9,915.36 |
9,347.80 |
|
| R1 |
9,584.58 |
9,584.58 |
9,300.79 |
9,493.59 |
| PP |
9,402.60 |
9,402.60 |
9,402.60 |
9,357.11 |
| S1 |
9,071.82 |
9,071.82 |
9,206.79 |
8,980.83 |
| S2 |
8,889.84 |
8,889.84 |
9,159.78 |
|
| S3 |
8,377.08 |
8,559.06 |
9,112.78 |
|
| S4 |
7,864.32 |
8,046.30 |
8,971.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,430.66 |
8,926.57 |
504.09 |
5.4% |
253.49 |
2.7% |
68% |
False |
False |
|
| 10 |
9,733.39 |
8,926.57 |
806.82 |
8.7% |
214.01 |
2.3% |
43% |
False |
False |
|
| 20 |
10,042.30 |
8,926.57 |
1,115.73 |
12.0% |
194.74 |
2.1% |
31% |
False |
False |
|
| 40 |
10,353.40 |
8,926.57 |
1,426.83 |
15.4% |
169.09 |
1.8% |
24% |
False |
False |
|
| 60 |
10,394.70 |
8,926.57 |
1,468.13 |
15.8% |
162.36 |
1.8% |
23% |
False |
False |
|
| 80 |
10,673.10 |
8,926.57 |
1,746.53 |
18.8% |
154.25 |
1.7% |
20% |
False |
False |
|
| 100 |
10,673.10 |
8,926.57 |
1,746.53 |
18.8% |
156.92 |
1.7% |
20% |
False |
False |
|
| 120 |
10,673.10 |
8,926.57 |
1,746.53 |
18.8% |
154.56 |
1.7% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,268.50 |
|
2.618 |
9,885.05 |
|
1.618 |
9,650.09 |
|
1.000 |
9,504.88 |
|
0.618 |
9,415.13 |
|
HIGH |
9,269.92 |
|
0.618 |
9,180.17 |
|
0.500 |
9,152.44 |
|
0.382 |
9,124.71 |
|
LOW |
9,034.96 |
|
0.618 |
8,889.75 |
|
1.000 |
8,800.00 |
|
1.618 |
8,654.79 |
|
2.618 |
8,419.83 |
|
4.250 |
8,036.38 |
|
|
| Fisher Pivots for day following 27-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,230.76 |
9,236.56 |
| PP |
9,191.60 |
9,203.19 |
| S1 |
9,152.44 |
9,169.83 |
|