| Trading Metrics calculated at close of trading on 22-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2001 |
22-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,299.10 |
11,339.80 |
40.70 |
0.4% |
10,819.50 |
| High |
11,345.70 |
11,350.00 |
4.30 |
0.0% |
11,328.60 |
| Low |
11,232.80 |
11,239.60 |
6.80 |
0.1% |
10,800.10 |
| Close |
11,337.90 |
11,257.20 |
-80.70 |
-0.7% |
11,301.70 |
| Range |
112.90 |
110.40 |
-2.50 |
-2.2% |
528.50 |
| ATR |
171.25 |
166.90 |
-4.35 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,613.47 |
11,545.73 |
11,317.92 |
|
| R3 |
11,503.07 |
11,435.33 |
11,287.56 |
|
| R2 |
11,392.67 |
11,392.67 |
11,277.44 |
|
| R1 |
11,324.93 |
11,324.93 |
11,267.32 |
11,303.60 |
| PP |
11,282.27 |
11,282.27 |
11,282.27 |
11,271.60 |
| S1 |
11,214.53 |
11,214.53 |
11,247.08 |
11,193.20 |
| S2 |
11,171.87 |
11,171.87 |
11,236.96 |
|
| S3 |
11,061.47 |
11,104.13 |
11,226.84 |
|
| S4 |
10,951.07 |
10,993.73 |
11,196.48 |
|
|
| 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 |
11,350.00 |
10,814.30 |
535.70 |
4.8% |
179.42 |
1.6% |
83% |
True |
False |
|
| 10 |
11,350.00 |
10,774.10 |
575.90 |
5.1% |
145.12 |
1.3% |
84% |
True |
False |
|
| 20 |
11,350.00 |
10,444.10 |
905.90 |
8.0% |
153.52 |
1.4% |
90% |
True |
False |
|
| 40 |
11,350.00 |
9,375.72 |
1,974.28 |
17.5% |
192.33 |
1.7% |
95% |
True |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
19.9% |
204.87 |
1.8% |
96% |
True |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
19.9% |
192.05 |
1.7% |
96% |
True |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
19.9% |
186.81 |
1.7% |
96% |
True |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
19.9% |
189.36 |
1.7% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,819.20 |
|
2.618 |
11,639.03 |
|
1.618 |
11,528.63 |
|
1.000 |
11,460.40 |
|
0.618 |
11,418.23 |
|
HIGH |
11,350.00 |
|
0.618 |
11,307.83 |
|
0.500 |
11,294.80 |
|
0.382 |
11,281.77 |
|
LOW |
11,239.60 |
|
0.618 |
11,171.37 |
|
1.000 |
11,129.20 |
|
1.618 |
11,060.97 |
|
2.618 |
10,950.57 |
|
4.250 |
10,770.40 |
|
|
| Fisher Pivots for day following 22-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,294.80 |
11,271.80 |
| PP |
11,282.27 |
11,266.93 |
| S1 |
11,269.73 |
11,262.07 |
|