| Trading Metrics calculated at close of trading on 03-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2002 |
03-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
9,104.95 |
9,006.37 |
-98.58 |
-1.1% |
9,252.47 |
| High |
9,135.82 |
9,070.89 |
-64.93 |
-0.7% |
9,413.08 |
| Low |
8,960.54 |
8,897.54 |
-63.00 |
-0.7% |
8,926.57 |
| Close |
9,007.75 |
9,054.97 |
47.22 |
0.5% |
9,243.26 |
| Range |
175.28 |
173.35 |
-1.93 |
-1.1% |
486.51 |
| ATR |
188.05 |
187.00 |
-1.05 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,527.85 |
9,464.76 |
9,150.31 |
|
| R3 |
9,354.50 |
9,291.41 |
9,102.64 |
|
| R2 |
9,181.15 |
9,181.15 |
9,086.75 |
|
| R1 |
9,118.06 |
9,118.06 |
9,070.86 |
9,149.61 |
| PP |
9,007.80 |
9,007.80 |
9,007.80 |
9,023.57 |
| S1 |
8,944.71 |
8,944.71 |
9,039.08 |
8,976.26 |
| S2 |
8,834.45 |
8,834.45 |
9,023.19 |
|
| S3 |
8,661.10 |
8,771.36 |
9,007.30 |
|
| S4 |
8,487.75 |
8,598.01 |
8,959.63 |
|
|
| 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 |
9,362.82 |
8,897.54 |
465.28 |
5.1% |
185.85 |
2.1% |
34% |
False |
True |
|
| 10 |
9,573.89 |
8,897.54 |
676.35 |
7.5% |
210.97 |
2.3% |
23% |
False |
True |
|
| 20 |
9,802.55 |
8,897.54 |
905.01 |
10.0% |
196.01 |
2.2% |
17% |
False |
True |
|
| 40 |
10,353.40 |
8,897.54 |
1,455.86 |
16.1% |
172.68 |
1.9% |
11% |
False |
True |
|
| 60 |
10,394.70 |
8,897.54 |
1,497.16 |
16.5% |
166.19 |
1.8% |
11% |
False |
True |
|
| 80 |
10,673.10 |
8,897.54 |
1,775.56 |
19.6% |
155.84 |
1.7% |
9% |
False |
True |
|
| 100 |
10,673.10 |
8,897.54 |
1,775.56 |
19.6% |
158.07 |
1.7% |
9% |
False |
True |
|
| 120 |
10,673.10 |
8,897.54 |
1,775.56 |
19.6% |
156.40 |
1.7% |
9% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,807.63 |
|
2.618 |
9,524.72 |
|
1.618 |
9,351.37 |
|
1.000 |
9,244.24 |
|
0.618 |
9,178.02 |
|
HIGH |
9,070.89 |
|
0.618 |
9,004.67 |
|
0.500 |
8,984.22 |
|
0.382 |
8,963.76 |
|
LOW |
8,897.54 |
|
0.618 |
8,790.41 |
|
1.000 |
8,724.19 |
|
1.618 |
8,617.06 |
|
2.618 |
8,443.71 |
|
4.250 |
8,160.80 |
|
|
| Fisher Pivots for day following 03-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,031.39 |
9,112.49 |
| PP |
9,007.80 |
9,093.32 |
| S1 |
8,984.22 |
9,074.14 |
|