Trading Metrics calculated at close of trading on 17-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2002 |
17-May-2002 |
Change |
Change % |
Previous Week |
Open |
10,242.10 |
10,291.00 |
48.90 |
0.5% |
9,938.82 |
High |
10,318.80 |
10,353.40 |
34.60 |
0.3% |
10,353.40 |
Low |
10,230.70 |
10,256.70 |
26.00 |
0.3% |
9,920.20 |
Close |
10,289.20 |
10,353.10 |
63.90 |
0.6% |
10,353.10 |
Range |
88.10 |
96.70 |
8.60 |
9.8% |
433.20 |
ATR |
154.41 |
150.29 |
-4.12 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,611.17 |
10,578.83 |
10,406.29 |
|
R3 |
10,514.47 |
10,482.13 |
10,379.69 |
|
R2 |
10,417.77 |
10,417.77 |
10,370.83 |
|
R1 |
10,385.43 |
10,385.43 |
10,361.96 |
10,401.60 |
PP |
10,321.07 |
10,321.07 |
10,321.07 |
10,329.15 |
S1 |
10,288.73 |
10,288.73 |
10,344.24 |
10,304.90 |
S2 |
10,224.37 |
10,224.37 |
10,335.37 |
|
S3 |
10,127.67 |
10,192.03 |
10,326.51 |
|
S4 |
10,030.97 |
10,095.33 |
10,299.92 |
|
|
Weekly Pivots for week ending 17-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,508.50 |
11,364.00 |
10,591.36 |
|
R3 |
11,075.30 |
10,930.80 |
10,472.23 |
|
R2 |
10,642.10 |
10,642.10 |
10,432.52 |
|
R1 |
10,497.60 |
10,497.60 |
10,392.81 |
10,569.85 |
PP |
10,208.90 |
10,208.90 |
10,208.90 |
10,245.03 |
S1 |
10,064.40 |
10,064.40 |
10,313.39 |
10,136.65 |
S2 |
9,775.70 |
9,775.70 |
10,273.68 |
|
S3 |
9,342.50 |
9,631.20 |
10,233.97 |
|
S4 |
8,909.30 |
9,198.00 |
10,114.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,353.40 |
9,920.20 |
433.20 |
4.2% |
137.22 |
1.3% |
100% |
True |
False |
|
10 |
10,353.40 |
9,807.69 |
545.71 |
5.3% |
157.94 |
1.5% |
100% |
True |
False |
|
20 |
10,353.40 |
9,807.69 |
545.71 |
5.3% |
152.46 |
1.5% |
100% |
True |
False |
|
40 |
10,502.60 |
9,807.69 |
694.91 |
6.7% |
146.35 |
1.4% |
78% |
False |
False |
|
60 |
10,673.10 |
9,796.14 |
876.96 |
8.5% |
149.10 |
1.4% |
64% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
151.29 |
1.5% |
72% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
143.90 |
1.4% |
72% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
141.92 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,764.38 |
2.618 |
10,606.56 |
1.618 |
10,509.86 |
1.000 |
10,450.10 |
0.618 |
10,413.16 |
HIGH |
10,353.40 |
0.618 |
10,316.46 |
0.500 |
10,305.05 |
0.382 |
10,293.64 |
LOW |
10,256.70 |
0.618 |
10,196.94 |
1.000 |
10,160.00 |
1.618 |
10,100.24 |
2.618 |
10,003.54 |
4.250 |
9,845.73 |
|
|
Fisher Pivots for day following 17-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,337.08 |
10,331.58 |
PP |
10,321.07 |
10,310.07 |
S1 |
10,305.05 |
10,288.55 |
|