| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2002 |
28-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,094.66 |
1,084.58 |
-10.08 |
-0.9% |
1,104.10 |
| High |
1,095.99 |
1,085.98 |
-10.01 |
-0.9% |
1,104.10 |
| Low |
1,082.19 |
1,070.31 |
-11.88 |
-1.1% |
1,075.64 |
| Close |
1,083.82 |
1,074.55 |
-9.27 |
-0.9% |
1,083.82 |
| Range |
13.80 |
15.67 |
1.87 |
13.6% |
28.46 |
| ATR |
16.55 |
16.49 |
-0.06 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.96 |
1,114.92 |
1,083.17 |
|
| R3 |
1,108.29 |
1,099.25 |
1,078.86 |
|
| R2 |
1,092.62 |
1,092.62 |
1,077.42 |
|
| R1 |
1,083.58 |
1,083.58 |
1,075.99 |
1,080.27 |
| PP |
1,076.95 |
1,076.95 |
1,076.95 |
1,075.29 |
| S1 |
1,067.91 |
1,067.91 |
1,073.11 |
1,064.60 |
| S2 |
1,061.28 |
1,061.28 |
1,071.68 |
|
| S3 |
1,045.61 |
1,052.24 |
1,070.24 |
|
| S4 |
1,029.94 |
1,036.57 |
1,065.93 |
|
|
| Weekly Pivots for week ending 24-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.23 |
1,156.99 |
1,099.47 |
|
| R3 |
1,144.77 |
1,128.53 |
1,091.65 |
|
| R2 |
1,116.31 |
1,116.31 |
1,089.04 |
|
| R1 |
1,100.07 |
1,100.07 |
1,086.43 |
1,093.96 |
| PP |
1,087.85 |
1,087.85 |
1,087.85 |
1,084.80 |
| S1 |
1,071.61 |
1,071.61 |
1,081.21 |
1,065.50 |
| S2 |
1,059.39 |
1,059.39 |
1,078.60 |
|
| S3 |
1,030.93 |
1,043.15 |
1,075.99 |
|
| S4 |
1,002.47 |
1,014.69 |
1,068.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,099.55 |
1,070.31 |
29.24 |
2.7% |
15.37 |
1.4% |
15% |
False |
True |
|
| 10 |
1,106.59 |
1,070.31 |
36.28 |
3.4% |
14.72 |
1.4% |
12% |
False |
True |
|
| 20 |
1,106.59 |
1,048.96 |
57.63 |
5.4% |
16.98 |
1.6% |
44% |
False |
False |
|
| 40 |
1,143.01 |
1,048.96 |
94.05 |
8.8% |
15.83 |
1.5% |
27% |
False |
False |
|
| 60 |
1,173.94 |
1,048.96 |
124.98 |
11.6% |
15.23 |
1.4% |
20% |
False |
False |
|
| 80 |
1,173.94 |
1,048.96 |
124.98 |
11.6% |
15.80 |
1.5% |
20% |
False |
False |
|
| 100 |
1,176.97 |
1,048.96 |
128.01 |
11.9% |
15.64 |
1.5% |
20% |
False |
False |
|
| 120 |
1,176.97 |
1,048.96 |
128.01 |
11.9% |
15.31 |
1.4% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,152.58 |
|
2.618 |
1,127.00 |
|
1.618 |
1,111.33 |
|
1.000 |
1,101.65 |
|
0.618 |
1,095.66 |
|
HIGH |
1,085.98 |
|
0.618 |
1,079.99 |
|
0.500 |
1,078.15 |
|
0.382 |
1,076.30 |
|
LOW |
1,070.31 |
|
0.618 |
1,060.63 |
|
1.000 |
1,054.64 |
|
1.618 |
1,044.96 |
|
2.618 |
1,029.29 |
|
4.250 |
1,003.71 |
|
|