| Trading Metrics calculated at close of trading on 29-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2001 |
29-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,122.00 |
11,004.70 |
-117.30 |
-1.1% |
11,299.10 |
| High |
11,124.00 |
11,066.00 |
-58.00 |
-0.5% |
11,350.00 |
| Low |
10,993.80 |
10,970.40 |
-23.40 |
-0.2% |
10,993.80 |
| Close |
11,005.40 |
11,039.10 |
33.70 |
0.3% |
11,005.40 |
| Range |
130.20 |
95.60 |
-34.60 |
-26.6% |
356.20 |
| ATR |
161.37 |
156.67 |
-4.70 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,311.97 |
11,271.13 |
11,091.68 |
|
| R3 |
11,216.37 |
11,175.53 |
11,065.39 |
|
| R2 |
11,120.77 |
11,120.77 |
11,056.63 |
|
| R1 |
11,079.93 |
11,079.93 |
11,047.86 |
11,100.35 |
| PP |
11,025.17 |
11,025.17 |
11,025.17 |
11,035.38 |
| S1 |
10,984.33 |
10,984.33 |
11,030.34 |
11,004.75 |
| S2 |
10,929.57 |
10,929.57 |
11,021.57 |
|
| S3 |
10,833.97 |
10,888.73 |
11,012.81 |
|
| S4 |
10,738.37 |
10,793.13 |
10,986.52 |
|
|
| 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 |
10,970.40 |
379.60 |
3.4% |
125.14 |
1.1% |
18% |
False |
True |
|
| 10 |
11,350.00 |
10,814.30 |
535.70 |
4.9% |
151.84 |
1.4% |
42% |
False |
False |
|
| 20 |
11,350.00 |
10,673.20 |
676.80 |
6.1% |
146.91 |
1.3% |
54% |
False |
False |
|
| 40 |
11,350.00 |
9,375.72 |
1,974.28 |
17.9% |
182.74 |
1.7% |
84% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
199.01 |
1.8% |
86% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
191.31 |
1.7% |
86% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
182.61 |
1.7% |
86% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.3% |
185.78 |
1.7% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,472.30 |
|
2.618 |
11,316.28 |
|
1.618 |
11,220.68 |
|
1.000 |
11,161.60 |
|
0.618 |
11,125.08 |
|
HIGH |
11,066.00 |
|
0.618 |
11,029.48 |
|
0.500 |
11,018.20 |
|
0.382 |
11,006.92 |
|
LOW |
10,970.40 |
|
0.618 |
10,911.32 |
|
1.000 |
10,874.80 |
|
1.618 |
10,815.72 |
|
2.618 |
10,720.12 |
|
4.250 |
10,564.10 |
|
|
| Fisher Pivots for day following 29-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
11,032.13 |
11,071.90 |
| PP |
11,025.17 |
11,060.97 |
| S1 |
11,018.20 |
11,050.03 |
|