Trading Metrics calculated at close of trading on 20-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2002 |
20-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,333.23 |
1,309.83 |
-23.40 |
-1.8% |
1,200.69 |
High |
1,342.43 |
1,313.26 |
-29.17 |
-2.2% |
1,350.54 |
Low |
1,305.71 |
1,284.74 |
-20.97 |
-1.6% |
1,192.90 |
Close |
1,325.80 |
1,292.21 |
-33.59 |
-2.5% |
1,325.80 |
Range |
36.72 |
28.52 |
-8.20 |
-22.3% |
157.64 |
ATR |
49.46 |
48.86 |
-0.60 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.30 |
1,365.77 |
1,307.90 |
|
R3 |
1,353.78 |
1,337.25 |
1,300.05 |
|
R2 |
1,325.26 |
1,325.26 |
1,297.44 |
|
R1 |
1,308.73 |
1,308.73 |
1,294.82 |
1,302.74 |
PP |
1,296.74 |
1,296.74 |
1,296.74 |
1,293.74 |
S1 |
1,280.21 |
1,280.21 |
1,289.60 |
1,274.22 |
S2 |
1,268.22 |
1,268.22 |
1,286.98 |
|
S3 |
1,239.70 |
1,251.69 |
1,284.37 |
|
S4 |
1,211.18 |
1,223.17 |
1,276.52 |
|
|
Weekly Pivots for week ending 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.67 |
1,701.87 |
1,412.50 |
|
R3 |
1,605.03 |
1,544.23 |
1,369.15 |
|
R2 |
1,447.39 |
1,447.39 |
1,354.70 |
|
R1 |
1,386.59 |
1,386.59 |
1,340.25 |
1,416.99 |
PP |
1,289.75 |
1,289.75 |
1,289.75 |
1,304.95 |
S1 |
1,228.95 |
1,228.95 |
1,311.35 |
1,259.35 |
S2 |
1,132.11 |
1,132.11 |
1,296.90 |
|
S3 |
974.47 |
1,071.31 |
1,282.45 |
|
S4 |
816.83 |
913.67 |
1,239.10 |
|
|
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 |
1,280.07 |
70.47 |
5.5% |
37.27 |
2.9% |
17% |
False |
False |
|
10 |
1,350.54 |
1,142.25 |
208.29 |
16.1% |
44.88 |
3.5% |
72% |
False |
False |
|
20 |
1,357.01 |
1,142.25 |
214.76 |
16.6% |
44.69 |
3.5% |
70% |
False |
False |
|
40 |
1,481.97 |
1,142.25 |
339.72 |
26.3% |
41.35 |
3.2% |
44% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
33.4% |
41.20 |
3.2% |
35% |
False |
False |
|
80 |
1,582.65 |
1,142.25 |
440.40 |
34.1% |
41.82 |
3.2% |
34% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
44.0% |
41.80 |
3.2% |
26% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
45.8% |
42.12 |
3.3% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.47 |
2.618 |
1,387.93 |
1.618 |
1,359.41 |
1.000 |
1,341.78 |
0.618 |
1,330.89 |
HIGH |
1,313.26 |
0.618 |
1,302.37 |
0.500 |
1,299.00 |
0.382 |
1,295.63 |
LOW |
1,284.74 |
0.618 |
1,267.11 |
1.000 |
1,256.22 |
1.618 |
1,238.59 |
2.618 |
1,210.07 |
4.250 |
1,163.53 |
|
|
Fisher Pivots for day following 20-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,299.00 |
1,313.59 |
PP |
1,296.74 |
1,306.46 |
S1 |
1,294.47 |
1,299.34 |
|