| Trading Metrics calculated at close of trading on 18-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2001 |
18-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,218.70 |
11,245.80 |
27.10 |
0.2% |
10,819.50 |
| High |
11,328.60 |
11,303.80 |
-24.80 |
-0.2% |
11,328.60 |
| Low |
11,181.90 |
11,193.60 |
11.70 |
0.1% |
10,800.10 |
| Close |
11,248.60 |
11,301.70 |
53.10 |
0.5% |
11,301.70 |
| Range |
146.70 |
110.20 |
-36.50 |
-24.9% |
528.50 |
| ATR |
180.78 |
175.74 |
-5.04 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,596.97 |
11,559.53 |
11,362.31 |
|
| R3 |
11,486.77 |
11,449.33 |
11,332.01 |
|
| R2 |
11,376.57 |
11,376.57 |
11,321.90 |
|
| R1 |
11,339.13 |
11,339.13 |
11,311.80 |
11,357.85 |
| PP |
11,266.37 |
11,266.37 |
11,266.37 |
11,275.73 |
| S1 |
11,228.93 |
11,228.93 |
11,291.60 |
11,247.65 |
| S2 |
11,156.17 |
11,156.17 |
11,281.50 |
|
| S3 |
11,045.97 |
11,118.73 |
11,271.40 |
|
| S4 |
10,935.77 |
11,008.53 |
11,241.09 |
|
|
| Weekly Pivots for week ending 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,728.97 |
12,543.83 |
11,592.38 |
|
| R3 |
12,200.47 |
12,015.33 |
11,447.04 |
|
| R2 |
11,671.97 |
11,671.97 |
11,398.59 |
|
| R1 |
11,486.83 |
11,486.83 |
11,350.15 |
11,579.40 |
| PP |
11,143.47 |
11,143.47 |
11,143.47 |
11,189.75 |
| S1 |
10,958.33 |
10,958.33 |
11,253.25 |
11,050.90 |
| S2 |
10,614.97 |
10,614.97 |
11,204.81 |
|
| S3 |
10,086.47 |
10,429.83 |
11,156.36 |
|
| S4 |
9,557.97 |
9,901.33 |
11,011.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,328.60 |
10,800.10 |
528.50 |
4.7% |
171.70 |
1.5% |
95% |
False |
False |
|
| 10 |
11,328.60 |
10,774.10 |
554.50 |
4.9% |
145.66 |
1.3% |
95% |
False |
False |
|
| 20 |
11,328.60 |
10,444.10 |
884.50 |
7.8% |
156.19 |
1.4% |
97% |
False |
False |
|
| 40 |
11,328.60 |
9,338.15 |
1,990.45 |
17.6% |
196.92 |
1.7% |
99% |
False |
False |
|
| 60 |
11,328.60 |
9,106.54 |
2,222.06 |
19.7% |
208.75 |
1.8% |
99% |
False |
False |
|
| 80 |
11,328.60 |
9,106.54 |
2,222.06 |
19.7% |
192.55 |
1.7% |
99% |
False |
False |
|
| 100 |
11,328.60 |
9,106.54 |
2,222.06 |
19.7% |
187.45 |
1.7% |
99% |
False |
False |
|
| 120 |
11,328.60 |
9,106.54 |
2,222.06 |
19.7% |
189.76 |
1.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,772.15 |
|
2.618 |
11,592.30 |
|
1.618 |
11,482.10 |
|
1.000 |
11,414.00 |
|
0.618 |
11,371.90 |
|
HIGH |
11,303.80 |
|
0.618 |
11,261.70 |
|
0.500 |
11,248.70 |
|
0.382 |
11,235.70 |
|
LOW |
11,193.60 |
|
0.618 |
11,125.50 |
|
1.000 |
11,083.40 |
|
1.618 |
11,015.30 |
|
2.618 |
10,905.10 |
|
4.250 |
10,725.25 |
|
|
| Fisher Pivots for day following 18-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,284.03 |
11,224.95 |
| PP |
11,266.37 |
11,148.20 |
| S1 |
11,248.70 |
11,071.45 |
|