| Trading Metrics calculated at close of trading on 15-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2002 |
15-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,119.30 |
10,288.60 |
169.30 |
1.7% |
10,005.80 |
| High |
10,304.40 |
10,349.10 |
44.70 |
0.4% |
10,148.90 |
| Low |
10,119.30 |
10,223.70 |
104.40 |
1.0% |
9,807.69 |
| Close |
10,298.10 |
10,243.70 |
-54.40 |
-0.5% |
9,939.92 |
| Range |
185.10 |
125.40 |
-59.70 |
-32.3% |
341.21 |
| ATR |
162.13 |
159.51 |
-2.62 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,648.37 |
10,571.43 |
10,312.67 |
|
| R3 |
10,522.97 |
10,446.03 |
10,278.19 |
|
| R2 |
10,397.57 |
10,397.57 |
10,266.69 |
|
| R1 |
10,320.63 |
10,320.63 |
10,255.20 |
10,296.40 |
| PP |
10,272.17 |
10,272.17 |
10,272.17 |
10,260.05 |
| S1 |
10,195.23 |
10,195.23 |
10,232.21 |
10,171.00 |
| S2 |
10,146.77 |
10,146.77 |
10,220.71 |
|
| S3 |
10,021.37 |
10,069.83 |
10,209.22 |
|
| S4 |
9,895.97 |
9,944.43 |
10,174.73 |
|
|
| 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 |
10,349.10 |
9,920.20 |
428.90 |
4.2% |
153.79 |
1.5% |
75% |
True |
False |
|
| 10 |
10,349.10 |
9,807.69 |
541.41 |
5.3% |
162.04 |
1.6% |
81% |
True |
False |
|
| 20 |
10,349.10 |
9,807.69 |
541.41 |
5.3% |
156.22 |
1.5% |
81% |
True |
False |
|
| 40 |
10,627.00 |
9,807.69 |
819.31 |
8.0% |
148.78 |
1.5% |
53% |
False |
False |
|
| 60 |
10,673.10 |
9,734.21 |
938.89 |
9.2% |
153.02 |
1.5% |
54% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
151.97 |
1.5% |
62% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
143.78 |
1.4% |
62% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
142.27 |
1.4% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,882.05 |
|
2.618 |
10,677.40 |
|
1.618 |
10,552.00 |
|
1.000 |
10,474.50 |
|
0.618 |
10,426.60 |
|
HIGH |
10,349.10 |
|
0.618 |
10,301.20 |
|
0.500 |
10,286.40 |
|
0.382 |
10,271.60 |
|
LOW |
10,223.70 |
|
0.618 |
10,146.20 |
|
1.000 |
10,098.30 |
|
1.618 |
10,020.80 |
|
2.618 |
9,895.40 |
|
4.250 |
9,690.75 |
|
|
| Fisher Pivots for day following 15-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,286.40 |
10,207.35 |
| PP |
10,272.17 |
10,171.00 |
| S1 |
10,257.93 |
10,134.65 |
|