| Trading Metrics calculated at close of trading on 22-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2001 |
22-May-2001 |
Change |
Change % |
Previous Week |
| Open |
1,931.29 |
2,062.90 |
131.61 |
6.8% |
1,819.39 |
| High |
2,052.67 |
2,070.61 |
17.94 |
0.9% |
1,955.77 |
| Low |
1,927.04 |
2,023.07 |
96.03 |
5.0% |
1,768.62 |
| Close |
2,052.57 |
2,042.93 |
-9.64 |
-0.5% |
1,927.69 |
| Range |
125.63 |
47.54 |
-78.09 |
-62.2% |
187.15 |
| ATR |
86.54 |
83.76 |
-2.79 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.16 |
2,163.08 |
2,069.08 |
|
| R3 |
2,140.62 |
2,115.54 |
2,056.00 |
|
| R2 |
2,093.08 |
2,093.08 |
2,051.65 |
|
| R1 |
2,068.00 |
2,068.00 |
2,047.29 |
2,056.77 |
| PP |
2,045.54 |
2,045.54 |
2,045.54 |
2,039.92 |
| S1 |
2,020.46 |
2,020.46 |
2,038.57 |
2,009.23 |
| S2 |
1,998.00 |
1,998.00 |
2,034.21 |
|
| S3 |
1,950.46 |
1,972.92 |
2,029.86 |
|
| S4 |
1,902.92 |
1,925.38 |
2,016.78 |
|
|
| 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 |
2,070.61 |
1,768.62 |
301.99 |
14.8% |
81.68 |
4.0% |
91% |
True |
False |
|
| 10 |
2,070.61 |
1,768.62 |
301.99 |
14.8% |
72.15 |
3.5% |
91% |
True |
False |
|
| 20 |
2,070.61 |
1,743.45 |
327.16 |
16.0% |
73.37 |
3.6% |
92% |
True |
False |
|
| 40 |
2,070.61 |
1,348.52 |
722.09 |
35.3% |
81.99 |
4.0% |
96% |
True |
False |
|
| 60 |
2,081.79 |
1,348.52 |
733.27 |
35.9% |
85.78 |
4.2% |
95% |
False |
False |
|
| 80 |
2,718.51 |
1,348.52 |
1,369.99 |
67.1% |
90.54 |
4.4% |
51% |
False |
False |
|
| 100 |
2,771.63 |
1,348.52 |
1,423.11 |
69.7% |
101.19 |
5.0% |
49% |
False |
False |
|
| 120 |
2,990.83 |
1,348.52 |
1,642.31 |
80.4% |
109.23 |
5.3% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.66 |
|
2.618 |
2,195.07 |
|
1.618 |
2,147.53 |
|
1.000 |
2,118.15 |
|
0.618 |
2,099.99 |
|
HIGH |
2,070.61 |
|
0.618 |
2,052.45 |
|
0.500 |
2,046.84 |
|
0.382 |
2,041.23 |
|
LOW |
2,023.07 |
|
0.618 |
1,993.69 |
|
1.000 |
1,975.53 |
|
1.618 |
1,946.15 |
|
2.618 |
1,898.61 |
|
4.250 |
1,821.03 |
|
|
| Fisher Pivots for day following 22-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.84 |
2,023.44 |
| PP |
2,045.54 |
2,003.94 |
| S1 |
2,044.23 |
1,984.45 |
|