Trading Metrics calculated at close of trading on 23-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2002 |
23-May-2002 |
Change |
Change % |
Previous Week |
Open |
10,098.60 |
10,158.30 |
59.70 |
0.6% |
9,938.82 |
High |
10,157.90 |
10,216.10 |
58.20 |
0.6% |
10,353.40 |
Low |
10,063.50 |
10,087.00 |
23.50 |
0.2% |
9,920.20 |
Close |
10,157.90 |
10,216.10 |
58.20 |
0.6% |
10,353.10 |
Range |
94.40 |
129.10 |
34.70 |
36.8% |
433.20 |
ATR |
149.47 |
148.02 |
-1.46 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,560.37 |
10,517.33 |
10,287.11 |
|
R3 |
10,431.27 |
10,388.23 |
10,251.60 |
|
R2 |
10,302.17 |
10,302.17 |
10,239.77 |
|
R1 |
10,259.13 |
10,259.13 |
10,227.93 |
10,280.65 |
PP |
10,173.07 |
10,173.07 |
10,173.07 |
10,183.83 |
S1 |
10,130.03 |
10,130.03 |
10,204.27 |
10,151.55 |
S2 |
10,043.97 |
10,043.97 |
10,192.43 |
|
S3 |
9,914.87 |
10,000.93 |
10,180.60 |
|
S4 |
9,785.77 |
9,871.83 |
10,145.10 |
|
|
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 |
10,063.50 |
289.90 |
2.8% |
132.78 |
1.3% |
53% |
False |
False |
|
10 |
10,353.40 |
9,920.20 |
433.20 |
4.2% |
139.30 |
1.4% |
68% |
False |
False |
|
20 |
10,353.40 |
9,807.69 |
545.71 |
5.3% |
155.66 |
1.5% |
75% |
False |
False |
|
40 |
10,502.60 |
9,807.69 |
694.91 |
6.8% |
146.89 |
1.4% |
59% |
False |
False |
|
60 |
10,673.10 |
9,807.69 |
865.41 |
8.5% |
145.85 |
1.4% |
47% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
150.22 |
1.5% |
60% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
146.43 |
1.4% |
60% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
142.07 |
1.4% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,764.78 |
2.618 |
10,554.08 |
1.618 |
10,424.98 |
1.000 |
10,345.20 |
0.618 |
10,295.88 |
HIGH |
10,216.10 |
0.618 |
10,166.78 |
0.500 |
10,151.55 |
0.382 |
10,136.32 |
LOW |
10,087.00 |
0.618 |
10,007.22 |
1.000 |
9,957.90 |
1.618 |
9,878.12 |
2.618 |
9,749.02 |
4.250 |
9,538.33 |
|
|
Fisher Pivots for day following 23-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,194.58 |
10,203.48 |
PP |
10,173.07 |
10,190.87 |
S1 |
10,151.55 |
10,178.25 |
|