| Trading Metrics calculated at close of trading on 16-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2001 |
16-May-2001 |
Change |
Change % |
Previous Week |
| Open |
1,801.46 |
1,778.71 |
-22.75 |
-1.3% |
1,924.68 |
| High |
1,853.05 |
1,904.25 |
51.20 |
2.8% |
1,948.02 |
| Low |
1,790.51 |
1,768.62 |
-21.89 |
-1.2% |
1,810.89 |
| Close |
1,796.81 |
1,899.47 |
102.66 |
5.7% |
1,821.20 |
| Range |
62.54 |
135.63 |
73.09 |
116.9% |
137.13 |
| ATR |
85.38 |
88.97 |
3.59 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.34 |
2,217.53 |
1,974.07 |
|
| R3 |
2,128.71 |
2,081.90 |
1,936.77 |
|
| R2 |
1,993.08 |
1,993.08 |
1,924.34 |
|
| R1 |
1,946.27 |
1,946.27 |
1,911.90 |
1,969.68 |
| PP |
1,857.45 |
1,857.45 |
1,857.45 |
1,869.15 |
| S1 |
1,810.64 |
1,810.64 |
1,887.04 |
1,834.05 |
| S2 |
1,721.82 |
1,721.82 |
1,874.60 |
|
| S3 |
1,586.19 |
1,675.01 |
1,862.17 |
|
| S4 |
1,450.56 |
1,539.38 |
1,824.87 |
|
|
| 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 |
1,768.62 |
158.33 |
8.3% |
77.78 |
4.1% |
83% |
False |
True |
|
| 10 |
1,948.02 |
1,768.62 |
179.40 |
9.4% |
74.43 |
3.9% |
73% |
False |
True |
|
| 20 |
1,981.90 |
1,743.45 |
238.45 |
12.6% |
79.06 |
4.2% |
65% |
False |
False |
|
| 40 |
1,981.90 |
1,348.52 |
633.38 |
33.3% |
84.11 |
4.4% |
87% |
False |
False |
|
| 60 |
2,164.25 |
1,348.52 |
815.73 |
42.9% |
88.88 |
4.7% |
68% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
74.9% |
92.41 |
4.9% |
39% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
74.9% |
104.03 |
5.5% |
39% |
False |
False |
|
| 120 |
2,990.83 |
1,348.52 |
1,642.31 |
86.5% |
111.62 |
5.9% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,480.68 |
|
2.618 |
2,259.33 |
|
1.618 |
2,123.70 |
|
1.000 |
2,039.88 |
|
0.618 |
1,988.07 |
|
HIGH |
1,904.25 |
|
0.618 |
1,852.44 |
|
0.500 |
1,836.44 |
|
0.382 |
1,820.43 |
|
LOW |
1,768.62 |
|
0.618 |
1,684.80 |
|
1.000 |
1,632.99 |
|
1.618 |
1,549.17 |
|
2.618 |
1,413.54 |
|
4.250 |
1,192.19 |
|
|
| Fisher Pivots for day following 16-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.46 |
1,878.46 |
| PP |
1,857.45 |
1,857.45 |
| S1 |
1,836.44 |
1,836.44 |
|