| Trading Metrics calculated at close of trading on 29-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2002 |
29-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,106.50 |
9,976.94 |
-129.56 |
-1.3% |
10,348.90 |
| High |
10,118.50 |
9,988.50 |
-130.00 |
-1.3% |
10,348.90 |
| Low |
9,961.86 |
9,922.97 |
-38.89 |
-0.4% |
10,063.50 |
| Close |
9,981.58 |
9,923.04 |
-58.54 |
-0.6% |
10,104.30 |
| Range |
156.64 |
65.53 |
-91.11 |
-58.2% |
285.40 |
| ATR |
147.63 |
141.77 |
-5.86 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,141.43 |
10,097.76 |
9,959.08 |
|
| R3 |
10,075.90 |
10,032.23 |
9,941.06 |
|
| R2 |
10,010.37 |
10,010.37 |
9,935.05 |
|
| R1 |
9,966.70 |
9,966.70 |
9,929.05 |
9,955.77 |
| PP |
9,944.84 |
9,944.84 |
9,944.84 |
9,939.37 |
| S1 |
9,901.17 |
9,901.17 |
9,917.03 |
9,890.24 |
| S2 |
9,879.31 |
9,879.31 |
9,911.03 |
|
| S3 |
9,813.78 |
9,835.64 |
9,905.02 |
|
| S4 |
9,748.25 |
9,770.11 |
9,887.00 |
|
|
| Weekly Pivots for week ending 24-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,028.43 |
10,851.77 |
10,261.27 |
|
| R3 |
10,743.03 |
10,566.37 |
10,182.79 |
|
| R2 |
10,457.63 |
10,457.63 |
10,156.62 |
|
| R1 |
10,280.97 |
10,280.97 |
10,130.46 |
10,226.60 |
| PP |
10,172.23 |
10,172.23 |
10,172.23 |
10,145.05 |
| S1 |
9,995.57 |
9,995.57 |
10,078.14 |
9,941.20 |
| S2 |
9,886.83 |
9,886.83 |
10,051.98 |
|
| S3 |
9,601.43 |
9,710.17 |
10,025.82 |
|
| S4 |
9,316.03 |
9,424.77 |
9,947.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,217.70 |
9,922.97 |
294.73 |
3.0% |
115.71 |
1.2% |
0% |
False |
True |
|
| 10 |
10,353.40 |
9,922.97 |
430.43 |
4.3% |
123.25 |
1.2% |
0% |
False |
True |
|
| 20 |
10,353.40 |
9,807.69 |
545.71 |
5.5% |
149.17 |
1.5% |
21% |
False |
False |
|
| 40 |
10,394.70 |
9,807.69 |
587.01 |
5.9% |
147.65 |
1.5% |
20% |
False |
False |
|
| 60 |
10,673.10 |
9,807.69 |
865.41 |
8.7% |
141.25 |
1.4% |
13% |
False |
False |
|
| 80 |
10,673.10 |
9,580.32 |
1,092.78 |
11.0% |
148.55 |
1.5% |
31% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
146.20 |
1.5% |
34% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
141.83 |
1.4% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,267.00 |
|
2.618 |
10,160.06 |
|
1.618 |
10,094.53 |
|
1.000 |
10,054.03 |
|
0.618 |
10,029.00 |
|
HIGH |
9,988.50 |
|
0.618 |
9,963.47 |
|
0.500 |
9,955.74 |
|
0.382 |
9,948.00 |
|
LOW |
9,922.97 |
|
0.618 |
9,882.47 |
|
1.000 |
9,857.44 |
|
1.618 |
9,816.94 |
|
2.618 |
9,751.41 |
|
4.250 |
9,644.47 |
|
|
| Fisher Pivots for day following 29-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,955.74 |
10,070.34 |
| PP |
9,944.84 |
10,021.24 |
| S1 |
9,933.94 |
9,972.14 |
|