| Trading Metrics calculated at close of trading on 14-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2002 |
14-May-2002 |
Change |
Change % |
Previous Week |
| Open |
9,938.82 |
10,119.30 |
180.48 |
1.8% |
10,005.80 |
| High |
10,111.00 |
10,304.40 |
193.40 |
1.9% |
10,148.90 |
| Low |
9,920.20 |
10,119.30 |
199.10 |
2.0% |
9,807.69 |
| Close |
10,109.70 |
10,298.10 |
188.40 |
1.9% |
9,939.92 |
| Range |
190.80 |
185.10 |
-5.70 |
-3.0% |
341.21 |
| ATR |
159.63 |
162.13 |
2.51 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,795.90 |
10,732.10 |
10,399.91 |
|
| R3 |
10,610.80 |
10,547.00 |
10,349.00 |
|
| R2 |
10,425.70 |
10,425.70 |
10,332.04 |
|
| R1 |
10,361.90 |
10,361.90 |
10,315.07 |
10,393.80 |
| PP |
10,240.60 |
10,240.60 |
10,240.60 |
10,256.55 |
| S1 |
10,176.80 |
10,176.80 |
10,281.13 |
10,208.70 |
| S2 |
10,055.50 |
10,055.50 |
10,264.17 |
|
| S3 |
9,870.40 |
9,991.70 |
10,247.20 |
|
| S4 |
9,685.30 |
9,806.60 |
10,196.30 |
|
|
| 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 |
10,304.40 |
9,847.96 |
456.44 |
4.4% |
188.90 |
1.8% |
99% |
True |
False |
|
| 10 |
10,304.40 |
9,807.69 |
496.71 |
4.8% |
175.09 |
1.7% |
99% |
True |
False |
|
| 20 |
10,326.40 |
9,807.69 |
518.71 |
5.0% |
156.85 |
1.5% |
95% |
False |
False |
|
| 40 |
10,673.10 |
9,807.69 |
865.41 |
8.4% |
148.03 |
1.4% |
57% |
False |
False |
|
| 60 |
10,673.10 |
9,734.21 |
938.89 |
9.1% |
153.67 |
1.5% |
60% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
151.56 |
1.5% |
67% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
144.22 |
1.4% |
67% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
141.92 |
1.4% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,091.08 |
|
2.618 |
10,788.99 |
|
1.618 |
10,603.89 |
|
1.000 |
10,489.50 |
|
0.618 |
10,418.79 |
|
HIGH |
10,304.40 |
|
0.618 |
10,233.69 |
|
0.500 |
10,211.85 |
|
0.382 |
10,190.01 |
|
LOW |
10,119.30 |
|
0.618 |
10,004.91 |
|
1.000 |
9,934.20 |
|
1.618 |
9,819.81 |
|
2.618 |
9,634.71 |
|
4.250 |
9,332.63 |
|
|
| Fisher Pivots for day following 14-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,269.35 |
10,236.17 |
| PP |
10,240.60 |
10,174.23 |
| S1 |
10,211.85 |
10,112.30 |
|