| Trading Metrics calculated at close of trading on 23-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2001 |
23-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,339.80 |
11,257.80 |
-82.00 |
-0.7% |
10,819.50 |
| High |
11,350.00 |
11,262.30 |
-87.70 |
-0.8% |
11,328.60 |
| Low |
11,239.60 |
11,101.20 |
-138.40 |
-1.2% |
10,800.10 |
| Close |
11,257.20 |
11,105.50 |
-151.70 |
-1.3% |
11,301.70 |
| Range |
110.40 |
161.10 |
50.70 |
45.9% |
528.50 |
| ATR |
166.90 |
166.49 |
-0.41 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,639.63 |
11,533.67 |
11,194.11 |
|
| R3 |
11,478.53 |
11,372.57 |
11,149.80 |
|
| R2 |
11,317.43 |
11,317.43 |
11,135.04 |
|
| R1 |
11,211.47 |
11,211.47 |
11,120.27 |
11,183.90 |
| PP |
11,156.33 |
11,156.33 |
11,156.33 |
11,142.55 |
| S1 |
11,050.37 |
11,050.37 |
11,090.73 |
11,022.80 |
| S2 |
10,995.23 |
10,995.23 |
11,075.97 |
|
| S3 |
10,834.13 |
10,889.27 |
11,061.20 |
|
| S4 |
10,673.03 |
10,728.17 |
11,016.90 |
|
|
| Weekly Pivots for week ending 18-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,728.97 |
12,543.83 |
11,592.38 |
|
| R3 |
12,200.47 |
12,015.33 |
11,447.04 |
|
| R2 |
11,671.97 |
11,671.97 |
11,398.59 |
|
| R1 |
11,486.83 |
11,486.83 |
11,350.15 |
11,579.40 |
| PP |
11,143.47 |
11,143.47 |
11,143.47 |
11,189.75 |
| S1 |
10,958.33 |
10,958.33 |
11,253.25 |
11,050.90 |
| S2 |
10,614.97 |
10,614.97 |
11,204.81 |
|
| S3 |
10,086.47 |
10,429.83 |
11,156.36 |
|
| S4 |
9,557.97 |
9,901.33 |
11,011.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,350.00 |
11,101.20 |
248.80 |
2.2% |
128.26 |
1.2% |
2% |
False |
True |
|
| 10 |
11,350.00 |
10,774.10 |
575.90 |
5.2% |
149.92 |
1.3% |
58% |
False |
False |
|
| 20 |
11,350.00 |
10,623.70 |
726.30 |
6.5% |
151.82 |
1.4% |
66% |
False |
False |
|
| 40 |
11,350.00 |
9,375.72 |
1,974.28 |
17.8% |
188.58 |
1.7% |
88% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
205.25 |
1.8% |
89% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
192.66 |
1.7% |
89% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
187.15 |
1.7% |
89% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
189.32 |
1.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,946.98 |
|
2.618 |
11,684.06 |
|
1.618 |
11,522.96 |
|
1.000 |
11,423.40 |
|
0.618 |
11,361.86 |
|
HIGH |
11,262.30 |
|
0.618 |
11,200.76 |
|
0.500 |
11,181.75 |
|
0.382 |
11,162.74 |
|
LOW |
11,101.20 |
|
0.618 |
11,001.64 |
|
1.000 |
10,940.10 |
|
1.618 |
10,840.54 |
|
2.618 |
10,679.44 |
|
4.250 |
10,416.53 |
|
|
| Fisher Pivots for day following 23-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,181.75 |
11,225.60 |
| PP |
11,156.33 |
11,185.57 |
| S1 |
11,130.92 |
11,145.53 |
|