| 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 |
1,310.80 |
1,256.58 |
-54.22 |
-4.1% |
1,365.34 |
| High |
1,316.65 |
1,267.77 |
-48.88 |
-3.7% |
1,365.34 |
| Low |
1,250.82 |
1,228.94 |
-21.88 |
-1.7% |
1,250.82 |
| Close |
1,250.89 |
1,246.75 |
-4.14 |
-0.3% |
1,250.89 |
| Range |
65.83 |
38.83 |
-27.00 |
-41.0% |
114.52 |
| ATR |
42.22 |
41.98 |
-0.24 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.31 |
1,344.36 |
1,268.11 |
|
| R3 |
1,325.48 |
1,305.53 |
1,257.43 |
|
| R2 |
1,286.65 |
1,286.65 |
1,253.87 |
|
| R1 |
1,266.70 |
1,266.70 |
1,250.31 |
1,257.26 |
| PP |
1,247.82 |
1,247.82 |
1,247.82 |
1,243.10 |
| S1 |
1,227.87 |
1,227.87 |
1,243.19 |
1,218.43 |
| S2 |
1,208.99 |
1,208.99 |
1,239.63 |
|
| S3 |
1,170.16 |
1,189.04 |
1,236.07 |
|
| S4 |
1,131.33 |
1,150.21 |
1,225.39 |
|
|
| Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.58 |
1,556.25 |
1,313.88 |
|
| R3 |
1,518.06 |
1,441.73 |
1,282.38 |
|
| R2 |
1,403.54 |
1,403.54 |
1,271.89 |
|
| R1 |
1,327.21 |
1,327.21 |
1,261.39 |
1,308.12 |
| PP |
1,289.02 |
1,289.02 |
1,289.02 |
1,279.47 |
| S1 |
1,212.69 |
1,212.69 |
1,240.39 |
1,193.60 |
| S2 |
1,174.50 |
1,174.50 |
1,229.89 |
|
| S3 |
1,059.98 |
1,098.17 |
1,219.40 |
|
| S4 |
945.46 |
983.65 |
1,187.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,357.01 |
1,228.94 |
128.07 |
10.3% |
41.82 |
3.4% |
14% |
False |
True |
|
| 10 |
1,426.01 |
1,228.94 |
197.07 |
15.8% |
36.86 |
3.0% |
9% |
False |
True |
|
| 20 |
1,451.73 |
1,228.94 |
222.79 |
17.9% |
38.88 |
3.1% |
8% |
False |
True |
|
| 40 |
1,573.42 |
1,228.94 |
344.48 |
27.6% |
38.20 |
3.1% |
5% |
False |
True |
|
| 60 |
1,573.42 |
1,228.94 |
344.48 |
27.6% |
40.57 |
3.3% |
5% |
False |
True |
|
| 80 |
1,710.23 |
1,228.94 |
481.29 |
38.6% |
41.57 |
3.3% |
4% |
False |
True |
|
| 100 |
1,734.58 |
1,228.94 |
505.64 |
40.6% |
41.42 |
3.3% |
4% |
False |
True |
|
| 120 |
1,734.58 |
1,228.94 |
505.64 |
40.6% |
42.36 |
3.4% |
4% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,432.80 |
|
2.618 |
1,369.43 |
|
1.618 |
1,330.60 |
|
1.000 |
1,306.60 |
|
0.618 |
1,291.77 |
|
HIGH |
1,267.77 |
|
0.618 |
1,252.94 |
|
0.500 |
1,248.36 |
|
0.382 |
1,243.77 |
|
LOW |
1,228.94 |
|
0.618 |
1,204.94 |
|
1.000 |
1,190.11 |
|
1.618 |
1,166.11 |
|
2.618 |
1,127.28 |
|
4.250 |
1,063.91 |
|
|
| Fisher Pivots for day following 29-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,248.36 |
1,272.80 |
| PP |
1,247.82 |
1,264.11 |
| S1 |
1,247.29 |
1,255.43 |
|