| Trading Metrics calculated at close of trading on 17-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2002 |
17-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,309.25 |
1,333.23 |
23.98 |
1.8% |
1,200.69 |
| High |
1,319.52 |
1,342.43 |
22.91 |
1.7% |
1,350.54 |
| Low |
1,296.11 |
1,305.71 |
9.60 |
0.7% |
1,192.90 |
| Close |
1,315.85 |
1,325.80 |
9.95 |
0.8% |
1,325.80 |
| Range |
23.41 |
36.72 |
13.31 |
56.9% |
157.64 |
| ATR |
50.44 |
49.46 |
-0.98 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.81 |
1,417.02 |
1,346.00 |
|
| R3 |
1,398.09 |
1,380.30 |
1,335.90 |
|
| R2 |
1,361.37 |
1,361.37 |
1,332.53 |
|
| R1 |
1,343.58 |
1,343.58 |
1,329.17 |
1,334.12 |
| PP |
1,324.65 |
1,324.65 |
1,324.65 |
1,319.91 |
| S1 |
1,306.86 |
1,306.86 |
1,322.43 |
1,297.40 |
| S2 |
1,287.93 |
1,287.93 |
1,319.07 |
|
| S3 |
1,251.21 |
1,270.14 |
1,315.70 |
|
| S4 |
1,214.49 |
1,233.42 |
1,305.60 |
|
|
| Weekly Pivots for week ending 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.67 |
1,701.87 |
1,412.50 |
|
| R3 |
1,605.03 |
1,544.23 |
1,369.15 |
|
| R2 |
1,447.39 |
1,447.39 |
1,354.70 |
|
| R1 |
1,386.59 |
1,386.59 |
1,340.25 |
1,416.99 |
| PP |
1,289.75 |
1,289.75 |
1,289.75 |
1,304.95 |
| S1 |
1,228.95 |
1,228.95 |
1,311.35 |
1,259.35 |
| S2 |
1,132.11 |
1,132.11 |
1,296.90 |
|
| S3 |
974.47 |
1,071.31 |
1,282.45 |
|
| S4 |
816.83 |
913.67 |
1,239.10 |
|
|
| 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 |
1,192.90 |
157.64 |
11.9% |
41.79 |
3.2% |
84% |
False |
False |
|
| 10 |
1,350.54 |
1,142.25 |
208.29 |
15.7% |
46.37 |
3.5% |
88% |
False |
False |
|
| 20 |
1,365.34 |
1,142.25 |
223.09 |
16.8% |
44.68 |
3.4% |
82% |
False |
False |
|
| 40 |
1,491.03 |
1,142.25 |
348.78 |
26.3% |
41.24 |
3.1% |
53% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
32.5% |
41.43 |
3.1% |
43% |
False |
False |
|
| 80 |
1,586.34 |
1,142.25 |
444.09 |
33.5% |
41.80 |
3.2% |
41% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
42.8% |
41.66 |
3.1% |
32% |
False |
False |
|
| 120 |
1,734.58 |
1,142.25 |
592.33 |
44.7% |
42.21 |
3.2% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.49 |
|
2.618 |
1,438.56 |
|
1.618 |
1,401.84 |
|
1.000 |
1,379.15 |
|
0.618 |
1,365.12 |
|
HIGH |
1,342.43 |
|
0.618 |
1,328.40 |
|
0.500 |
1,324.07 |
|
0.382 |
1,319.74 |
|
LOW |
1,305.71 |
|
0.618 |
1,283.02 |
|
1.000 |
1,268.99 |
|
1.618 |
1,246.30 |
|
2.618 |
1,209.58 |
|
4.250 |
1,149.65 |
|
|
| Fisher Pivots for day following 17-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.22 |
1,322.30 |
| PP |
1,324.65 |
1,318.80 |
| S1 |
1,324.07 |
1,315.31 |
|