| Trading Metrics calculated at close of trading on 16-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2002 |
16-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,288.60 |
10,242.10 |
-46.50 |
-0.5% |
10,005.80 |
| High |
10,349.10 |
10,318.80 |
-30.30 |
-0.3% |
10,148.90 |
| Low |
10,223.70 |
10,230.70 |
7.00 |
0.1% |
9,807.69 |
| Close |
10,243.70 |
10,289.20 |
45.50 |
0.4% |
9,939.92 |
| Range |
125.40 |
88.10 |
-37.30 |
-29.7% |
341.21 |
| ATR |
159.51 |
154.41 |
-5.10 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,543.87 |
10,504.63 |
10,337.66 |
|
| R3 |
10,455.77 |
10,416.53 |
10,313.43 |
|
| R2 |
10,367.67 |
10,367.67 |
10,305.35 |
|
| R1 |
10,328.43 |
10,328.43 |
10,297.28 |
10,348.05 |
| PP |
10,279.57 |
10,279.57 |
10,279.57 |
10,289.38 |
| S1 |
10,240.33 |
10,240.33 |
10,281.12 |
10,259.95 |
| S2 |
10,191.47 |
10,191.47 |
10,273.05 |
|
| S3 |
10,103.37 |
10,152.23 |
10,264.97 |
|
| S4 |
10,015.27 |
10,064.13 |
10,240.75 |
|
|
| 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% |
145.81 |
1.4% |
86% |
False |
False |
|
| 10 |
10,349.10 |
9,807.69 |
541.41 |
5.3% |
163.11 |
1.6% |
89% |
False |
False |
|
| 20 |
10,349.10 |
9,807.69 |
541.41 |
5.3% |
150.53 |
1.5% |
89% |
False |
False |
|
| 40 |
10,505.70 |
9,807.69 |
698.01 |
6.8% |
147.70 |
1.4% |
69% |
False |
False |
|
| 60 |
10,673.10 |
9,796.14 |
876.96 |
8.5% |
150.79 |
1.5% |
56% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
151.24 |
1.5% |
66% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
143.76 |
1.4% |
66% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
142.19 |
1.4% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,693.23 |
|
2.618 |
10,549.45 |
|
1.618 |
10,461.35 |
|
1.000 |
10,406.90 |
|
0.618 |
10,373.25 |
|
HIGH |
10,318.80 |
|
0.618 |
10,285.15 |
|
0.500 |
10,274.75 |
|
0.382 |
10,264.35 |
|
LOW |
10,230.70 |
|
0.618 |
10,176.25 |
|
1.000 |
10,142.60 |
|
1.618 |
10,088.15 |
|
2.618 |
10,000.05 |
|
4.250 |
9,856.28 |
|
|
| Fisher Pivots for day following 16-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,284.38 |
10,270.87 |
| PP |
10,279.57 |
10,252.53 |
| S1 |
10,274.75 |
10,234.20 |
|