| Trading Metrics calculated at close of trading on 23-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2002 |
23-May-2002 |
Change |
Change % |
Previous Week |
| Open |
1,078.83 |
1,086.62 |
7.79 |
0.7% |
1,056.26 |
| High |
1,086.02 |
1,097.10 |
11.08 |
1.0% |
1,106.59 |
| Low |
1,075.64 |
1,080.55 |
4.91 |
0.5% |
1,053.90 |
| Close |
1,086.02 |
1,097.08 |
11.06 |
1.0% |
1,106.59 |
| Range |
10.38 |
16.55 |
6.17 |
59.4% |
52.69 |
| ATR |
16.69 |
16.68 |
-0.01 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.23 |
1,135.70 |
1,106.18 |
|
| R3 |
1,124.68 |
1,119.15 |
1,101.63 |
|
| R2 |
1,108.13 |
1,108.13 |
1,100.11 |
|
| R1 |
1,102.60 |
1,102.60 |
1,098.60 |
1,105.37 |
| PP |
1,091.58 |
1,091.58 |
1,091.58 |
1,092.96 |
| S1 |
1,086.05 |
1,086.05 |
1,095.56 |
1,088.82 |
| S2 |
1,075.03 |
1,075.03 |
1,094.05 |
|
| S3 |
1,058.48 |
1,069.50 |
1,092.53 |
|
| S4 |
1,041.93 |
1,052.95 |
1,087.98 |
|
|
| 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 |
1,075.64 |
30.95 |
2.8% |
14.14 |
1.3% |
69% |
False |
False |
|
| 10 |
1,106.59 |
1,053.90 |
52.69 |
4.8% |
16.01 |
1.5% |
82% |
False |
False |
|
| 20 |
1,106.59 |
1,048.96 |
57.63 |
5.3% |
17.30 |
1.6% |
83% |
False |
False |
|
| 40 |
1,154.45 |
1,048.96 |
105.49 |
9.6% |
15.71 |
1.4% |
46% |
False |
False |
|
| 60 |
1,173.94 |
1,048.96 |
124.98 |
11.4% |
15.37 |
1.4% |
39% |
False |
False |
|
| 80 |
1,173.94 |
1,048.96 |
124.98 |
11.4% |
16.05 |
1.5% |
39% |
False |
False |
|
| 100 |
1,176.97 |
1,048.96 |
128.01 |
11.7% |
15.66 |
1.4% |
38% |
False |
False |
|
| 120 |
1,176.97 |
1,048.96 |
128.01 |
11.7% |
15.22 |
1.4% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.44 |
|
2.618 |
1,140.43 |
|
1.618 |
1,123.88 |
|
1.000 |
1,113.65 |
|
0.618 |
1,107.33 |
|
HIGH |
1,097.10 |
|
0.618 |
1,090.78 |
|
0.500 |
1,088.83 |
|
0.382 |
1,086.87 |
|
LOW |
1,080.55 |
|
0.618 |
1,070.32 |
|
1.000 |
1,064.00 |
|
1.618 |
1,053.77 |
|
2.618 |
1,037.22 |
|
4.250 |
1,010.21 |
|
|
| Fisher Pivots for day following 23-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,094.33 |
1,093.92 |
| PP |
1,091.58 |
1,090.76 |
| S1 |
1,088.83 |
1,087.60 |
|