Trading Metrics calculated at close of trading on 21-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2002 |
21-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,309.83 |
1,300.82 |
-9.01 |
-0.7% |
1,200.69 |
High |
1,313.26 |
1,309.62 |
-3.64 |
-0.3% |
1,350.54 |
Low |
1,284.74 |
1,251.53 |
-33.21 |
-2.6% |
1,192.90 |
Close |
1,292.21 |
1,255.91 |
-36.30 |
-2.8% |
1,325.80 |
Range |
28.52 |
58.09 |
29.57 |
103.7% |
157.64 |
ATR |
48.86 |
49.52 |
0.66 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.62 |
1,409.36 |
1,287.86 |
|
R3 |
1,388.53 |
1,351.27 |
1,271.88 |
|
R2 |
1,330.44 |
1,330.44 |
1,266.56 |
|
R1 |
1,293.18 |
1,293.18 |
1,261.23 |
1,282.77 |
PP |
1,272.35 |
1,272.35 |
1,272.35 |
1,267.15 |
S1 |
1,235.09 |
1,235.09 |
1,250.59 |
1,224.68 |
S2 |
1,214.26 |
1,214.26 |
1,245.26 |
|
S3 |
1,156.17 |
1,177.00 |
1,239.94 |
|
S4 |
1,098.08 |
1,118.91 |
1,223.96 |
|
|
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 |
1,251.53 |
99.01 |
7.9% |
43.44 |
3.5% |
4% |
False |
True |
|
10 |
1,350.54 |
1,186.08 |
164.46 |
13.1% |
47.03 |
3.7% |
42% |
False |
False |
|
20 |
1,350.54 |
1,142.25 |
208.29 |
16.6% |
45.55 |
3.6% |
55% |
False |
False |
|
40 |
1,481.74 |
1,142.25 |
339.49 |
27.0% |
41.44 |
3.3% |
33% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
34.3% |
41.36 |
3.3% |
26% |
False |
False |
|
80 |
1,582.65 |
1,142.25 |
440.40 |
35.1% |
42.17 |
3.4% |
26% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
45.2% |
42.03 |
3.3% |
20% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
47.2% |
42.03 |
3.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,556.50 |
2.618 |
1,461.70 |
1.618 |
1,403.61 |
1.000 |
1,367.71 |
0.618 |
1,345.52 |
HIGH |
1,309.62 |
0.618 |
1,287.43 |
0.500 |
1,280.58 |
0.382 |
1,273.72 |
LOW |
1,251.53 |
0.618 |
1,215.63 |
1.000 |
1,193.44 |
1.618 |
1,157.54 |
2.618 |
1,099.45 |
4.250 |
1,004.65 |
|
|
Fisher Pivots for day following 21-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,280.58 |
1,296.98 |
PP |
1,272.35 |
1,283.29 |
S1 |
1,264.13 |
1,269.60 |
|