Trading Metrics calculated at close of trading on 23-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2002 |
23-May-2002 |
Change |
Change % |
Previous Week |
Open |
1,246.08 |
1,270.28 |
24.20 |
1.9% |
1,200.69 |
High |
1,269.64 |
1,286.82 |
17.18 |
1.4% |
1,350.54 |
Low |
1,233.78 |
1,241.25 |
7.47 |
0.6% |
1,192.90 |
Close |
1,264.51 |
1,286.77 |
22.26 |
1.8% |
1,325.80 |
Range |
35.86 |
45.57 |
9.71 |
27.1% |
157.64 |
ATR |
48.55 |
48.33 |
-0.21 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.32 |
1,393.12 |
1,311.83 |
|
R3 |
1,362.75 |
1,347.55 |
1,299.30 |
|
R2 |
1,317.18 |
1,317.18 |
1,295.12 |
|
R1 |
1,301.98 |
1,301.98 |
1,290.95 |
1,309.58 |
PP |
1,271.61 |
1,271.61 |
1,271.61 |
1,275.42 |
S1 |
1,256.41 |
1,256.41 |
1,282.59 |
1,264.01 |
S2 |
1,226.04 |
1,226.04 |
1,278.42 |
|
S3 |
1,180.47 |
1,210.84 |
1,274.24 |
|
S4 |
1,134.90 |
1,165.27 |
1,261.71 |
|
|
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 |
8.4% |
40.95 |
3.2% |
49% |
False |
False |
|
10 |
1,350.54 |
1,186.08 |
164.46 |
12.8% |
43.99 |
3.4% |
61% |
False |
False |
|
20 |
1,350.54 |
1,142.25 |
208.29 |
16.2% |
46.45 |
3.6% |
69% |
False |
False |
|
40 |
1,481.74 |
1,142.25 |
339.49 |
26.4% |
41.94 |
3.3% |
43% |
False |
False |
|
60 |
1,573.42 |
1,142.25 |
431.17 |
33.5% |
41.10 |
3.2% |
34% |
False |
False |
|
80 |
1,573.42 |
1,142.25 |
431.17 |
33.5% |
41.79 |
3.2% |
34% |
False |
False |
|
100 |
1,710.23 |
1,142.25 |
567.98 |
44.1% |
42.42 |
3.3% |
25% |
False |
False |
|
120 |
1,734.58 |
1,142.25 |
592.33 |
46.0% |
41.84 |
3.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.49 |
2.618 |
1,406.12 |
1.618 |
1,360.55 |
1.000 |
1,332.39 |
0.618 |
1,314.98 |
HIGH |
1,286.82 |
0.618 |
1,269.41 |
0.500 |
1,264.04 |
0.382 |
1,258.66 |
LOW |
1,241.25 |
0.618 |
1,213.09 |
1.000 |
1,195.68 |
1.618 |
1,167.52 |
2.618 |
1,121.95 |
4.250 |
1,047.58 |
|
|
Fisher Pivots for day following 23-May-2002 |
Pivot |
1 day |
3 day |
R1 |
1,279.19 |
1,281.75 |
PP |
1,271.61 |
1,276.72 |
S1 |
1,264.04 |
1,271.70 |
|