| Trading Metrics calculated at close of trading on 20-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2002 |
20-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,291.00 |
10,348.90 |
57.90 |
0.6% |
9,938.82 |
| High |
10,353.40 |
10,348.90 |
-4.50 |
0.0% |
10,353.40 |
| Low |
10,256.70 |
10,211.70 |
-45.00 |
-0.4% |
9,920.20 |
| Close |
10,353.10 |
10,229.50 |
-123.60 |
-1.2% |
10,353.10 |
| Range |
96.70 |
137.20 |
40.50 |
41.9% |
433.20 |
| ATR |
150.29 |
149.65 |
-0.63 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,674.97 |
10,589.43 |
10,304.96 |
|
| R3 |
10,537.77 |
10,452.23 |
10,267.23 |
|
| R2 |
10,400.57 |
10,400.57 |
10,254.65 |
|
| R1 |
10,315.03 |
10,315.03 |
10,242.08 |
10,289.20 |
| PP |
10,263.37 |
10,263.37 |
10,263.37 |
10,250.45 |
| S1 |
10,177.83 |
10,177.83 |
10,216.92 |
10,152.00 |
| S2 |
10,126.17 |
10,126.17 |
10,204.35 |
|
| S3 |
9,988.97 |
10,040.63 |
10,191.77 |
|
| S4 |
9,851.77 |
9,903.43 |
10,154.04 |
|
|
| Weekly Pivots for week ending 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,508.50 |
11,364.00 |
10,591.36 |
|
| R3 |
11,075.30 |
10,930.80 |
10,472.23 |
|
| R2 |
10,642.10 |
10,642.10 |
10,432.52 |
|
| R1 |
10,497.60 |
10,497.60 |
10,392.81 |
10,569.85 |
| PP |
10,208.90 |
10,208.90 |
10,208.90 |
10,245.03 |
| S1 |
10,064.40 |
10,064.40 |
10,313.39 |
10,136.65 |
| S2 |
9,775.70 |
9,775.70 |
10,273.68 |
|
| S3 |
9,342.50 |
9,631.20 |
10,233.97 |
|
| S4 |
8,909.30 |
9,198.00 |
10,114.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,353.40 |
10,119.30 |
234.10 |
2.3% |
126.50 |
1.2% |
47% |
False |
False |
|
| 10 |
10,353.40 |
9,810.53 |
542.87 |
5.3% |
150.04 |
1.5% |
77% |
False |
False |
|
| 20 |
10,353.40 |
9,807.69 |
545.71 |
5.3% |
151.98 |
1.5% |
77% |
False |
False |
|
| 40 |
10,502.60 |
9,807.69 |
694.91 |
6.8% |
147.16 |
1.4% |
61% |
False |
False |
|
| 60 |
10,673.10 |
9,807.69 |
865.41 |
8.5% |
147.95 |
1.4% |
49% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
151.47 |
1.5% |
61% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
144.88 |
1.4% |
61% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
142.32 |
1.4% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,932.00 |
|
2.618 |
10,708.09 |
|
1.618 |
10,570.89 |
|
1.000 |
10,486.10 |
|
0.618 |
10,433.69 |
|
HIGH |
10,348.90 |
|
0.618 |
10,296.49 |
|
0.500 |
10,280.30 |
|
0.382 |
10,264.11 |
|
LOW |
10,211.70 |
|
0.618 |
10,126.91 |
|
1.000 |
10,074.50 |
|
1.618 |
9,989.71 |
|
2.618 |
9,852.51 |
|
4.250 |
9,628.60 |
|
|
| Fisher Pivots for day following 20-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,280.30 |
10,282.55 |
| PP |
10,263.37 |
10,264.87 |
| S1 |
10,246.43 |
10,247.18 |
|