Trading Metrics calculated at close of trading on 08-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2002 |
08-May-2002 |
Change |
Change % |
Previous Week |
Open |
9,810.53 |
9,847.96 |
37.43 |
0.4% |
9,910.52 |
High |
9,919.03 |
10,148.90 |
229.87 |
2.3% |
10,117.50 |
Low |
9,810.53 |
9,847.96 |
37.43 |
0.4% |
9,811.57 |
Close |
9,836.55 |
10,141.80 |
305.25 |
3.1% |
10,006.60 |
Range |
108.50 |
300.94 |
192.44 |
177.4% |
305.93 |
ATR |
149.29 |
160.93 |
11.65 |
7.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,949.04 |
10,846.36 |
10,307.32 |
|
R3 |
10,648.10 |
10,545.42 |
10,224.56 |
|
R2 |
10,347.16 |
10,347.16 |
10,196.97 |
|
R1 |
10,244.48 |
10,244.48 |
10,169.39 |
10,295.82 |
PP |
10,046.22 |
10,046.22 |
10,046.22 |
10,071.89 |
S1 |
9,943.54 |
9,943.54 |
10,114.21 |
9,994.88 |
S2 |
9,745.28 |
9,745.28 |
10,086.63 |
|
S3 |
9,444.34 |
9,642.60 |
10,059.04 |
|
S4 |
9,143.40 |
9,341.66 |
9,976.28 |
|
|
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 |
10,148.90 |
9,807.69 |
341.21 |
3.4% |
170.29 |
1.7% |
98% |
True |
False |
|
10 |
10,148.90 |
9,807.69 |
341.21 |
3.4% |
170.53 |
1.7% |
98% |
True |
False |
|
20 |
10,378.90 |
9,807.69 |
571.21 |
5.6% |
159.04 |
1.6% |
58% |
False |
False |
|
40 |
10,673.10 |
9,807.69 |
865.41 |
8.5% |
143.30 |
1.4% |
39% |
False |
False |
|
60 |
10,673.10 |
9,734.21 |
938.89 |
9.3% |
150.31 |
1.5% |
43% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
150.61 |
1.5% |
54% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
142.89 |
1.4% |
54% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
140.18 |
1.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,427.90 |
2.618 |
10,936.76 |
1.618 |
10,635.82 |
1.000 |
10,449.84 |
0.618 |
10,334.88 |
HIGH |
10,148.90 |
0.618 |
10,033.94 |
0.500 |
9,998.43 |
0.382 |
9,962.92 |
LOW |
9,847.96 |
0.618 |
9,661.98 |
1.000 |
9,547.02 |
1.618 |
9,361.04 |
2.618 |
9,060.10 |
4.250 |
8,568.97 |
|
|
Fisher Pivots for day following 08-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,094.01 |
10,087.30 |
PP |
10,046.22 |
10,032.80 |
S1 |
9,998.43 |
9,978.30 |
|