Trading Metrics calculated at close of trading on 10-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2002 |
10-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,268.91 |
1,247.09 |
-21.82 |
-1.7% |
1,191.53 |
High |
1,281.20 |
1,248.96 |
-32.24 |
-2.5% |
1,282.44 |
Low |
1,239.02 |
1,186.08 |
-52.94 |
-4.3% |
1,142.25 |
Close |
1,240.41 |
1,188.78 |
-51.63 |
-4.2% |
1,188.78 |
Range |
42.18 |
62.88 |
20.70 |
49.1% |
140.19 |
ATR |
48.41 |
49.45 |
1.03 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.58 |
1,355.56 |
1,223.36 |
|
R3 |
1,333.70 |
1,292.68 |
1,206.07 |
|
R2 |
1,270.82 |
1,270.82 |
1,200.31 |
|
R1 |
1,229.80 |
1,229.80 |
1,194.54 |
1,218.87 |
PP |
1,207.94 |
1,207.94 |
1,207.94 |
1,202.48 |
S1 |
1,166.92 |
1,166.92 |
1,183.02 |
1,155.99 |
S2 |
1,145.06 |
1,145.06 |
1,177.25 |
|
S3 |
1,082.18 |
1,104.04 |
1,171.49 |
|
S4 |
1,019.30 |
1,041.16 |
1,154.20 |
|
|
Weekly Pivots for week ending 10-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,625.06 |
1,547.11 |
1,265.88 |
|
R3 |
1,484.87 |
1,406.92 |
1,227.33 |
|
R2 |
1,344.68 |
1,344.68 |
1,214.48 |
|
R1 |
1,266.73 |
1,266.73 |
1,201.63 |
1,235.61 |
PP |
1,204.49 |
1,204.49 |
1,204.49 |
1,188.93 |
S1 |
1,126.54 |
1,126.54 |
1,175.93 |
1,095.42 |
S2 |
1,064.30 |
1,064.30 |
1,163.08 |
|
S3 |
924.11 |
986.35 |
1,150.23 |
|
S4 |
783.92 |
846.16 |
1,111.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,282.44 |
1,142.25 |
140.19 |
11.8% |
50.95 |
4.3% |
33% |
False |
False |
|
10 |
1,292.19 |
1,142.25 |
149.94 |
12.6% |
48.61 |
4.1% |
31% |
False |
False |
|
20 |
1,426.01 |
1,142.25 |
283.76 |
23.9% |
42.19 |
3.5% |
16% |
False |
False |
|
40 |
1,523.27 |
1,142.25 |
381.02 |
32.1% |
40.26 |
3.4% |
12% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
36.3% |
41.83 |
3.5% |
11% |
False |
False |
|
80 |
1,605.28 |
1,142.25 |
463.03 |
39.0% |
42.16 |
3.5% |
10% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
47.8% |
41.46 |
3.5% |
8% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
49.8% |
42.10 |
3.5% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.20 |
2.618 |
1,413.58 |
1.618 |
1,350.70 |
1.000 |
1,311.84 |
0.618 |
1,287.82 |
HIGH |
1,248.96 |
0.618 |
1,224.94 |
0.500 |
1,217.52 |
0.382 |
1,210.10 |
LOW |
1,186.08 |
0.618 |
1,147.22 |
1.000 |
1,123.20 |
1.618 |
1,084.34 |
2.618 |
1,021.46 |
4.250 |
918.84 |
|
|
Fisher Pivots for day following 10-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,217.52 |
1,234.26 |
PP |
1,207.94 |
1,219.10 |
S1 |
1,198.36 |
1,203.94 |
|