Dow Jones Industrial Average Cash Index

Trading Metrics calculated at close of trading on 03-Jun-2002

Day Change Summary
	Previous	Current
	31-May-2002	03-Jun-2002	Change	Change %	Previous Week
Open	9,915.15	9,923.94	8.79	0.1%	10,106.50
High	10,042.30	9,986.49	-55.81	-0.6%	10,118.50
Low	9,915.01	9,704.18	-210.83	-2.1%	9,802.23
Close	9,925.25	9,709.79	-215.46	-2.2%	9,925.25
Range	127.29	282.31	155.02	121.8%	316.27
ATR	140.94	151.04	10.10	7.2%	0.00
Volume

Daily Pivots for day following 03-Jun-2002
	Classic	Woodie	Camarilla	DeMark
R4	10,647.08	10,460.75	9,865.06
R3	10,364.77	10,178.44	9,787.43
R2	10,082.46	10,082.46	9,761.55
R1	9,896.13	9,896.13	9,735.67	9,848.14
PP	9,800.15	9,800.15	9,800.15	9,776.16
S1	9,613.82	9,613.82	9,683.91	9,565.83
S2	9,517.84	9,517.84	9,658.03
S3	9,235.53	9,331.51	9,632.15
S4	8,953.22	9,049.20	9,554.52

Weekly Pivots for week ending 31-May-2002
	Classic	Woodie	Camarilla	DeMark
R4	10,897.47	10,727.63	10,099.20
R3	10,581.20	10,411.36	10,012.22
R2	10,264.93	10,264.93	9,983.23
R1	10,095.09	10,095.09	9,954.24	10,021.88
PP	9,948.66	9,948.66	9,948.66	9,912.05
S1	9,778.82	9,778.82	9,896.26	9,705.61
S2	9,632.39	9,632.39	9,867.27
S3	9,316.12	9,462.55	9,838.28
S4	8,999.85	9,146.28	9,751.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,118.50	9,704.18	414.32	4.3%	154.61	1.6%	1%	False	True
10	10,348.90	9,704.18	644.72	6.6%	147.32	1.5%	1%	False	True
20	10,353.40	9,704.18	649.22	6.7%	152.63	1.6%	1%	False	True
40	10,394.70	9,704.18	690.52	7.1%	150.85	1.6%	1%	False	True
60	10,673.10	9,704.18	968.92	10.0%	142.35	1.5%	1%	False	True
80	10,673.10	9,580.32	1,092.78	11.3%	148.90	1.5%	12%	False	False
100	10,673.10	9,529.46	1,143.64	11.8%	148.60	1.5%	16%	False	False
120	10,673.10	9,529.46	1,143.64	11.8%	142.77	1.5%	16%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.74
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	11,186.31
2.618	10,725.58
1.618	10,443.27
1.000	10,268.80
0.618	10,160.96
HIGH	9,986.49
0.618	9,878.65
0.500	9,845.34
0.382	9,812.02
LOW	9,704.18
0.618	9,529.71
1.000	9,421.87
1.618	9,247.40
2.618	8,965.09
4.250	8,504.36

Fisher Pivots for day following 03-Jun-2002
Pivot	1 day	3 day
R1	9,845.34	9,873.24
PP	9,800.15	9,818.76
S1	9,754.97	9,764.27

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These figures are updated between 7pm and 10pm EST after a trading day.

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