| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2002 |
30-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,232.16 |
1,207.44 |
-24.72 |
-2.0% |
1,309.83 |
| High |
1,239.96 |
1,234.51 |
-5.45 |
-0.4% |
1,313.26 |
| Low |
1,218.62 |
1,202.24 |
-16.38 |
-1.3% |
1,233.78 |
| Close |
1,218.68 |
1,227.90 |
9.22 |
0.8% |
1,253.03 |
| Range |
21.34 |
32.27 |
10.93 |
51.2% |
79.48 |
| ATR |
45.59 |
44.64 |
-0.95 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.36 |
1,305.40 |
1,245.65 |
|
| R3 |
1,286.09 |
1,273.13 |
1,236.77 |
|
| R2 |
1,253.82 |
1,253.82 |
1,233.82 |
|
| R1 |
1,240.86 |
1,240.86 |
1,230.86 |
1,247.34 |
| PP |
1,221.55 |
1,221.55 |
1,221.55 |
1,224.79 |
| S1 |
1,208.59 |
1,208.59 |
1,224.94 |
1,215.07 |
| S2 |
1,189.28 |
1,189.28 |
1,221.98 |
|
| S3 |
1,157.01 |
1,176.32 |
1,219.03 |
|
| S4 |
1,124.74 |
1,144.05 |
1,210.15 |
|
|
| 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 |
1,202.24 |
84.58 |
6.9% |
32.49 |
2.6% |
30% |
False |
True |
|
| 10 |
1,342.43 |
1,202.24 |
140.19 |
11.4% |
34.51 |
2.8% |
18% |
False |
True |
|
| 20 |
1,350.54 |
1,142.25 |
208.29 |
17.0% |
42.34 |
3.4% |
41% |
False |
False |
|
| 40 |
1,426.01 |
1,142.25 |
283.76 |
23.1% |
40.82 |
3.3% |
30% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
35.1% |
39.28 |
3.2% |
20% |
False |
False |
|
| 80 |
1,573.42 |
1,142.25 |
431.17 |
35.1% |
40.91 |
3.3% |
20% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
46.3% |
41.64 |
3.4% |
15% |
False |
False |
|
| 120 |
1,734.58 |
1,142.25 |
592.33 |
48.2% |
41.23 |
3.4% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.66 |
|
2.618 |
1,318.99 |
|
1.618 |
1,286.72 |
|
1.000 |
1,266.78 |
|
0.618 |
1,254.45 |
|
HIGH |
1,234.51 |
|
0.618 |
1,222.18 |
|
0.500 |
1,218.38 |
|
0.382 |
1,214.57 |
|
LOW |
1,202.24 |
|
0.618 |
1,182.30 |
|
1.000 |
1,169.97 |
|
1.618 |
1,150.03 |
|
2.618 |
1,117.76 |
|
4.250 |
1,065.09 |
|
|