Trading Metrics calculated at close of trading on 22-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2002 |
22-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,300.82 |
1,246.08 |
-54.74 |
-4.2% |
1,200.69 |
High |
1,309.62 |
1,269.64 |
-39.98 |
-3.1% |
1,350.54 |
Low |
1,251.53 |
1,233.78 |
-17.75 |
-1.4% |
1,192.90 |
Close |
1,255.91 |
1,264.51 |
8.60 |
0.7% |
1,325.80 |
Range |
58.09 |
35.86 |
-22.23 |
-38.3% |
157.64 |
ATR |
49.52 |
48.55 |
-0.98 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.56 |
1,349.89 |
1,284.23 |
|
R3 |
1,327.70 |
1,314.03 |
1,274.37 |
|
R2 |
1,291.84 |
1,291.84 |
1,271.08 |
|
R1 |
1,278.17 |
1,278.17 |
1,267.80 |
1,285.01 |
PP |
1,255.98 |
1,255.98 |
1,255.98 |
1,259.39 |
S1 |
1,242.31 |
1,242.31 |
1,261.22 |
1,249.15 |
S2 |
1,220.12 |
1,220.12 |
1,257.94 |
|
S3 |
1,184.26 |
1,206.45 |
1,254.65 |
|
S4 |
1,148.40 |
1,170.59 |
1,244.79 |
|
|
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 |
1,342.43 |
1,233.78 |
108.65 |
8.6% |
36.52 |
2.9% |
28% |
False |
True |
|
10 |
1,350.54 |
1,186.08 |
164.46 |
13.0% |
43.65 |
3.5% |
48% |
False |
False |
|
20 |
1,350.54 |
1,142.25 |
208.29 |
16.5% |
45.53 |
3.6% |
59% |
False |
False |
|
40 |
1,481.74 |
1,142.25 |
339.49 |
26.8% |
41.35 |
3.3% |
36% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
34.1% |
41.29 |
3.3% |
28% |
False |
False |
|
80 |
1,582.65 |
1,142.25 |
440.40 |
34.8% |
42.14 |
3.3% |
28% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
44.9% |
42.17 |
3.3% |
22% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
46.8% |
41.80 |
3.3% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.05 |
2.618 |
1,363.52 |
1.618 |
1,327.66 |
1.000 |
1,305.50 |
0.618 |
1,291.80 |
HIGH |
1,269.64 |
0.618 |
1,255.94 |
0.500 |
1,251.71 |
0.382 |
1,247.48 |
LOW |
1,233.78 |
0.618 |
1,211.62 |
1.000 |
1,197.92 |
1.618 |
1,175.76 |
2.618 |
1,139.90 |
4.250 |
1,081.38 |
|
|
Fisher Pivots for day following 22-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,260.24 |
1,273.52 |
PP |
1,255.98 |
1,270.52 |
S1 |
1,251.71 |
1,267.51 |
|