| Trading Metrics calculated at close of trading on 09-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2002 |
09-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,212.99 |
1,268.91 |
55.92 |
4.6% |
1,256.58 |
| High |
1,282.44 |
1,281.20 |
-1.24 |
-0.1% |
1,292.19 |
| Low |
1,212.76 |
1,239.02 |
26.26 |
2.2% |
1,185.79 |
| Close |
1,282.41 |
1,240.41 |
-42.00 |
-3.3% |
1,190.74 |
| Range |
69.68 |
42.18 |
-27.50 |
-39.5% |
106.40 |
| ATR |
48.80 |
48.41 |
-0.39 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.08 |
1,352.43 |
1,263.61 |
|
| R3 |
1,337.90 |
1,310.25 |
1,252.01 |
|
| R2 |
1,295.72 |
1,295.72 |
1,248.14 |
|
| R1 |
1,268.07 |
1,268.07 |
1,244.28 |
1,260.81 |
| PP |
1,253.54 |
1,253.54 |
1,253.54 |
1,249.91 |
| S1 |
1,225.89 |
1,225.89 |
1,236.54 |
1,218.63 |
| S2 |
1,211.36 |
1,211.36 |
1,232.68 |
|
| S3 |
1,169.18 |
1,183.71 |
1,228.81 |
|
| S4 |
1,127.00 |
1,141.53 |
1,217.21 |
|
|
| 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 |
1,282.44 |
1,142.25 |
140.19 |
11.3% |
46.09 |
3.7% |
70% |
False |
False |
|
| 10 |
1,316.65 |
1,142.25 |
174.40 |
14.1% |
48.91 |
3.9% |
56% |
False |
False |
|
| 20 |
1,426.01 |
1,142.25 |
283.76 |
22.9% |
40.60 |
3.3% |
35% |
False |
False |
|
| 40 |
1,523.27 |
1,142.25 |
381.02 |
30.7% |
39.31 |
3.2% |
26% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
34.8% |
41.13 |
3.3% |
23% |
False |
False |
|
| 80 |
1,628.00 |
1,142.25 |
485.75 |
39.2% |
41.84 |
3.4% |
20% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
45.8% |
41.15 |
3.3% |
17% |
False |
False |
|
| 120 |
1,734.58 |
1,142.25 |
592.33 |
47.8% |
41.93 |
3.4% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,460.47 |
|
2.618 |
1,391.63 |
|
1.618 |
1,349.45 |
|
1.000 |
1,323.38 |
|
0.618 |
1,307.27 |
|
HIGH |
1,281.20 |
|
0.618 |
1,265.09 |
|
0.500 |
1,260.11 |
|
0.382 |
1,255.13 |
|
LOW |
1,239.02 |
|
0.618 |
1,212.95 |
|
1.000 |
1,196.84 |
|
1.618 |
1,170.77 |
|
2.618 |
1,128.59 |
|
4.250 |
1,059.76 |
|
|
| Fisher Pivots for day following 09-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.11 |
1,231.06 |
| PP |
1,253.54 |
1,221.70 |
| S1 |
1,246.98 |
1,212.35 |
|