Trading Metrics calculated at close of trading on 07-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2002 |
07-May-2002 |
Change |
Change % |
Previous Week |
Open |
10,005.80 |
9,810.53 |
-195.27 |
-2.0% |
9,910.52 |
High |
10,023.90 |
9,919.03 |
-104.87 |
-1.0% |
10,117.50 |
Low |
9,807.69 |
9,810.53 |
2.84 |
0.0% |
9,811.57 |
Close |
9,808.04 |
9,836.55 |
28.51 |
0.3% |
10,006.60 |
Range |
216.21 |
108.50 |
-107.71 |
-49.8% |
305.93 |
ATR |
152.23 |
149.29 |
-2.95 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,180.87 |
10,117.21 |
9,896.23 |
|
R3 |
10,072.37 |
10,008.71 |
9,866.39 |
|
R2 |
9,963.87 |
9,963.87 |
9,856.44 |
|
R1 |
9,900.21 |
9,900.21 |
9,846.50 |
9,932.04 |
PP |
9,855.37 |
9,855.37 |
9,855.37 |
9,871.29 |
S1 |
9,791.71 |
9,791.71 |
9,826.60 |
9,823.54 |
S2 |
9,746.87 |
9,746.87 |
9,816.66 |
|
S3 |
9,638.37 |
9,683.21 |
9,806.71 |
|
S4 |
9,529.87 |
9,574.71 |
9,776.88 |
|
|
Weekly Pivots for week ending 03-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,896.35 |
10,757.40 |
10,174.86 |
|
R3 |
10,590.42 |
10,451.47 |
10,090.73 |
|
R2 |
10,284.49 |
10,284.49 |
10,062.69 |
|
R1 |
10,145.54 |
10,145.54 |
10,034.64 |
10,215.02 |
PP |
9,978.56 |
9,978.56 |
9,978.56 |
10,013.29 |
S1 |
9,839.61 |
9,839.61 |
9,978.56 |
9,909.09 |
S2 |
9,672.63 |
9,672.63 |
9,950.51 |
|
S3 |
9,366.70 |
9,533.68 |
9,922.47 |
|
S4 |
9,060.77 |
9,227.75 |
9,838.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,117.50 |
9,807.69 |
309.81 |
3.1% |
161.29 |
1.6% |
9% |
False |
False |
|
10 |
10,163.40 |
9,807.69 |
355.71 |
3.6% |
154.01 |
1.6% |
8% |
False |
False |
|
20 |
10,394.70 |
9,807.69 |
587.01 |
6.0% |
153.20 |
1.6% |
5% |
False |
False |
|
40 |
10,673.10 |
9,807.69 |
865.41 |
8.8% |
138.99 |
1.4% |
3% |
False |
False |
|
60 |
10,673.10 |
9,710.68 |
962.42 |
9.8% |
148.33 |
1.5% |
13% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.6% |
148.26 |
1.5% |
27% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.6% |
141.02 |
1.4% |
27% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.6% |
139.37 |
1.4% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,380.16 |
2.618 |
10,203.08 |
1.618 |
10,094.58 |
1.000 |
10,027.53 |
0.618 |
9,986.08 |
HIGH |
9,919.03 |
0.618 |
9,877.58 |
0.500 |
9,864.78 |
0.382 |
9,851.98 |
LOW |
9,810.53 |
0.618 |
9,743.48 |
1.000 |
9,702.03 |
1.618 |
9,634.98 |
2.618 |
9,526.48 |
4.250 |
9,349.41 |
|
|
Fisher Pivots for day following 07-May-2002 |
Pivot |
1 day |
3 day |
R1 |
9,864.78 |
9,949.90 |
PP |
9,855.37 |
9,912.11 |
S1 |
9,845.96 |
9,874.33 |
|