| Trading Metrics calculated at close of trading on 06-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2002 |
06-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,091.70 |
10,005.80 |
-85.90 |
-0.9% |
9,910.52 |
| High |
10,092.10 |
10,023.90 |
-68.20 |
-0.7% |
10,117.50 |
| Low |
9,943.71 |
9,807.69 |
-136.02 |
-1.4% |
9,811.57 |
| Close |
10,006.60 |
9,808.04 |
-198.56 |
-2.0% |
10,006.60 |
| Range |
148.39 |
216.21 |
67.82 |
45.7% |
305.93 |
| ATR |
147.31 |
152.23 |
4.92 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,528.51 |
10,384.48 |
9,926.96 |
|
| R3 |
10,312.30 |
10,168.27 |
9,867.50 |
|
| R2 |
10,096.09 |
10,096.09 |
9,847.68 |
|
| R1 |
9,952.06 |
9,952.06 |
9,827.86 |
9,915.97 |
| PP |
9,879.88 |
9,879.88 |
9,879.88 |
9,861.83 |
| S1 |
9,735.85 |
9,735.85 |
9,788.22 |
9,699.76 |
| S2 |
9,663.67 |
9,663.67 |
9,768.40 |
|
| S3 |
9,447.46 |
9,519.64 |
9,748.58 |
|
| S4 |
9,231.25 |
9,303.43 |
9,689.12 |
|
|
| Weekly Pivots for week ending 03-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,896.35 |
10,757.40 |
10,174.86 |
|
| R3 |
10,590.42 |
10,451.47 |
10,090.73 |
|
| R2 |
10,284.49 |
10,284.49 |
10,062.69 |
|
| R1 |
10,145.54 |
10,145.54 |
10,034.64 |
10,215.02 |
| PP |
9,978.56 |
9,978.56 |
9,978.56 |
10,013.29 |
| S1 |
9,839.61 |
9,839.61 |
9,978.56 |
9,909.09 |
| S2 |
9,672.63 |
9,672.63 |
9,950.51 |
|
| S3 |
9,366.70 |
9,533.68 |
9,922.47 |
|
| S4 |
9,060.77 |
9,227.75 |
9,838.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,117.50 |
9,807.69 |
309.81 |
3.2% |
177.07 |
1.8% |
0% |
False |
True |
|
| 10 |
10,177.10 |
9,807.69 |
369.41 |
3.8% |
153.92 |
1.6% |
0% |
False |
True |
|
| 20 |
10,394.70 |
9,807.69 |
587.01 |
6.0% |
152.97 |
1.6% |
0% |
False |
True |
|
| 40 |
10,673.10 |
9,807.69 |
865.41 |
8.8% |
139.31 |
1.4% |
0% |
False |
True |
|
| 60 |
10,673.10 |
9,580.32 |
1,092.78 |
11.1% |
149.28 |
1.5% |
21% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.7% |
147.78 |
1.5% |
24% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.7% |
141.42 |
1.4% |
24% |
False |
False |
|
| 120 |
10,673.10 |
9,408.58 |
1,264.52 |
12.9% |
140.12 |
1.4% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,942.79 |
|
2.618 |
10,589.94 |
|
1.618 |
10,373.73 |
|
1.000 |
10,240.11 |
|
0.618 |
10,157.52 |
|
HIGH |
10,023.90 |
|
0.618 |
9,941.31 |
|
0.500 |
9,915.80 |
|
0.382 |
9,890.28 |
|
LOW |
9,807.69 |
|
0.618 |
9,674.07 |
|
1.000 |
9,591.48 |
|
1.618 |
9,457.86 |
|
2.618 |
9,241.65 |
|
4.250 |
8,888.80 |
|
|
| Fisher Pivots for day following 06-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,915.80 |
9,962.60 |
| PP |
9,879.88 |
9,911.08 |
| S1 |
9,843.96 |
9,859.56 |
|