| Trading Metrics calculated at close of trading on 03-Jun-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2003 |
03-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
8,851.45 |
8,898.23 |
46.78 |
0.5% |
8,600.54 |
| High |
9,003.27 |
8,940.38 |
-62.89 |
-0.7% |
8,868.33 |
| Low |
8,851.45 |
8,861.32 |
9.87 |
0.1% |
8,540.59 |
| Close |
8,897.81 |
8,922.95 |
25.14 |
0.3% |
8,850.26 |
| Range |
151.82 |
79.06 |
-72.76 |
-47.9% |
327.74 |
| ATR |
137.17 |
133.02 |
-4.15 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,145.40 |
9,113.23 |
8,966.43 |
|
| R3 |
9,066.34 |
9,034.17 |
8,944.69 |
|
| R2 |
8,987.28 |
8,987.28 |
8,937.44 |
|
| R1 |
8,955.11 |
8,955.11 |
8,930.20 |
8,971.20 |
| PP |
8,908.22 |
8,908.22 |
8,908.22 |
8,916.26 |
| S1 |
8,876.05 |
8,876.05 |
8,915.70 |
8,892.14 |
| S2 |
8,829.16 |
8,829.16 |
8,908.46 |
|
| S3 |
8,750.10 |
8,796.99 |
8,901.21 |
|
| S4 |
8,671.04 |
8,717.93 |
8,879.47 |
|
|
| Weekly Pivots for week ending 30-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,736.28 |
9,621.01 |
9,030.52 |
|
| R3 |
9,408.54 |
9,293.27 |
8,940.39 |
|
| R2 |
9,080.80 |
9,080.80 |
8,910.35 |
|
| R1 |
8,965.53 |
8,965.53 |
8,880.30 |
9,023.17 |
| PP |
8,753.06 |
8,753.06 |
8,753.06 |
8,781.88 |
| S1 |
8,637.79 |
8,637.79 |
8,820.22 |
8,695.43 |
| S2 |
8,425.32 |
8,425.32 |
8,790.17 |
|
| S3 |
8,097.58 |
8,310.05 |
8,760.13 |
|
| S4 |
7,769.84 |
7,982.31 |
8,670.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,003.27 |
8,679.60 |
323.67 |
3.6% |
130.28 |
1.5% |
75% |
False |
False |
|
| 10 |
9,003.27 |
8,416.72 |
586.55 |
6.6% |
133.19 |
1.5% |
86% |
False |
False |
|
| 20 |
9,003.27 |
8,416.72 |
586.55 |
6.6% |
125.84 |
1.4% |
86% |
False |
False |
|
| 40 |
9,003.27 |
8,145.87 |
857.40 |
9.6% |
133.28 |
1.5% |
91% |
False |
False |
|
| 60 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
146.74 |
1.6% |
95% |
False |
False |
|
| 80 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
147.19 |
1.6% |
95% |
False |
False |
|
| 100 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
149.13 |
1.7% |
95% |
False |
False |
|
| 120 |
9,003.27 |
7,416.64 |
1,586.63 |
17.8% |
146.79 |
1.6% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,276.39 |
|
2.618 |
9,147.36 |
|
1.618 |
9,068.30 |
|
1.000 |
9,019.44 |
|
0.618 |
8,989.24 |
|
HIGH |
8,940.38 |
|
0.618 |
8,910.18 |
|
0.500 |
8,900.85 |
|
0.382 |
8,891.52 |
|
LOW |
8,861.32 |
|
0.618 |
8,812.46 |
|
1.000 |
8,782.26 |
|
1.618 |
8,733.40 |
|
2.618 |
8,654.34 |
|
4.250 |
8,525.32 |
|
|
| Fisher Pivots for day following 03-Jun-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,915.58 |
8,901.08 |
| PP |
8,908.22 |
8,879.20 |
| S1 |
8,900.85 |
8,857.33 |
|