| Trading Metrics calculated at close of trading on 15-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2001 |
15-May-2001 |
Change |
Change % |
Previous Week |
| Open |
1,819.39 |
1,801.46 |
-17.93 |
-1.0% |
1,924.68 |
| High |
1,820.51 |
1,853.05 |
32.54 |
1.8% |
1,948.02 |
| Low |
1,769.33 |
1,790.51 |
21.18 |
1.2% |
1,810.89 |
| Close |
1,795.06 |
1,796.81 |
1.75 |
0.1% |
1,821.20 |
| Range |
51.18 |
62.54 |
11.36 |
22.2% |
137.13 |
| ATR |
87.13 |
85.38 |
-1.76 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.08 |
1,961.48 |
1,831.21 |
|
| R3 |
1,938.54 |
1,898.94 |
1,814.01 |
|
| R2 |
1,876.00 |
1,876.00 |
1,808.28 |
|
| R1 |
1,836.40 |
1,836.40 |
1,802.54 |
1,824.93 |
| PP |
1,813.46 |
1,813.46 |
1,813.46 |
1,807.72 |
| S1 |
1,773.86 |
1,773.86 |
1,791.08 |
1,762.39 |
| S2 |
1,750.92 |
1,750.92 |
1,785.34 |
|
| S3 |
1,688.38 |
1,711.32 |
1,779.61 |
|
| S4 |
1,625.84 |
1,648.78 |
1,762.41 |
|
|
| Weekly Pivots for week ending 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.43 |
2,183.44 |
1,896.62 |
|
| R3 |
2,134.30 |
2,046.31 |
1,858.91 |
|
| R2 |
1,997.17 |
1,997.17 |
1,846.34 |
|
| R1 |
1,909.18 |
1,909.18 |
1,833.77 |
1,884.61 |
| PP |
1,860.04 |
1,860.04 |
1,860.04 |
1,847.75 |
| S1 |
1,772.05 |
1,772.05 |
1,808.63 |
1,747.48 |
| S2 |
1,722.91 |
1,722.91 |
1,796.06 |
|
| S3 |
1,585.78 |
1,634.92 |
1,783.49 |
|
| S4 |
1,448.65 |
1,497.79 |
1,745.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,926.95 |
1,769.33 |
157.62 |
8.8% |
62.62 |
3.5% |
17% |
False |
False |
|
| 10 |
1,980.13 |
1,769.33 |
210.80 |
11.7% |
67.21 |
3.7% |
13% |
False |
False |
|
| 20 |
1,981.90 |
1,739.16 |
242.74 |
13.5% |
79.97 |
4.5% |
24% |
False |
False |
|
| 40 |
1,981.90 |
1,348.52 |
633.38 |
35.3% |
84.09 |
4.7% |
71% |
False |
False |
|
| 60 |
2,235.74 |
1,348.52 |
887.22 |
49.4% |
88.97 |
5.0% |
51% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
79.2% |
91.77 |
5.1% |
32% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
79.2% |
104.07 |
5.8% |
32% |
False |
False |
|
| 120 |
2,990.83 |
1,348.52 |
1,642.31 |
91.4% |
111.31 |
6.2% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.85 |
|
2.618 |
2,016.78 |
|
1.618 |
1,954.24 |
|
1.000 |
1,915.59 |
|
0.618 |
1,891.70 |
|
HIGH |
1,853.05 |
|
0.618 |
1,829.16 |
|
0.500 |
1,821.78 |
|
0.382 |
1,814.40 |
|
LOW |
1,790.51 |
|
0.618 |
1,751.86 |
|
1.000 |
1,727.97 |
|
1.618 |
1,689.32 |
|
2.618 |
1,626.78 |
|
4.250 |
1,524.72 |
|
|
| Fisher Pivots for day following 15-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,821.78 |
1,815.43 |
| PP |
1,813.46 |
1,809.22 |
| S1 |
1,805.13 |
1,803.02 |
|