| Trading Metrics calculated at close of trading on 24-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2001 |
24-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,257.80 |
11,107.10 |
-150.70 |
-1.3% |
10,819.50 |
| High |
11,262.30 |
11,173.40 |
-88.90 |
-0.8% |
11,328.60 |
| Low |
11,101.20 |
11,045.00 |
-56.20 |
-0.5% |
10,800.10 |
| Close |
11,105.50 |
11,122.40 |
16.90 |
0.2% |
11,301.70 |
| Range |
161.10 |
128.40 |
-32.70 |
-20.3% |
528.50 |
| ATR |
166.49 |
163.77 |
-2.72 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,498.80 |
11,439.00 |
11,193.02 |
|
| R3 |
11,370.40 |
11,310.60 |
11,157.71 |
|
| R2 |
11,242.00 |
11,242.00 |
11,145.94 |
|
| R1 |
11,182.20 |
11,182.20 |
11,134.17 |
11,212.10 |
| PP |
11,113.60 |
11,113.60 |
11,113.60 |
11,128.55 |
| S1 |
11,053.80 |
11,053.80 |
11,110.63 |
11,083.70 |
| S2 |
10,985.20 |
10,985.20 |
11,098.86 |
|
| S3 |
10,856.80 |
10,925.40 |
11,087.09 |
|
| S4 |
10,728.40 |
10,797.00 |
11,051.78 |
|
|
| 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 |
11,045.00 |
305.00 |
2.7% |
124.60 |
1.1% |
25% |
False |
True |
|
| 10 |
11,350.00 |
10,774.10 |
575.90 |
5.2% |
151.73 |
1.4% |
60% |
False |
False |
|
| 20 |
11,350.00 |
10,673.20 |
676.80 |
6.1% |
151.08 |
1.4% |
66% |
False |
False |
|
| 40 |
11,350.00 |
9,375.72 |
1,974.28 |
17.8% |
185.66 |
1.7% |
88% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
203.04 |
1.8% |
90% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
191.54 |
1.7% |
90% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
186.84 |
1.7% |
90% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.2% |
187.74 |
1.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,719.10 |
|
2.618 |
11,509.55 |
|
1.618 |
11,381.15 |
|
1.000 |
11,301.80 |
|
0.618 |
11,252.75 |
|
HIGH |
11,173.40 |
|
0.618 |
11,124.35 |
|
0.500 |
11,109.20 |
|
0.382 |
11,094.05 |
|
LOW |
11,045.00 |
|
0.618 |
10,965.65 |
|
1.000 |
10,916.60 |
|
1.618 |
10,837.25 |
|
2.618 |
10,708.85 |
|
4.250 |
10,499.30 |
|
|
| Fisher Pivots for day following 24-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,118.00 |
11,197.50 |
| PP |
11,113.60 |
11,172.47 |
| S1 |
11,109.20 |
11,147.43 |
|