Trading Metrics calculated at close of trading on 21-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2002 |
21-May-2002 |
Change |
Change % |
Previous Week |
Open |
10,348.90 |
10,229.10 |
-119.80 |
-1.2% |
9,938.82 |
High |
10,348.90 |
10,293.00 |
-55.90 |
-0.5% |
10,353.40 |
Low |
10,211.70 |
10,086.50 |
-125.20 |
-1.2% |
9,920.20 |
Close |
10,229.50 |
10,105.70 |
-123.80 |
-1.2% |
10,353.10 |
Range |
137.20 |
206.50 |
69.30 |
50.5% |
433.20 |
ATR |
149.65 |
153.71 |
4.06 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,781.23 |
10,649.97 |
10,219.28 |
|
R3 |
10,574.73 |
10,443.47 |
10,162.49 |
|
R2 |
10,368.23 |
10,368.23 |
10,143.56 |
|
R1 |
10,236.97 |
10,236.97 |
10,124.63 |
10,199.35 |
PP |
10,161.73 |
10,161.73 |
10,161.73 |
10,142.93 |
S1 |
10,030.47 |
10,030.47 |
10,086.77 |
9,992.85 |
S2 |
9,955.23 |
9,955.23 |
10,067.84 |
|
S3 |
9,748.73 |
9,823.97 |
10,048.91 |
|
S4 |
9,542.23 |
9,617.47 |
9,992.13 |
|
|
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 |
10,086.50 |
266.90 |
2.6% |
130.78 |
1.3% |
7% |
False |
True |
|
10 |
10,353.40 |
9,847.96 |
505.44 |
5.0% |
159.84 |
1.6% |
51% |
False |
False |
|
20 |
10,353.40 |
9,807.69 |
545.71 |
5.4% |
156.92 |
1.6% |
55% |
False |
False |
|
40 |
10,502.60 |
9,807.69 |
694.91 |
6.9% |
148.11 |
1.5% |
43% |
False |
False |
|
60 |
10,673.10 |
9,807.69 |
865.41 |
8.6% |
147.95 |
1.5% |
34% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
152.27 |
1.5% |
50% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
145.61 |
1.4% |
50% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
142.70 |
1.4% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,170.63 |
2.618 |
10,833.62 |
1.618 |
10,627.12 |
1.000 |
10,499.50 |
0.618 |
10,420.62 |
HIGH |
10,293.00 |
0.618 |
10,214.12 |
0.500 |
10,189.75 |
0.382 |
10,165.38 |
LOW |
10,086.50 |
0.618 |
9,958.88 |
1.000 |
9,880.00 |
1.618 |
9,752.38 |
2.618 |
9,545.88 |
4.250 |
9,208.88 |
|
|
Fisher Pivots for day following 21-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,189.75 |
10,219.95 |
PP |
10,161.73 |
10,181.87 |
S1 |
10,133.72 |
10,143.78 |
|