| Trading Metrics calculated at close of trading on 13-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2002 |
13-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,040.30 |
9,938.82 |
-101.48 |
-1.0% |
10,005.80 |
| High |
10,062.00 |
10,111.00 |
49.00 |
0.5% |
10,148.90 |
| Low |
9,922.35 |
9,920.20 |
-2.15 |
0.0% |
9,807.69 |
| Close |
9,939.92 |
10,109.70 |
169.78 |
1.7% |
9,939.92 |
| Range |
139.65 |
190.80 |
51.15 |
36.6% |
341.21 |
| ATR |
157.23 |
159.63 |
2.40 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,619.37 |
10,555.33 |
10,214.64 |
|
| R3 |
10,428.57 |
10,364.53 |
10,162.17 |
|
| R2 |
10,237.77 |
10,237.77 |
10,144.68 |
|
| R1 |
10,173.73 |
10,173.73 |
10,127.19 |
10,205.75 |
| PP |
10,046.97 |
10,046.97 |
10,046.97 |
10,062.98 |
| S1 |
9,982.93 |
9,982.93 |
10,092.21 |
10,014.95 |
| S2 |
9,856.17 |
9,856.17 |
10,074.72 |
|
| S3 |
9,665.37 |
9,792.13 |
10,057.23 |
|
| S4 |
9,474.57 |
9,601.33 |
10,004.76 |
|
|
| 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 |
9,810.53 |
338.37 |
3.3% |
173.58 |
1.7% |
88% |
False |
False |
|
| 10 |
10,148.90 |
9,807.69 |
341.21 |
3.4% |
175.32 |
1.7% |
89% |
False |
False |
|
| 20 |
10,326.40 |
9,807.69 |
518.71 |
5.1% |
158.00 |
1.6% |
58% |
False |
False |
|
| 40 |
10,673.10 |
9,807.69 |
865.41 |
8.6% |
146.81 |
1.5% |
35% |
False |
False |
|
| 60 |
10,673.10 |
9,734.21 |
938.89 |
9.3% |
152.48 |
1.5% |
40% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
151.06 |
1.5% |
51% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
143.59 |
1.4% |
51% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
141.26 |
1.4% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,921.90 |
|
2.618 |
10,610.51 |
|
1.618 |
10,419.71 |
|
1.000 |
10,301.80 |
|
0.618 |
10,228.91 |
|
HIGH |
10,111.00 |
|
0.618 |
10,038.11 |
|
0.500 |
10,015.60 |
|
0.382 |
9,993.09 |
|
LOW |
9,920.20 |
|
0.618 |
9,802.29 |
|
1.000 |
9,729.40 |
|
1.618 |
9,611.49 |
|
2.618 |
9,420.69 |
|
4.250 |
9,109.30 |
|
|
| Fisher Pivots for day following 13-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,078.33 |
10,083.95 |
| PP |
10,046.97 |
10,058.20 |
| S1 |
10,015.60 |
10,032.45 |
|