| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2002 |
29-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,264.13 |
1,232.16 |
-31.97 |
-2.5% |
1,309.83 |
| High |
1,264.86 |
1,239.96 |
-24.90 |
-2.0% |
1,313.26 |
| Low |
1,226.28 |
1,218.62 |
-7.66 |
-0.6% |
1,233.78 |
| Close |
1,244.82 |
1,218.68 |
-26.14 |
-2.1% |
1,253.03 |
| Range |
38.58 |
21.34 |
-17.24 |
-44.7% |
79.48 |
| ATR |
47.08 |
45.59 |
-1.49 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.77 |
1,275.57 |
1,230.42 |
|
| R3 |
1,268.43 |
1,254.23 |
1,224.55 |
|
| R2 |
1,247.09 |
1,247.09 |
1,222.59 |
|
| R1 |
1,232.89 |
1,232.89 |
1,220.64 |
1,229.32 |
| PP |
1,225.75 |
1,225.75 |
1,225.75 |
1,223.97 |
| S1 |
1,211.55 |
1,211.55 |
1,216.72 |
1,207.98 |
| S2 |
1,204.41 |
1,204.41 |
1,214.77 |
|
| S3 |
1,183.07 |
1,190.21 |
1,212.81 |
|
| S4 |
1,161.73 |
1,168.87 |
1,206.94 |
|
|
| Weekly Pivots for week ending 24-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.13 |
1,458.56 |
1,296.74 |
|
| R3 |
1,425.65 |
1,379.08 |
1,274.89 |
|
| R2 |
1,346.17 |
1,346.17 |
1,267.60 |
|
| R1 |
1,299.60 |
1,299.60 |
1,260.32 |
1,283.15 |
| PP |
1,266.69 |
1,266.69 |
1,266.69 |
1,258.46 |
| S1 |
1,220.12 |
1,220.12 |
1,245.74 |
1,203.67 |
| S2 |
1,187.21 |
1,187.21 |
1,238.46 |
|
| S3 |
1,107.73 |
1,140.64 |
1,231.17 |
|
| S4 |
1,028.25 |
1,061.16 |
1,209.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.82 |
1,218.62 |
68.20 |
5.6% |
33.21 |
2.7% |
0% |
False |
True |
|
| 10 |
1,350.54 |
1,218.62 |
131.92 |
10.8% |
38.33 |
3.1% |
0% |
False |
True |
|
| 20 |
1,350.54 |
1,142.25 |
208.29 |
17.1% |
43.01 |
3.5% |
37% |
False |
False |
|
| 40 |
1,426.01 |
1,142.25 |
283.76 |
23.3% |
41.13 |
3.4% |
27% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
35.4% |
39.40 |
3.2% |
18% |
False |
False |
|
| 80 |
1,573.42 |
1,142.25 |
431.17 |
35.4% |
41.22 |
3.4% |
18% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
46.6% |
41.85 |
3.4% |
13% |
False |
False |
|
| 120 |
1,734.58 |
1,142.25 |
592.33 |
48.6% |
41.61 |
3.4% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.66 |
|
2.618 |
1,295.83 |
|
1.618 |
1,274.49 |
|
1.000 |
1,261.30 |
|
0.618 |
1,253.15 |
|
HIGH |
1,239.96 |
|
0.618 |
1,231.81 |
|
0.500 |
1,229.29 |
|
0.382 |
1,226.77 |
|
LOW |
1,218.62 |
|
0.618 |
1,205.43 |
|
1.000 |
1,197.28 |
|
1.618 |
1,184.09 |
|
2.618 |
1,162.75 |
|
4.250 |
1,127.93 |
|
|