| Trading Metrics calculated at close of trading on 10-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2002 |
10-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,138.00 |
10,040.30 |
-97.70 |
-1.0% |
10,005.80 |
| High |
10,144.70 |
10,062.00 |
-82.70 |
-0.8% |
10,148.90 |
| Low |
10,016.70 |
9,922.35 |
-94.35 |
-0.9% |
9,807.69 |
| Close |
10,037.40 |
9,939.92 |
-97.48 |
-1.0% |
9,939.92 |
| Range |
128.00 |
139.65 |
11.65 |
9.1% |
341.21 |
| ATR |
158.58 |
157.23 |
-1.35 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,393.71 |
10,306.46 |
10,016.73 |
|
| R3 |
10,254.06 |
10,166.81 |
9,978.32 |
|
| R2 |
10,114.41 |
10,114.41 |
9,965.52 |
|
| R1 |
10,027.16 |
10,027.16 |
9,952.72 |
10,000.96 |
| PP |
9,974.76 |
9,974.76 |
9,974.76 |
9,961.66 |
| S1 |
9,887.51 |
9,887.51 |
9,927.12 |
9,861.31 |
| S2 |
9,835.11 |
9,835.11 |
9,914.32 |
|
| S3 |
9,695.46 |
9,747.86 |
9,901.52 |
|
| S4 |
9,555.81 |
9,608.21 |
9,863.11 |
|
|
| Weekly Pivots for week ending 10-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,989.13 |
10,805.74 |
10,127.59 |
|
| R3 |
10,647.92 |
10,464.53 |
10,033.75 |
|
| R2 |
10,306.71 |
10,306.71 |
10,002.48 |
|
| R1 |
10,123.32 |
10,123.32 |
9,971.20 |
10,044.41 |
| PP |
9,965.50 |
9,965.50 |
9,965.50 |
9,926.05 |
| S1 |
9,782.11 |
9,782.11 |
9,908.64 |
9,703.20 |
| S2 |
9,624.29 |
9,624.29 |
9,877.36 |
|
| S3 |
9,283.08 |
9,440.90 |
9,846.09 |
|
| S4 |
8,941.87 |
9,099.69 |
9,752.25 |
|
|
| 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% |
178.66 |
1.8% |
39% |
False |
False |
|
| 10 |
10,148.90 |
9,807.69 |
341.21 |
3.4% |
168.79 |
1.7% |
39% |
False |
False |
|
| 20 |
10,326.40 |
9,807.69 |
518.71 |
5.2% |
156.23 |
1.6% |
25% |
False |
False |
|
| 40 |
10,673.10 |
9,807.69 |
865.41 |
8.7% |
144.43 |
1.5% |
15% |
False |
False |
|
| 60 |
10,673.10 |
9,734.21 |
938.89 |
9.4% |
150.85 |
1.5% |
22% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
151.25 |
1.5% |
36% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
143.00 |
1.4% |
36% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
140.64 |
1.4% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,655.51 |
|
2.618 |
10,427.60 |
|
1.618 |
10,287.95 |
|
1.000 |
10,201.65 |
|
0.618 |
10,148.30 |
|
HIGH |
10,062.00 |
|
0.618 |
10,008.65 |
|
0.500 |
9,992.18 |
|
0.382 |
9,975.70 |
|
LOW |
9,922.35 |
|
0.618 |
9,836.05 |
|
1.000 |
9,782.70 |
|
1.618 |
9,696.40 |
|
2.618 |
9,556.75 |
|
4.250 |
9,328.84 |
|
|
| Fisher Pivots for day following 10-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,992.18 |
9,998.43 |
| PP |
9,974.76 |
9,978.93 |
| S1 |
9,957.34 |
9,959.42 |
|