| Trading Metrics calculated at close of trading on 03-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2002 |
03-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,262.66 |
1,223.89 |
-38.77 |
-3.1% |
1,256.58 |
| High |
1,284.30 |
1,224.37 |
-59.93 |
-4.7% |
1,292.19 |
| Low |
1,224.66 |
1,185.79 |
-38.87 |
-3.2% |
1,185.79 |
| Close |
1,225.37 |
1,190.74 |
-34.63 |
-2.8% |
1,190.74 |
| Range |
59.64 |
38.58 |
-21.06 |
-35.3% |
106.40 |
| ATR |
43.90 |
43.59 |
-0.31 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.04 |
1,291.97 |
1,211.96 |
|
| R3 |
1,277.46 |
1,253.39 |
1,201.35 |
|
| R2 |
1,238.88 |
1,238.88 |
1,197.81 |
|
| R1 |
1,214.81 |
1,214.81 |
1,194.28 |
1,207.56 |
| PP |
1,200.30 |
1,200.30 |
1,200.30 |
1,196.67 |
| S1 |
1,176.23 |
1,176.23 |
1,187.20 |
1,168.98 |
| S2 |
1,161.72 |
1,161.72 |
1,183.67 |
|
| S3 |
1,123.14 |
1,137.65 |
1,180.13 |
|
| S4 |
1,084.56 |
1,099.07 |
1,169.52 |
|
|
| Weekly Pivots for week ending 03-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.11 |
1,472.82 |
1,249.26 |
|
| R3 |
1,435.71 |
1,366.42 |
1,220.00 |
|
| R2 |
1,329.31 |
1,329.31 |
1,210.25 |
|
| R1 |
1,260.02 |
1,260.02 |
1,200.49 |
1,241.47 |
| PP |
1,222.91 |
1,222.91 |
1,222.91 |
1,213.63 |
| S1 |
1,153.62 |
1,153.62 |
1,180.99 |
1,135.07 |
| S2 |
1,116.51 |
1,116.51 |
1,171.23 |
|
| S3 |
1,010.11 |
1,047.22 |
1,161.48 |
|
| S4 |
903.71 |
940.82 |
1,132.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,292.19 |
1,185.79 |
106.40 |
8.9% |
46.28 |
3.9% |
5% |
False |
True |
|
| 10 |
1,365.34 |
1,185.79 |
179.55 |
15.1% |
43.00 |
3.6% |
3% |
False |
True |
|
| 20 |
1,426.01 |
1,185.79 |
240.22 |
20.2% |
40.67 |
3.4% |
2% |
False |
True |
|
| 40 |
1,573.42 |
1,185.79 |
387.63 |
32.6% |
37.67 |
3.2% |
1% |
False |
True |
|
| 60 |
1,573.42 |
1,185.79 |
387.63 |
32.6% |
40.61 |
3.4% |
1% |
False |
True |
|
| 80 |
1,710.23 |
1,185.79 |
524.44 |
44.0% |
41.67 |
3.5% |
1% |
False |
True |
|
| 100 |
1,710.23 |
1,185.79 |
524.44 |
44.0% |
41.11 |
3.5% |
1% |
False |
True |
|
| 120 |
1,734.58 |
1,185.79 |
548.79 |
46.1% |
42.02 |
3.5% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.34 |
|
2.618 |
1,325.37 |
|
1.618 |
1,286.79 |
|
1.000 |
1,262.95 |
|
0.618 |
1,248.21 |
|
HIGH |
1,224.37 |
|
0.618 |
1,209.63 |
|
0.500 |
1,205.08 |
|
0.382 |
1,200.53 |
|
LOW |
1,185.79 |
|
0.618 |
1,161.95 |
|
1.000 |
1,147.21 |
|
1.618 |
1,123.37 |
|
2.618 |
1,084.79 |
|
4.250 |
1,021.83 |
|
|
| Fisher Pivots for day following 03-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.08 |
1,235.05 |
| PP |
1,200.30 |
1,220.28 |
| S1 |
1,195.52 |
1,205.51 |
|