| Trading Metrics calculated at close of trading on 21-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2001 |
21-May-2001 |
Change |
Change % |
Previous Week |
| Open |
1,910.71 |
1,931.29 |
20.58 |
1.1% |
1,819.39 |
| High |
1,940.76 |
2,052.67 |
111.91 |
5.8% |
1,955.77 |
| Low |
1,898.28 |
1,927.04 |
28.76 |
1.5% |
1,768.62 |
| Close |
1,927.69 |
2,052.57 |
124.88 |
6.5% |
1,927.69 |
| Range |
42.48 |
125.63 |
83.15 |
195.7% |
187.15 |
| ATR |
83.53 |
86.54 |
3.01 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,387.65 |
2,345.74 |
2,121.67 |
|
| R3 |
2,262.02 |
2,220.11 |
2,087.12 |
|
| R2 |
2,136.39 |
2,136.39 |
2,075.60 |
|
| R1 |
2,094.48 |
2,094.48 |
2,064.09 |
2,115.44 |
| PP |
2,010.76 |
2,010.76 |
2,010.76 |
2,021.24 |
| S1 |
1,968.85 |
1,968.85 |
2,041.05 |
1,989.81 |
| S2 |
1,885.13 |
1,885.13 |
2,029.54 |
|
| S3 |
1,759.50 |
1,843.22 |
2,018.02 |
|
| S4 |
1,633.87 |
1,717.59 |
1,983.47 |
|
|
| Weekly Pivots for week ending 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.48 |
2,373.73 |
2,030.62 |
|
| R3 |
2,258.33 |
2,186.58 |
1,979.16 |
|
| R2 |
2,071.18 |
2,071.18 |
1,962.00 |
|
| R1 |
1,999.43 |
1,999.43 |
1,944.85 |
2,035.31 |
| PP |
1,884.03 |
1,884.03 |
1,884.03 |
1,901.96 |
| S1 |
1,812.28 |
1,812.28 |
1,910.53 |
1,848.16 |
| S2 |
1,696.88 |
1,696.88 |
1,893.38 |
|
| S3 |
1,509.73 |
1,625.13 |
1,876.22 |
|
| S4 |
1,322.58 |
1,437.98 |
1,824.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,052.67 |
1,768.62 |
284.05 |
13.8% |
84.68 |
4.1% |
100% |
True |
False |
|
| 10 |
2,052.67 |
1,768.62 |
284.05 |
13.8% |
72.64 |
3.5% |
100% |
True |
False |
|
| 20 |
2,052.67 |
1,743.45 |
309.22 |
15.1% |
76.18 |
3.7% |
100% |
True |
False |
|
| 40 |
2,052.67 |
1,348.52 |
704.15 |
34.3% |
82.53 |
4.0% |
100% |
True |
False |
|
| 60 |
2,103.63 |
1,348.52 |
755.11 |
36.8% |
86.37 |
4.2% |
93% |
False |
False |
|
| 80 |
2,718.51 |
1,348.52 |
1,369.99 |
66.7% |
91.31 |
4.4% |
51% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
69.3% |
101.77 |
5.0% |
49% |
False |
False |
|
| 120 |
2,990.83 |
1,348.52 |
1,642.31 |
80.0% |
110.30 |
5.4% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.60 |
|
2.618 |
2,381.57 |
|
1.618 |
2,255.94 |
|
1.000 |
2,178.30 |
|
0.618 |
2,130.31 |
|
HIGH |
2,052.67 |
|
0.618 |
2,004.68 |
|
0.500 |
1,989.86 |
|
0.382 |
1,975.03 |
|
LOW |
1,927.04 |
|
0.618 |
1,849.40 |
|
1.000 |
1,801.41 |
|
1.618 |
1,723.77 |
|
2.618 |
1,598.14 |
|
4.250 |
1,393.11 |
|
|
| Fisher Pivots for day following 21-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.67 |
2,026.87 |
| PP |
2,010.76 |
2,001.17 |
| S1 |
1,989.86 |
1,975.48 |
|