| Trading Metrics calculated at close of trading on 14-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2002 |
14-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,200.69 |
1,287.73 |
87.04 |
7.2% |
1,191.53 |
| High |
1,244.02 |
1,309.32 |
65.30 |
5.2% |
1,282.44 |
| Low |
1,192.90 |
1,282.10 |
89.20 |
7.5% |
1,142.25 |
| Close |
1,241.54 |
1,305.55 |
64.01 |
5.2% |
1,188.78 |
| Range |
51.12 |
27.22 |
-23.90 |
-46.8% |
140.19 |
| ATR |
49.86 |
51.14 |
1.28 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.65 |
1,370.32 |
1,320.52 |
|
| R3 |
1,353.43 |
1,343.10 |
1,313.04 |
|
| R2 |
1,326.21 |
1,326.21 |
1,310.54 |
|
| R1 |
1,315.88 |
1,315.88 |
1,308.05 |
1,321.05 |
| PP |
1,298.99 |
1,298.99 |
1,298.99 |
1,301.57 |
| S1 |
1,288.66 |
1,288.66 |
1,303.05 |
1,293.83 |
| S2 |
1,271.77 |
1,271.77 |
1,300.56 |
|
| S3 |
1,244.55 |
1,261.44 |
1,298.06 |
|
| S4 |
1,217.33 |
1,234.22 |
1,290.58 |
|
|
| Weekly Pivots for week ending 10-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,625.06 |
1,547.11 |
1,265.88 |
|
| R3 |
1,484.87 |
1,406.92 |
1,227.33 |
|
| R2 |
1,344.68 |
1,344.68 |
1,214.48 |
|
| R1 |
1,266.73 |
1,266.73 |
1,201.63 |
1,235.61 |
| PP |
1,204.49 |
1,204.49 |
1,204.49 |
1,188.93 |
| S1 |
1,126.54 |
1,126.54 |
1,175.93 |
1,095.42 |
| S2 |
1,064.30 |
1,064.30 |
1,163.08 |
|
| S3 |
924.11 |
986.35 |
1,150.23 |
|
| S4 |
783.92 |
846.16 |
1,111.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,309.32 |
1,186.08 |
123.24 |
9.4% |
50.62 |
3.9% |
97% |
True |
False |
|
| 10 |
1,309.32 |
1,142.25 |
167.07 |
12.8% |
47.70 |
3.7% |
98% |
True |
False |
|
| 20 |
1,426.01 |
1,142.25 |
283.76 |
21.7% |
43.12 |
3.3% |
58% |
False |
False |
|
| 40 |
1,519.12 |
1,142.25 |
376.87 |
28.9% |
40.67 |
3.1% |
43% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
33.0% |
41.69 |
3.2% |
38% |
False |
False |
|
| 80 |
1,586.34 |
1,142.25 |
444.09 |
34.0% |
42.21 |
3.2% |
37% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
43.5% |
41.54 |
3.2% |
29% |
False |
False |
|
| 120 |
1,734.58 |
1,142.25 |
592.33 |
45.4% |
42.26 |
3.2% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,425.01 |
|
2.618 |
1,380.58 |
|
1.618 |
1,353.36 |
|
1.000 |
1,336.54 |
|
0.618 |
1,326.14 |
|
HIGH |
1,309.32 |
|
0.618 |
1,298.92 |
|
0.500 |
1,295.71 |
|
0.382 |
1,292.50 |
|
LOW |
1,282.10 |
|
0.618 |
1,265.28 |
|
1.000 |
1,254.88 |
|
1.618 |
1,238.06 |
|
2.618 |
1,210.84 |
|
4.250 |
1,166.42 |
|
|
| Fisher Pivots for day following 14-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,302.27 |
1,286.27 |
| PP |
1,298.99 |
1,266.98 |
| S1 |
1,295.71 |
1,247.70 |
|