| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2002 |
31-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,207.44 |
1,237.56 |
30.12 |
2.5% |
1,264.13 |
| High |
1,234.51 |
1,246.34 |
11.83 |
1.0% |
1,264.86 |
| Low |
1,202.24 |
1,208.21 |
5.97 |
0.5% |
1,202.24 |
| Close |
1,227.90 |
1,208.34 |
-19.56 |
-1.6% |
1,208.34 |
| Range |
32.27 |
38.13 |
5.86 |
18.2% |
62.62 |
| ATR |
44.64 |
44.17 |
-0.46 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.35 |
1,309.98 |
1,229.31 |
|
| R3 |
1,297.22 |
1,271.85 |
1,218.83 |
|
| R2 |
1,259.09 |
1,259.09 |
1,215.33 |
|
| R1 |
1,233.72 |
1,233.72 |
1,211.84 |
1,227.34 |
| PP |
1,220.96 |
1,220.96 |
1,220.96 |
1,217.78 |
| S1 |
1,195.59 |
1,195.59 |
1,204.84 |
1,189.21 |
| S2 |
1,182.83 |
1,182.83 |
1,201.35 |
|
| S3 |
1,144.70 |
1,157.46 |
1,197.85 |
|
| S4 |
1,106.57 |
1,119.33 |
1,187.37 |
|
|
| Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.01 |
1,373.29 |
1,242.78 |
|
| R3 |
1,350.39 |
1,310.67 |
1,225.56 |
|
| R2 |
1,287.77 |
1,287.77 |
1,219.82 |
|
| R1 |
1,248.05 |
1,248.05 |
1,214.08 |
1,236.60 |
| PP |
1,225.15 |
1,225.15 |
1,225.15 |
1,219.42 |
| S1 |
1,185.43 |
1,185.43 |
1,202.60 |
1,173.98 |
| S2 |
1,162.53 |
1,162.53 |
1,196.86 |
|
| S3 |
1,099.91 |
1,122.81 |
1,191.12 |
|
| S4 |
1,037.29 |
1,060.19 |
1,173.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,271.51 |
1,202.24 |
69.27 |
5.7% |
31.00 |
2.6% |
9% |
False |
False |
|
| 10 |
1,342.43 |
1,202.24 |
140.19 |
11.6% |
35.98 |
3.0% |
4% |
False |
False |
|
| 20 |
1,350.54 |
1,142.25 |
208.29 |
17.2% |
41.27 |
3.4% |
32% |
False |
False |
|
| 40 |
1,426.01 |
1,142.25 |
283.76 |
23.5% |
40.93 |
3.4% |
23% |
False |
False |
|
| 60 |
1,573.42 |
1,142.25 |
431.17 |
35.7% |
39.06 |
3.2% |
15% |
False |
False |
|
| 80 |
1,573.42 |
1,142.25 |
431.17 |
35.7% |
40.86 |
3.4% |
15% |
False |
False |
|
| 100 |
1,710.23 |
1,142.25 |
567.98 |
47.0% |
41.56 |
3.4% |
12% |
False |
False |
|
| 120 |
1,710.23 |
1,142.25 |
567.98 |
47.0% |
41.29 |
3.4% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,408.39 |
|
2.618 |
1,346.16 |
|
1.618 |
1,308.03 |
|
1.000 |
1,284.47 |
|
0.618 |
1,269.90 |
|
HIGH |
1,246.34 |
|
0.618 |
1,231.77 |
|
0.500 |
1,227.28 |
|
0.382 |
1,222.78 |
|
LOW |
1,208.21 |
|
0.618 |
1,184.65 |
|
1.000 |
1,170.08 |
|
1.618 |
1,146.52 |
|
2.618 |
1,108.39 |
|
4.250 |
1,046.16 |
|
|