Trading Metrics calculated at close of trading on 22-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2002 |
22-May-2002 |
Change |
Change % |
Previous Week |
Open |
10,229.10 |
10,098.60 |
-130.50 |
-1.3% |
9,938.82 |
High |
10,293.00 |
10,157.90 |
-135.10 |
-1.3% |
10,353.40 |
Low |
10,086.50 |
10,063.50 |
-23.00 |
-0.2% |
9,920.20 |
Close |
10,105.70 |
10,157.90 |
52.20 |
0.5% |
10,353.10 |
Range |
206.50 |
94.40 |
-112.10 |
-54.3% |
433.20 |
ATR |
153.71 |
149.47 |
-4.24 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,409.63 |
10,378.17 |
10,209.82 |
|
R3 |
10,315.23 |
10,283.77 |
10,183.86 |
|
R2 |
10,220.83 |
10,220.83 |
10,175.21 |
|
R1 |
10,189.37 |
10,189.37 |
10,166.55 |
10,205.10 |
PP |
10,126.43 |
10,126.43 |
10,126.43 |
10,134.30 |
S1 |
10,094.97 |
10,094.97 |
10,149.25 |
10,110.70 |
S2 |
10,032.03 |
10,032.03 |
10,140.59 |
|
S3 |
9,937.63 |
10,000.57 |
10,131.94 |
|
S4 |
9,843.23 |
9,906.17 |
10,105.98 |
|
|
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 |
10,063.50 |
289.90 |
2.9% |
124.58 |
1.2% |
33% |
False |
True |
|
10 |
10,353.40 |
9,920.20 |
433.20 |
4.3% |
139.19 |
1.4% |
55% |
False |
False |
|
20 |
10,353.40 |
9,807.69 |
545.71 |
5.4% |
154.86 |
1.5% |
64% |
False |
False |
|
40 |
10,502.60 |
9,807.69 |
694.91 |
6.8% |
146.56 |
1.4% |
50% |
False |
False |
|
60 |
10,673.10 |
9,807.69 |
865.41 |
8.5% |
146.97 |
1.4% |
40% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
152.25 |
1.5% |
55% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
145.89 |
1.4% |
55% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
142.15 |
1.4% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,559.10 |
2.618 |
10,405.04 |
1.618 |
10,310.64 |
1.000 |
10,252.30 |
0.618 |
10,216.24 |
HIGH |
10,157.90 |
0.618 |
10,121.84 |
0.500 |
10,110.70 |
0.382 |
10,099.56 |
LOW |
10,063.50 |
0.618 |
10,005.16 |
1.000 |
9,969.10 |
1.618 |
9,910.76 |
2.618 |
9,816.36 |
4.250 |
9,662.30 |
|
|
Fisher Pivots for day following 22-May-2002 |
Pivot |
1 day |
3 day |
R1 |
10,142.17 |
10,206.20 |
PP |
10,126.43 |
10,190.10 |
S1 |
10,110.70 |
10,174.00 |
|