| Trading Metrics calculated at close of trading on 14-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2002 |
14-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,056.26 |
1,076.15 |
19.89 |
1.9% |
1,073.01 |
| High |
1,074.84 |
1,097.71 |
22.87 |
2.1% |
1,088.92 |
| Low |
1,053.90 |
1,076.15 |
22.25 |
2.1% |
1,048.96 |
| Close |
1,074.56 |
1,097.28 |
22.72 |
2.1% |
1,054.99 |
| Range |
20.94 |
21.56 |
0.62 |
3.0% |
39.96 |
| ATR |
17.96 |
18.33 |
0.37 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,155.06 |
1,147.73 |
1,109.14 |
|
| R3 |
1,133.50 |
1,126.17 |
1,103.21 |
|
| R2 |
1,111.94 |
1,111.94 |
1,101.23 |
|
| R1 |
1,104.61 |
1,104.61 |
1,099.26 |
1,108.28 |
| PP |
1,090.38 |
1,090.38 |
1,090.38 |
1,092.21 |
| S1 |
1,083.05 |
1,083.05 |
1,095.30 |
1,086.72 |
| S2 |
1,068.82 |
1,068.82 |
1,093.33 |
|
| S3 |
1,047.26 |
1,061.49 |
1,091.35 |
|
| S4 |
1,025.70 |
1,039.93 |
1,085.42 |
|
|
| 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 |
1,097.71 |
1,053.90 |
43.81 |
4.0% |
22.31 |
2.0% |
99% |
True |
False |
|
| 10 |
1,097.71 |
1,048.96 |
48.75 |
4.4% |
19.49 |
1.8% |
99% |
True |
False |
|
| 20 |
1,133.00 |
1,048.96 |
84.04 |
7.7% |
17.08 |
1.6% |
57% |
False |
False |
|
| 40 |
1,173.94 |
1,048.96 |
124.98 |
11.4% |
15.80 |
1.4% |
39% |
False |
False |
|
| 60 |
1,173.94 |
1,048.96 |
124.98 |
11.4% |
16.11 |
1.5% |
39% |
False |
False |
|
| 80 |
1,173.94 |
1,048.96 |
124.98 |
11.4% |
16.26 |
1.5% |
39% |
False |
False |
|
| 100 |
1,176.97 |
1,048.96 |
128.01 |
11.7% |
15.38 |
1.4% |
38% |
False |
False |
|
| 120 |
1,176.97 |
1,048.96 |
128.01 |
11.7% |
15.31 |
1.4% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,189.34 |
|
2.618 |
1,154.15 |
|
1.618 |
1,132.59 |
|
1.000 |
1,119.27 |
|
0.618 |
1,111.03 |
|
HIGH |
1,097.71 |
|
0.618 |
1,089.47 |
|
0.500 |
1,086.93 |
|
0.382 |
1,084.39 |
|
LOW |
1,076.15 |
|
0.618 |
1,062.83 |
|
1.000 |
1,054.59 |
|
1.618 |
1,041.27 |
|
2.618 |
1,019.71 |
|
4.250 |
984.52 |
|
|
| Fisher Pivots for day following 14-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.83 |
1,090.12 |
| PP |
1,090.38 |
1,082.96 |
| S1 |
1,086.93 |
1,075.81 |
|