| Trading Metrics calculated at close of trading on 25-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2001 |
25-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,107.10 |
11,122.00 |
14.90 |
0.1% |
11,299.10 |
| High |
11,173.40 |
11,124.00 |
-49.40 |
-0.4% |
11,350.00 |
| Low |
11,045.00 |
10,993.80 |
-51.20 |
-0.5% |
10,993.80 |
| Close |
11,122.40 |
11,005.40 |
-117.00 |
-1.1% |
11,005.40 |
| Range |
128.40 |
130.20 |
1.80 |
1.4% |
356.20 |
| ATR |
163.77 |
161.37 |
-2.40 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,431.67 |
11,348.73 |
11,077.01 |
|
| R3 |
11,301.47 |
11,218.53 |
11,041.21 |
|
| R2 |
11,171.27 |
11,171.27 |
11,029.27 |
|
| R1 |
11,088.33 |
11,088.33 |
11,017.34 |
11,064.70 |
| PP |
11,041.07 |
11,041.07 |
11,041.07 |
11,029.25 |
| S1 |
10,958.13 |
10,958.13 |
10,993.47 |
10,934.50 |
| S2 |
10,910.87 |
10,910.87 |
10,981.53 |
|
| S3 |
10,780.67 |
10,827.93 |
10,969.60 |
|
| S4 |
10,650.47 |
10,697.73 |
10,933.79 |
|
|
| Weekly Pivots for week ending 25-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,185.00 |
11,951.40 |
11,201.31 |
|
| R3 |
11,828.80 |
11,595.20 |
11,103.36 |
|
| R2 |
11,472.60 |
11,472.60 |
11,070.70 |
|
| R1 |
11,239.00 |
11,239.00 |
11,038.05 |
11,177.70 |
| PP |
11,116.40 |
11,116.40 |
11,116.40 |
11,085.75 |
| S1 |
10,882.80 |
10,882.80 |
10,972.75 |
10,821.50 |
| S2 |
10,760.20 |
10,760.20 |
10,940.10 |
|
| S3 |
10,404.00 |
10,526.60 |
10,907.45 |
|
| S4 |
10,047.80 |
10,170.40 |
10,809.49 |
|
|
| 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 |
10,993.80 |
356.20 |
3.2% |
128.60 |
1.2% |
3% |
False |
True |
|
| 10 |
11,350.00 |
10,800.10 |
549.90 |
5.0% |
150.15 |
1.4% |
37% |
False |
False |
|
| 20 |
11,350.00 |
10,673.20 |
676.80 |
6.1% |
151.84 |
1.4% |
49% |
False |
False |
|
| 40 |
11,350.00 |
9,375.72 |
1,974.28 |
17.9% |
184.03 |
1.7% |
83% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
202.03 |
1.8% |
85% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
191.61 |
1.7% |
85% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
186.03 |
1.7% |
85% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.4% |
187.36 |
1.7% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,677.35 |
|
2.618 |
11,464.86 |
|
1.618 |
11,334.66 |
|
1.000 |
11,254.20 |
|
0.618 |
11,204.46 |
|
HIGH |
11,124.00 |
|
0.618 |
11,074.26 |
|
0.500 |
11,058.90 |
|
0.382 |
11,043.54 |
|
LOW |
10,993.80 |
|
0.618 |
10,913.34 |
|
1.000 |
10,863.60 |
|
1.618 |
10,783.14 |
|
2.618 |
10,652.94 |
|
4.250 |
10,440.45 |
|
|
| Fisher Pivots for day following 25-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,058.90 |
11,128.05 |
| PP |
11,041.07 |
11,087.17 |
| S1 |
11,023.23 |
11,046.28 |
|