Trading Metrics calculated at close of trading on 31-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2002 |
31-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,065.09 |
1,065.82 |
0.73 |
0.1% |
1,084.58 |
High |
1,069.50 |
1,079.93 |
10.43 |
1.0% |
1,085.98 |
Low |
1,054.26 |
1,065.82 |
11.56 |
1.1% |
1,054.26 |
Close |
1,064.66 |
1,067.14 |
2.48 |
0.2% |
1,067.14 |
Range |
15.24 |
14.11 |
-1.13 |
-7.4% |
31.72 |
ATR |
15.78 |
15.74 |
-0.04 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.29 |
1,104.33 |
1,074.90 |
|
R3 |
1,099.18 |
1,090.22 |
1,071.02 |
|
R2 |
1,085.07 |
1,085.07 |
1,069.73 |
|
R1 |
1,076.11 |
1,076.11 |
1,068.43 |
1,080.59 |
PP |
1,070.96 |
1,070.96 |
1,070.96 |
1,073.21 |
S1 |
1,062.00 |
1,062.00 |
1,065.85 |
1,066.48 |
S2 |
1,056.85 |
1,056.85 |
1,064.55 |
|
S3 |
1,042.74 |
1,047.89 |
1,063.26 |
|
S4 |
1,028.63 |
1,033.78 |
1,059.38 |
|
|
Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.29 |
1,147.43 |
1,084.59 |
|
R3 |
1,132.57 |
1,115.71 |
1,075.86 |
|
R2 |
1,100.85 |
1,100.85 |
1,072.96 |
|
R1 |
1,083.99 |
1,083.99 |
1,070.05 |
1,076.56 |
PP |
1,069.13 |
1,069.13 |
1,069.13 |
1,065.41 |
S1 |
1,052.27 |
1,052.27 |
1,064.23 |
1,044.84 |
S2 |
1,037.41 |
1,037.41 |
1,061.32 |
|
S3 |
1,005.69 |
1,020.55 |
1,058.42 |
|
S4 |
973.97 |
988.83 |
1,049.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,095.99 |
1,054.26 |
41.73 |
3.9% |
13.20 |
1.2% |
31% |
False |
False |
|
10 |
1,106.59 |
1,054.26 |
52.33 |
4.9% |
13.67 |
1.3% |
25% |
False |
False |
|
20 |
1,106.59 |
1,048.96 |
57.63 |
5.4% |
16.10 |
1.5% |
32% |
False |
False |
|
40 |
1,133.31 |
1,048.96 |
84.35 |
7.9% |
15.82 |
1.5% |
22% |
False |
False |
|
60 |
1,173.94 |
1,048.96 |
124.98 |
11.7% |
14.91 |
1.4% |
15% |
False |
False |
|
80 |
1,173.94 |
1,048.96 |
124.98 |
11.7% |
15.52 |
1.5% |
15% |
False |
False |
|
100 |
1,174.26 |
1,048.96 |
125.30 |
11.7% |
15.63 |
1.5% |
15% |
False |
False |
|
120 |
1,176.97 |
1,048.96 |
128.01 |
12.0% |
15.16 |
1.4% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,139.90 |
2.618 |
1,116.87 |
1.618 |
1,102.76 |
1.000 |
1,094.04 |
0.618 |
1,088.65 |
HIGH |
1,079.93 |
0.618 |
1,074.54 |
0.500 |
1,072.88 |
0.382 |
1,071.21 |
LOW |
1,065.82 |
0.618 |
1,057.10 |
1.000 |
1,051.71 |
1.618 |
1,042.99 |
2.618 |
1,028.88 |
4.250 |
1,005.85 |
|
|
Fisher Pivots for day following 31-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,072.88 |
1,067.13 |
PP |
1,070.96 |
1,067.11 |
S1 |
1,069.05 |
1,067.10 |
|