| Trading Metrics calculated at close of trading on 17-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2001 |
17-May-2001 |
Change |
Change % |
Previous Week |
| Open |
10,864.70 |
11,218.70 |
354.00 |
3.3% |
10,952.40 |
| High |
11,231.20 |
11,328.60 |
97.40 |
0.9% |
10,995.30 |
| Low |
10,814.30 |
11,181.90 |
367.60 |
3.4% |
10,774.10 |
| Close |
11,215.90 |
11,248.60 |
32.70 |
0.3% |
10,821.30 |
| Range |
416.90 |
146.70 |
-270.20 |
-64.8% |
221.20 |
| ATR |
183.40 |
180.78 |
-2.62 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,693.13 |
11,617.57 |
11,329.29 |
|
| R3 |
11,546.43 |
11,470.87 |
11,288.94 |
|
| R2 |
11,399.73 |
11,399.73 |
11,275.50 |
|
| R1 |
11,324.17 |
11,324.17 |
11,262.05 |
11,361.95 |
| PP |
11,253.03 |
11,253.03 |
11,253.03 |
11,271.93 |
| S1 |
11,177.47 |
11,177.47 |
11,235.15 |
11,215.25 |
| S2 |
11,106.33 |
11,106.33 |
11,221.71 |
|
| S3 |
10,959.63 |
11,030.77 |
11,208.26 |
|
| S4 |
10,812.93 |
10,884.07 |
11,167.92 |
|
|
| Weekly Pivots for week ending 11-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,527.17 |
11,395.43 |
10,942.96 |
|
| R3 |
11,305.97 |
11,174.23 |
10,882.13 |
|
| R2 |
11,084.77 |
11,084.77 |
10,861.85 |
|
| R1 |
10,953.03 |
10,953.03 |
10,841.58 |
10,908.30 |
| PP |
10,863.57 |
10,863.57 |
10,863.57 |
10,841.20 |
| S1 |
10,731.83 |
10,731.83 |
10,801.02 |
10,687.10 |
| S2 |
10,642.37 |
10,642.37 |
10,780.75 |
|
| S3 |
10,421.17 |
10,510.63 |
10,760.47 |
|
| S4 |
10,199.97 |
10,289.43 |
10,699.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,328.60 |
10,774.10 |
554.50 |
4.9% |
178.86 |
1.6% |
86% |
True |
False |
|
| 10 |
11,328.60 |
10,673.20 |
655.40 |
5.8% |
163.13 |
1.5% |
88% |
True |
False |
|
| 20 |
11,328.60 |
10,444.10 |
884.50 |
7.9% |
160.15 |
1.4% |
91% |
True |
False |
|
| 40 |
11,328.60 |
9,106.54 |
2,222.06 |
19.8% |
203.95 |
1.8% |
96% |
True |
False |
|
| 60 |
11,328.60 |
9,106.54 |
2,222.06 |
19.8% |
210.14 |
1.9% |
96% |
True |
False |
|
| 80 |
11,328.60 |
9,106.54 |
2,222.06 |
19.8% |
191.93 |
1.7% |
96% |
True |
False |
|
| 100 |
11,328.60 |
9,106.54 |
2,222.06 |
19.8% |
188.00 |
1.7% |
96% |
True |
False |
|
| 120 |
11,328.60 |
9,106.54 |
2,222.06 |
19.8% |
189.77 |
1.7% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,952.08 |
|
2.618 |
11,712.66 |
|
1.618 |
11,565.96 |
|
1.000 |
11,475.30 |
|
0.618 |
11,419.26 |
|
HIGH |
11,328.60 |
|
0.618 |
11,272.56 |
|
0.500 |
11,255.25 |
|
0.382 |
11,237.94 |
|
LOW |
11,181.90 |
|
0.618 |
11,091.24 |
|
1.000 |
11,035.20 |
|
1.618 |
10,944.54 |
|
2.618 |
10,797.84 |
|
4.250 |
10,558.43 |
|
|
| Fisher Pivots for day following 17-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,255.25 |
11,189.55 |
| PP |
11,253.03 |
11,130.50 |
| S1 |
11,250.82 |
11,071.45 |
|