| Trading Metrics calculated at close of trading on 15-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2002 |
15-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,287.73 |
1,290.40 |
2.67 |
0.2% |
1,191.53 |
| High |
1,309.32 |
1,350.54 |
41.22 |
3.1% |
1,282.44 |
| Low |
1,282.10 |
1,280.07 |
-2.03 |
-0.2% |
1,142.25 |
| Close |
1,305.55 |
1,311.05 |
5.50 |
0.4% |
1,188.78 |
| Range |
27.22 |
70.47 |
43.25 |
158.9% |
140.19 |
| ATR |
51.14 |
52.52 |
1.38 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,525.30 |
1,488.64 |
1,349.81 |
|
| R3 |
1,454.83 |
1,418.17 |
1,330.43 |
|
| R2 |
1,384.36 |
1,384.36 |
1,323.97 |
|
| R1 |
1,347.70 |
1,347.70 |
1,317.51 |
1,366.03 |
| PP |
1,313.89 |
1,313.89 |
1,313.89 |
1,323.05 |
| S1 |
1,277.23 |
1,277.23 |
1,304.59 |
1,295.56 |
| S2 |
1,243.42 |
1,243.42 |
1,298.13 |
|
| S3 |
1,172.95 |
1,206.76 |
1,291.67 |
|
| S4 |
1,102.48 |
1,136.29 |
1,272.29 |
|
|
| 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 |
1,350.54 |
1,186.08 |
164.46 |
12.5% |
50.77 |
3.9% |
76% |
True |
False |
|
| 10 |
1,350.54 |
1,142.25 |
208.29 |
15.9% |
50.18 |
3.8% |
81% |
True |
False |
|
| 20 |
1,410.93 |
1,142.25 |
268.68 |
20.5% |
45.00 |
3.4% |
63% |
False |
False |
|
| 40 |
1,491.31 |
1,142.25 |
349.06 |
26.6% |
41.87 |
3.2% |
48% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
32.9% |
42.14 |
3.2% |
39% |
False |
False |
|
| 80 |
1,586.34 |
1,142.25 |
444.09 |
33.9% |
42.53 |
3.2% |
38% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
43.3% |
41.87 |
3.2% |
30% |
False |
False |
|
| 120 |
1,734.58 |
1,142.25 |
592.33 |
45.2% |
42.28 |
3.2% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,650.04 |
|
2.618 |
1,535.03 |
|
1.618 |
1,464.56 |
|
1.000 |
1,421.01 |
|
0.618 |
1,394.09 |
|
HIGH |
1,350.54 |
|
0.618 |
1,323.62 |
|
0.500 |
1,315.31 |
|
0.382 |
1,306.99 |
|
LOW |
1,280.07 |
|
0.618 |
1,236.52 |
|
1.000 |
1,209.60 |
|
1.618 |
1,166.05 |
|
2.618 |
1,095.58 |
|
4.250 |
980.57 |
|
|
| Fisher Pivots for day following 15-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.31 |
1,297.94 |
| PP |
1,313.89 |
1,284.83 |
| S1 |
1,312.47 |
1,271.72 |
|