Trading Metrics calculated at close of trading on 16-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2002 |
16-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,290.40 |
1,309.25 |
18.85 |
1.5% |
1,191.53 |
High |
1,350.54 |
1,319.52 |
-31.02 |
-2.3% |
1,282.44 |
Low |
1,280.07 |
1,296.11 |
16.04 |
1.3% |
1,142.25 |
Close |
1,311.05 |
1,315.85 |
4.80 |
0.4% |
1,188.78 |
Range |
70.47 |
23.41 |
-47.06 |
-66.8% |
140.19 |
ATR |
52.52 |
50.44 |
-2.08 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.72 |
1,371.70 |
1,328.73 |
|
R3 |
1,357.31 |
1,348.29 |
1,322.29 |
|
R2 |
1,333.90 |
1,333.90 |
1,320.14 |
|
R1 |
1,324.88 |
1,324.88 |
1,318.00 |
1,329.39 |
PP |
1,310.49 |
1,310.49 |
1,310.49 |
1,312.75 |
S1 |
1,301.47 |
1,301.47 |
1,313.70 |
1,305.98 |
S2 |
1,287.08 |
1,287.08 |
1,311.56 |
|
S3 |
1,263.67 |
1,278.06 |
1,309.41 |
|
S4 |
1,240.26 |
1,254.65 |
1,302.97 |
|
|
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 |
1,350.54 |
1,186.08 |
164.46 |
12.5% |
47.02 |
3.6% |
79% |
False |
False |
|
10 |
1,350.54 |
1,142.25 |
208.29 |
15.8% |
46.55 |
3.5% |
83% |
False |
False |
|
20 |
1,408.31 |
1,142.25 |
266.06 |
20.2% |
44.12 |
3.4% |
65% |
False |
False |
|
40 |
1,491.31 |
1,142.25 |
349.06 |
26.5% |
41.52 |
3.2% |
50% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
32.8% |
41.73 |
3.2% |
40% |
False |
False |
|
80 |
1,586.34 |
1,142.25 |
444.09 |
33.7% |
41.99 |
3.2% |
39% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
43.2% |
41.50 |
3.2% |
31% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
45.0% |
42.17 |
3.2% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.01 |
2.618 |
1,380.81 |
1.618 |
1,357.40 |
1.000 |
1,342.93 |
0.618 |
1,333.99 |
HIGH |
1,319.52 |
0.618 |
1,310.58 |
0.500 |
1,307.82 |
0.382 |
1,305.05 |
LOW |
1,296.11 |
0.618 |
1,281.64 |
1.000 |
1,272.70 |
1.618 |
1,258.23 |
2.618 |
1,234.82 |
4.250 |
1,196.62 |
|
|
Fisher Pivots for day following 16-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,313.17 |
1,315.67 |
PP |
1,310.49 |
1,315.49 |
S1 |
1,307.82 |
1,315.31 |
|