| Trading Metrics calculated at close of trading on 01-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2002 |
01-May-2002 |
Change |
Change % |
Previous Week |
| Open |
9,818.90 |
9,944.90 |
126.00 |
1.3% |
10,256.00 |
| High |
10,006.30 |
10,086.60 |
80.30 |
0.8% |
10,256.00 |
| Low |
9,818.90 |
9,830.67 |
11.77 |
0.1% |
9,910.72 |
| Close |
9,946.22 |
10,059.60 |
113.38 |
1.1% |
9,910.72 |
| Range |
187.40 |
255.93 |
68.53 |
36.6% |
345.28 |
| ATR |
144.65 |
152.60 |
7.95 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,760.08 |
10,665.77 |
10,200.36 |
|
| R3 |
10,504.15 |
10,409.84 |
10,129.98 |
|
| R2 |
10,248.22 |
10,248.22 |
10,106.52 |
|
| R1 |
10,153.91 |
10,153.91 |
10,083.06 |
10,201.07 |
| PP |
9,992.29 |
9,992.29 |
9,992.29 |
10,015.87 |
| S1 |
9,897.98 |
9,897.98 |
10,036.14 |
9,945.14 |
| S2 |
9,736.36 |
9,736.36 |
10,012.68 |
|
| S3 |
9,480.43 |
9,642.05 |
9,989.22 |
|
| S4 |
9,224.50 |
9,386.12 |
9,918.84 |
|
|
| Weekly Pivots for week ending 26-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,061.65 |
10,831.47 |
10,100.62 |
|
| R3 |
10,716.37 |
10,486.19 |
10,005.67 |
|
| R2 |
10,371.09 |
10,371.09 |
9,974.02 |
|
| R1 |
10,140.91 |
10,140.91 |
9,942.37 |
10,083.36 |
| PP |
10,025.81 |
10,025.81 |
10,025.81 |
9,997.04 |
| S1 |
9,795.63 |
9,795.63 |
9,879.07 |
9,738.08 |
| S2 |
9,680.53 |
9,680.53 |
9,847.42 |
|
| S3 |
9,335.25 |
9,450.35 |
9,815.77 |
|
| S4 |
8,989.97 |
9,105.07 |
9,720.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,086.60 |
9,811.57 |
275.03 |
2.7% |
170.77 |
1.7% |
90% |
True |
False |
|
| 10 |
10,270.90 |
9,811.57 |
459.33 |
4.6% |
150.40 |
1.5% |
54% |
False |
False |
|
| 20 |
10,394.70 |
9,811.57 |
583.13 |
5.8% |
148.90 |
1.5% |
43% |
False |
False |
|
| 40 |
10,673.10 |
9,811.57 |
861.53 |
8.6% |
139.41 |
1.4% |
29% |
False |
False |
|
| 60 |
10,673.10 |
9,580.32 |
1,092.78 |
10.9% |
148.81 |
1.5% |
44% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
147.29 |
1.5% |
46% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.4% |
140.41 |
1.4% |
46% |
False |
False |
|
| 120 |
10,673.10 |
9,408.58 |
1,264.52 |
12.6% |
139.73 |
1.4% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,174.30 |
|
2.618 |
10,756.62 |
|
1.618 |
10,500.69 |
|
1.000 |
10,342.53 |
|
0.618 |
10,244.76 |
|
HIGH |
10,086.60 |
|
0.618 |
9,988.83 |
|
0.500 |
9,958.64 |
|
0.382 |
9,928.44 |
|
LOW |
9,830.67 |
|
0.618 |
9,672.51 |
|
1.000 |
9,574.74 |
|
1.618 |
9,416.58 |
|
2.618 |
9,160.65 |
|
4.250 |
8,742.97 |
|
|
| Fisher Pivots for day following 01-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,025.95 |
10,022.76 |
| PP |
9,992.29 |
9,985.92 |
| S1 |
9,958.64 |
9,949.09 |
|