| Trading Metrics calculated at close of trading on 31-May-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2001 |
31-May-2001 |
Change |
Change % |
Previous Week |
| Open |
11,033.00 |
10,873.20 |
-159.80 |
-1.4% |
11,299.10 |
| High |
11,042.10 |
10,979.00 |
-63.10 |
-0.6% |
11,350.00 |
| Low |
10,864.80 |
10,865.90 |
1.10 |
0.0% |
10,993.80 |
| Close |
10,872.60 |
10,911.90 |
39.30 |
0.4% |
11,005.40 |
| Range |
177.30 |
113.10 |
-64.20 |
-36.2% |
356.20 |
| ATR |
158.15 |
154.93 |
-3.22 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,258.23 |
11,198.17 |
10,974.11 |
|
| R3 |
11,145.13 |
11,085.07 |
10,943.00 |
|
| R2 |
11,032.03 |
11,032.03 |
10,932.64 |
|
| R1 |
10,971.97 |
10,971.97 |
10,922.27 |
11,002.00 |
| PP |
10,918.93 |
10,918.93 |
10,918.93 |
10,933.95 |
| S1 |
10,858.87 |
10,858.87 |
10,901.53 |
10,888.90 |
| S2 |
10,805.83 |
10,805.83 |
10,891.17 |
|
| S3 |
10,692.73 |
10,745.77 |
10,880.80 |
|
| S4 |
10,579.63 |
10,632.67 |
10,849.70 |
|
|
| 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 |
11,173.40 |
10,864.80 |
308.60 |
2.8% |
128.92 |
1.2% |
15% |
False |
False |
|
| 10 |
11,350.00 |
10,864.80 |
485.20 |
4.4% |
128.59 |
1.2% |
10% |
False |
False |
|
| 20 |
11,350.00 |
10,673.20 |
676.80 |
6.2% |
145.96 |
1.3% |
35% |
False |
False |
|
| 40 |
11,350.00 |
9,375.72 |
1,974.28 |
18.1% |
174.14 |
1.6% |
78% |
False |
False |
|
| 60 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
200.12 |
1.8% |
80% |
False |
False |
|
| 80 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
191.18 |
1.8% |
80% |
False |
False |
|
| 100 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
181.20 |
1.7% |
80% |
False |
False |
|
| 120 |
11,350.00 |
9,106.54 |
2,243.46 |
20.6% |
183.07 |
1.7% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,459.68 |
|
2.618 |
11,275.10 |
|
1.618 |
11,162.00 |
|
1.000 |
11,092.10 |
|
0.618 |
11,048.90 |
|
HIGH |
10,979.00 |
|
0.618 |
10,935.80 |
|
0.500 |
10,922.45 |
|
0.382 |
10,909.10 |
|
LOW |
10,865.90 |
|
0.618 |
10,796.00 |
|
1.000 |
10,752.80 |
|
1.618 |
10,682.90 |
|
2.618 |
10,569.80 |
|
4.250 |
10,385.23 |
|
|
| Fisher Pivots for day following 31-May-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,922.45 |
10,965.40 |
| PP |
10,918.93 |
10,947.57 |
| S1 |
10,915.42 |
10,929.73 |
|