Trading Metrics calculated at close of trading on 13-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2002 |
13-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,247.09 |
1,200.69 |
-46.40 |
-3.7% |
1,191.53 |
High |
1,248.96 |
1,244.02 |
-4.94 |
-0.4% |
1,282.44 |
Low |
1,186.08 |
1,192.90 |
6.82 |
0.6% |
1,142.25 |
Close |
1,188.78 |
1,241.54 |
52.76 |
4.4% |
1,188.78 |
Range |
62.88 |
51.12 |
-11.76 |
-18.7% |
140.19 |
ATR |
49.45 |
49.86 |
0.41 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.51 |
1,361.65 |
1,269.66 |
|
R3 |
1,328.39 |
1,310.53 |
1,255.60 |
|
R2 |
1,277.27 |
1,277.27 |
1,250.91 |
|
R1 |
1,259.41 |
1,259.41 |
1,246.23 |
1,268.34 |
PP |
1,226.15 |
1,226.15 |
1,226.15 |
1,230.62 |
S1 |
1,208.29 |
1,208.29 |
1,236.85 |
1,217.22 |
S2 |
1,175.03 |
1,175.03 |
1,232.17 |
|
S3 |
1,123.91 |
1,157.17 |
1,227.48 |
|
S4 |
1,072.79 |
1,106.05 |
1,213.42 |
|
|
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 |
11.3% |
52.50 |
4.2% |
71% |
False |
False |
|
10 |
1,292.19 |
1,142.25 |
149.94 |
12.1% |
49.84 |
4.0% |
66% |
False |
False |
|
20 |
1,426.01 |
1,142.25 |
283.76 |
22.9% |
43.35 |
3.5% |
35% |
False |
False |
|
40 |
1,523.27 |
1,142.25 |
381.02 |
30.7% |
40.84 |
3.3% |
26% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
34.7% |
42.06 |
3.4% |
23% |
False |
False |
|
80 |
1,605.28 |
1,142.25 |
463.03 |
37.3% |
42.32 |
3.4% |
21% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
45.7% |
41.50 |
3.3% |
17% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
47.7% |
42.29 |
3.4% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.28 |
2.618 |
1,377.85 |
1.618 |
1,326.73 |
1.000 |
1,295.14 |
0.618 |
1,275.61 |
HIGH |
1,244.02 |
0.618 |
1,224.49 |
0.500 |
1,218.46 |
0.382 |
1,212.43 |
LOW |
1,192.90 |
0.618 |
1,161.31 |
1.000 |
1,141.78 |
1.618 |
1,110.19 |
2.618 |
1,059.07 |
4.250 |
975.64 |
|
|
Fisher Pivots for day following 13-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,233.85 |
1,238.91 |
PP |
1,226.15 |
1,236.27 |
S1 |
1,218.46 |
1,233.64 |
|