Trading Metrics calculated at close of trading on 17-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2002 |
17-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,092.49 |
1,099.78 |
7.29 |
0.7% |
1,056.26 |
High |
1,099.29 |
1,106.59 |
7.30 |
0.7% |
1,106.59 |
Low |
1,089.17 |
1,096.77 |
7.60 |
0.7% |
1,053.90 |
Close |
1,098.23 |
1,106.59 |
8.36 |
0.8% |
1,106.59 |
Range |
10.12 |
9.82 |
-0.30 |
-3.0% |
52.69 |
ATR |
17.55 |
16.99 |
-0.55 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.78 |
1,129.50 |
1,111.99 |
|
R3 |
1,122.96 |
1,119.68 |
1,109.29 |
|
R2 |
1,113.14 |
1,113.14 |
1,108.39 |
|
R1 |
1,109.86 |
1,109.86 |
1,107.49 |
1,111.50 |
PP |
1,103.32 |
1,103.32 |
1,103.32 |
1,104.14 |
S1 |
1,100.04 |
1,100.04 |
1,105.69 |
1,101.68 |
S2 |
1,093.50 |
1,093.50 |
1,104.79 |
|
S3 |
1,083.68 |
1,090.22 |
1,103.89 |
|
S4 |
1,073.86 |
1,080.40 |
1,101.19 |
|
|
Weekly Pivots for week ending 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.10 |
1,229.53 |
1,135.57 |
|
R3 |
1,194.41 |
1,176.84 |
1,121.08 |
|
R2 |
1,141.72 |
1,141.72 |
1,116.25 |
|
R1 |
1,124.15 |
1,124.15 |
1,111.42 |
1,132.94 |
PP |
1,089.03 |
1,089.03 |
1,089.03 |
1,093.42 |
S1 |
1,071.46 |
1,071.46 |
1,101.76 |
1,080.25 |
S2 |
1,036.34 |
1,036.34 |
1,096.93 |
|
S3 |
983.65 |
1,018.77 |
1,092.10 |
|
S4 |
930.96 |
966.08 |
1,077.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.59 |
1,053.90 |
52.69 |
4.8% |
15.55 |
1.4% |
100% |
True |
False |
|
10 |
1,106.59 |
1,048.96 |
57.63 |
5.2% |
17.98 |
1.6% |
100% |
True |
False |
|
20 |
1,122.68 |
1,048.96 |
73.72 |
6.7% |
16.99 |
1.5% |
78% |
False |
False |
|
40 |
1,156.49 |
1,048.96 |
107.53 |
9.7% |
15.64 |
1.4% |
54% |
False |
False |
|
60 |
1,173.94 |
1,048.96 |
124.98 |
11.3% |
15.62 |
1.4% |
46% |
False |
False |
|
80 |
1,173.94 |
1,048.96 |
124.98 |
11.3% |
16.17 |
1.5% |
46% |
False |
False |
|
100 |
1,176.97 |
1,048.96 |
128.01 |
11.6% |
15.37 |
1.4% |
45% |
False |
False |
|
120 |
1,176.97 |
1,048.96 |
128.01 |
11.6% |
15.29 |
1.4% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,148.33 |
2.618 |
1,132.30 |
1.618 |
1,122.48 |
1.000 |
1,116.41 |
0.618 |
1,112.66 |
HIGH |
1,106.59 |
0.618 |
1,102.84 |
0.500 |
1,101.68 |
0.382 |
1,100.52 |
LOW |
1,096.77 |
0.618 |
1,090.70 |
1.000 |
1,086.95 |
1.618 |
1,080.88 |
2.618 |
1,071.06 |
4.250 |
1,055.04 |
|
|
Fisher Pivots for day following 17-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,104.95 |
1,103.65 |
PP |
1,103.32 |
1,100.71 |
S1 |
1,101.68 |
1,097.77 |
|