Trading Metrics calculated at close of trading on 13-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2002 |
13-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,074.25 |
1,056.26 |
-17.99 |
-1.7% |
1,073.01 |
High |
1,075.43 |
1,074.84 |
-0.59 |
-0.1% |
1,088.92 |
Low |
1,053.93 |
1,053.90 |
-0.03 |
0.0% |
1,048.96 |
Close |
1,054.99 |
1,074.56 |
19.57 |
1.9% |
1,054.99 |
Range |
21.50 |
20.94 |
-0.56 |
-2.6% |
39.96 |
ATR |
17.73 |
17.96 |
0.23 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.59 |
1,123.51 |
1,086.08 |
|
R3 |
1,109.65 |
1,102.57 |
1,080.32 |
|
R2 |
1,088.71 |
1,088.71 |
1,078.40 |
|
R1 |
1,081.63 |
1,081.63 |
1,076.48 |
1,085.17 |
PP |
1,067.77 |
1,067.77 |
1,067.77 |
1,069.54 |
S1 |
1,060.69 |
1,060.69 |
1,072.64 |
1,064.23 |
S2 |
1,046.83 |
1,046.83 |
1,070.72 |
|
S3 |
1,025.89 |
1,039.75 |
1,068.80 |
|
S4 |
1,004.95 |
1,018.81 |
1,063.04 |
|
|
Weekly Pivots for week ending 10-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.17 |
1,159.54 |
1,076.97 |
|
R3 |
1,144.21 |
1,119.58 |
1,065.98 |
|
R2 |
1,104.25 |
1,104.25 |
1,062.32 |
|
R1 |
1,079.62 |
1,079.62 |
1,058.65 |
1,071.96 |
PP |
1,064.29 |
1,064.29 |
1,064.29 |
1,060.46 |
S1 |
1,039.66 |
1,039.66 |
1,051.33 |
1,032.00 |
S2 |
1,024.33 |
1,024.33 |
1,047.66 |
|
S3 |
984.37 |
999.70 |
1,044.00 |
|
S4 |
944.41 |
959.74 |
1,033.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.92 |
1,048.96 |
39.96 |
3.7% |
19.94 |
1.9% |
64% |
False |
False |
|
10 |
1,091.42 |
1,048.96 |
42.46 |
4.0% |
19.25 |
1.8% |
60% |
False |
False |
|
20 |
1,133.00 |
1,048.96 |
84.04 |
7.8% |
17.17 |
1.6% |
30% |
False |
False |
|
40 |
1,173.94 |
1,048.96 |
124.98 |
11.6% |
15.60 |
1.5% |
20% |
False |
False |
|
60 |
1,173.94 |
1,048.96 |
124.98 |
11.6% |
15.99 |
1.5% |
20% |
False |
False |
|
80 |
1,173.94 |
1,048.96 |
124.98 |
11.6% |
16.10 |
1.5% |
20% |
False |
False |
|
100 |
1,176.97 |
1,048.96 |
128.01 |
11.9% |
15.26 |
1.4% |
20% |
False |
False |
|
120 |
1,176.97 |
1,048.96 |
128.01 |
11.9% |
15.22 |
1.4% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.84 |
2.618 |
1,129.66 |
1.618 |
1,108.72 |
1.000 |
1,095.78 |
0.618 |
1,087.78 |
HIGH |
1,074.84 |
0.618 |
1,066.84 |
0.500 |
1,064.37 |
0.382 |
1,061.90 |
LOW |
1,053.90 |
0.618 |
1,040.96 |
1.000 |
1,032.96 |
1.618 |
1,020.02 |
2.618 |
999.08 |
4.250 |
964.91 |
|
|
Fisher Pivots for day following 13-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,071.16 |
1,073.16 |
PP |
1,067.77 |
1,071.76 |
S1 |
1,064.37 |
1,070.36 |
|