| Trading Metrics calculated at close of trading on 29-Apr-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2002 |
29-Apr-2002 |
Change |
Change % |
Previous Week |
| Open |
1,092.79 |
1,076.89 |
-15.90 |
-1.5% |
1,122.68 |
| High |
1,096.77 |
1,078.95 |
-17.82 |
-1.6% |
1,122.68 |
| Low |
1,076.31 |
1,063.62 |
-12.69 |
-1.2% |
1,076.31 |
| Close |
1,076.32 |
1,065.45 |
-10.87 |
-1.0% |
1,076.32 |
| Range |
20.46 |
15.33 |
-5.13 |
-25.1% |
46.37 |
| ATR |
15.23 |
15.23 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,115.33 |
1,105.72 |
1,073.88 |
|
| R3 |
1,100.00 |
1,090.39 |
1,069.67 |
|
| R2 |
1,084.67 |
1,084.67 |
1,068.26 |
|
| R1 |
1,075.06 |
1,075.06 |
1,066.86 |
1,072.20 |
| PP |
1,069.34 |
1,069.34 |
1,069.34 |
1,067.91 |
| S1 |
1,059.73 |
1,059.73 |
1,064.04 |
1,056.87 |
| S2 |
1,054.01 |
1,054.01 |
1,062.64 |
|
| S3 |
1,038.68 |
1,044.40 |
1,061.23 |
|
| S4 |
1,023.35 |
1,029.07 |
1,057.02 |
|
|
| Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.88 |
1,199.97 |
1,101.82 |
|
| R3 |
1,184.51 |
1,153.60 |
1,089.07 |
|
| R2 |
1,138.14 |
1,138.14 |
1,084.82 |
|
| R1 |
1,107.23 |
1,107.23 |
1,080.57 |
1,099.50 |
| PP |
1,091.77 |
1,091.77 |
1,091.77 |
1,087.91 |
| S1 |
1,060.86 |
1,060.86 |
1,072.07 |
1,053.13 |
| S2 |
1,045.40 |
1,045.40 |
1,067.82 |
|
| S3 |
999.03 |
1,014.49 |
1,063.57 |
|
| S4 |
952.66 |
968.12 |
1,050.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,111.17 |
1,063.62 |
47.55 |
4.5% |
14.70 |
1.4% |
4% |
False |
True |
|
| 10 |
1,133.00 |
1,063.62 |
69.38 |
6.5% |
15.10 |
1.4% |
3% |
False |
True |
|
| 20 |
1,143.01 |
1,063.62 |
79.39 |
7.5% |
14.68 |
1.4% |
2% |
False |
True |
|
| 40 |
1,173.94 |
1,063.62 |
110.32 |
10.4% |
14.36 |
1.3% |
2% |
False |
True |
|
| 60 |
1,173.94 |
1,063.62 |
110.32 |
10.4% |
15.41 |
1.4% |
2% |
False |
True |
|
| 80 |
1,176.97 |
1,063.62 |
113.35 |
10.6% |
15.31 |
1.4% |
2% |
False |
True |
|
| 100 |
1,176.97 |
1,063.62 |
113.35 |
10.6% |
14.97 |
1.4% |
2% |
False |
True |
|
| 120 |
1,176.97 |
1,063.62 |
113.35 |
10.6% |
15.03 |
1.4% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,144.10 |
|
2.618 |
1,119.08 |
|
1.618 |
1,103.75 |
|
1.000 |
1,094.28 |
|
0.618 |
1,088.42 |
|
HIGH |
1,078.95 |
|
0.618 |
1,073.09 |
|
0.500 |
1,071.29 |
|
0.382 |
1,069.48 |
|
LOW |
1,063.62 |
|
0.618 |
1,054.15 |
|
1.000 |
1,048.29 |
|
1.618 |
1,038.82 |
|
2.618 |
1,023.49 |
|
4.250 |
998.47 |
|
|
| Fisher Pivots for day following 29-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,071.29 |
1,080.20 |
| PP |
1,069.34 |
1,075.28 |
| S1 |
1,067.40 |
1,070.37 |
|