| Trading Metrics calculated at close of trading on 24-Jun-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2003 |
24-Jun-2003 |
Change |
Change % |
Previous Week |
| Open |
9,199.49 |
9,071.48 |
-128.01 |
-1.4% |
9,117.56 |
| High |
9,199.70 |
9,140.81 |
-58.89 |
-0.6% |
9,352.77 |
| Low |
9,038.29 |
9,057.89 |
19.60 |
0.2% |
9,117.56 |
| Close |
9,072.95 |
9,109.85 |
36.90 |
0.4% |
9,200.75 |
| Range |
161.41 |
82.92 |
-78.49 |
-48.6% |
235.21 |
| ATR |
131.57 |
128.09 |
-3.47 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,351.61 |
9,313.65 |
9,155.46 |
|
| R3 |
9,268.69 |
9,230.73 |
9,132.65 |
|
| R2 |
9,185.77 |
9,185.77 |
9,125.05 |
|
| R1 |
9,147.81 |
9,147.81 |
9,117.45 |
9,166.79 |
| PP |
9,102.85 |
9,102.85 |
9,102.85 |
9,112.34 |
| S1 |
9,064.89 |
9,064.89 |
9,102.25 |
9,083.87 |
| S2 |
9,019.93 |
9,019.93 |
9,094.65 |
|
| S3 |
8,937.01 |
8,981.97 |
9,087.05 |
|
| S4 |
8,854.09 |
8,899.05 |
9,064.24 |
|
|
| Weekly Pivots for week ending 20-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,929.32 |
9,800.25 |
9,330.12 |
|
| R3 |
9,694.11 |
9,565.04 |
9,265.43 |
|
| R2 |
9,458.90 |
9,458.90 |
9,243.87 |
|
| R1 |
9,329.83 |
9,329.83 |
9,222.31 |
9,394.37 |
| PP |
9,223.69 |
9,223.69 |
9,223.69 |
9,255.96 |
| S1 |
9,094.62 |
9,094.62 |
9,179.19 |
9,159.16 |
| S2 |
8,988.48 |
8,988.48 |
9,157.63 |
|
| S3 |
8,753.27 |
8,859.41 |
9,136.07 |
|
| S4 |
8,518.06 |
8,624.20 |
9,071.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,333.66 |
9,038.29 |
295.37 |
3.2% |
120.01 |
1.3% |
24% |
False |
False |
|
| 10 |
9,352.77 |
9,038.07 |
314.70 |
3.5% |
129.83 |
1.4% |
23% |
False |
False |
|
| 20 |
9,352.77 |
8,679.60 |
673.17 |
7.4% |
127.19 |
1.4% |
64% |
False |
False |
|
| 40 |
9,352.77 |
8,340.23 |
1,012.54 |
11.1% |
126.15 |
1.4% |
76% |
False |
False |
|
| 60 |
9,352.77 |
7,929.31 |
1,423.46 |
15.6% |
133.21 |
1.5% |
83% |
False |
False |
|
| 80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
142.63 |
1.6% |
87% |
False |
False |
|
| 100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
144.04 |
1.6% |
87% |
False |
False |
|
| 120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
146.65 |
1.6% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,493.22 |
|
2.618 |
9,357.89 |
|
1.618 |
9,274.97 |
|
1.000 |
9,223.73 |
|
0.618 |
9,192.05 |
|
HIGH |
9,140.81 |
|
0.618 |
9,109.13 |
|
0.500 |
9,099.35 |
|
0.382 |
9,089.57 |
|
LOW |
9,057.89 |
|
0.618 |
9,006.65 |
|
1.000 |
8,974.97 |
|
1.618 |
8,923.73 |
|
2.618 |
8,840.81 |
|
4.250 |
8,705.48 |
|
|
| Fisher Pivots for day following 24-Jun-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,106.35 |
9,157.40 |
| PP |
9,102.85 |
9,141.55 |
| S1 |
9,099.35 |
9,125.70 |
|