| Trading Metrics calculated at close of trading on 28-Jun-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2002 |
28-Jun-2002 |
Change |
Change % |
Previous Week |
| Open |
9,122.12 |
9,270.33 |
148.21 |
1.6% |
9,252.47 |
| High |
9,269.92 |
9,362.82 |
92.90 |
1.0% |
9,413.08 |
| Low |
9,034.96 |
9,237.73 |
202.77 |
2.2% |
8,926.57 |
| Close |
9,269.92 |
9,243.26 |
-26.66 |
-0.3% |
9,243.26 |
| Range |
234.96 |
125.09 |
-109.87 |
-46.8% |
486.51 |
| ATR |
191.34 |
186.61 |
-4.73 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,656.54 |
9,574.99 |
9,312.06 |
|
| R3 |
9,531.45 |
9,449.90 |
9,277.66 |
|
| R2 |
9,406.36 |
9,406.36 |
9,266.19 |
|
| R1 |
9,324.81 |
9,324.81 |
9,254.73 |
9,303.04 |
| PP |
9,281.27 |
9,281.27 |
9,281.27 |
9,270.39 |
| S1 |
9,199.72 |
9,199.72 |
9,231.79 |
9,177.95 |
| S2 |
9,156.18 |
9,156.18 |
9,220.33 |
|
| S3 |
9,031.09 |
9,074.63 |
9,208.86 |
|
| S4 |
8,906.00 |
8,949.54 |
9,174.46 |
|
|
| Weekly Pivots for week ending 28-Jun-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,653.83 |
10,435.06 |
9,510.84 |
|
| R3 |
10,167.32 |
9,948.55 |
9,377.05 |
|
| R2 |
9,680.81 |
9,680.81 |
9,332.45 |
|
| R1 |
9,462.04 |
9,462.04 |
9,287.86 |
9,328.17 |
| PP |
9,194.30 |
9,194.30 |
9,194.30 |
9,127.37 |
| S1 |
8,975.53 |
8,975.53 |
9,198.66 |
8,841.66 |
| S2 |
8,707.79 |
8,707.79 |
9,154.07 |
|
| S3 |
8,221.28 |
8,489.02 |
9,109.47 |
|
| S4 |
7,734.77 |
8,002.51 |
8,975.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,413.08 |
8,926.57 |
486.51 |
5.3% |
236.50 |
2.6% |
65% |
False |
False |
|
| 10 |
9,733.39 |
8,926.57 |
806.82 |
8.7% |
202.73 |
2.2% |
39% |
False |
False |
|
| 20 |
9,986.49 |
8,926.57 |
1,059.92 |
11.5% |
194.63 |
2.1% |
30% |
False |
False |
|
| 40 |
10,353.40 |
8,926.57 |
1,426.83 |
15.4% |
170.28 |
1.8% |
22% |
False |
False |
|
| 60 |
10,394.70 |
8,926.57 |
1,468.13 |
15.9% |
162.70 |
1.8% |
22% |
False |
False |
|
| 80 |
10,673.10 |
8,926.57 |
1,746.53 |
18.9% |
153.62 |
1.7% |
18% |
False |
False |
|
| 100 |
10,673.10 |
8,926.57 |
1,746.53 |
18.9% |
156.47 |
1.7% |
18% |
False |
False |
|
| 120 |
10,673.10 |
8,926.57 |
1,746.53 |
18.9% |
154.66 |
1.7% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,894.45 |
|
2.618 |
9,690.31 |
|
1.618 |
9,565.22 |
|
1.000 |
9,487.91 |
|
0.618 |
9,440.13 |
|
HIGH |
9,362.82 |
|
0.618 |
9,315.04 |
|
0.500 |
9,300.28 |
|
0.382 |
9,285.51 |
|
LOW |
9,237.73 |
|
0.618 |
9,160.42 |
|
1.000 |
9,112.64 |
|
1.618 |
9,035.33 |
|
2.618 |
8,910.24 |
|
4.250 |
8,706.10 |
|
|
| Fisher Pivots for day following 28-Jun-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,300.28 |
9,210.41 |
| PP |
9,281.27 |
9,177.55 |
| S1 |
9,262.27 |
9,144.70 |
|