| Trading Metrics calculated at close of trading on 24-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2002 |
24-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,158.30 |
10,211.90 |
53.60 |
0.5% |
10,348.90 |
| High |
10,216.10 |
10,217.70 |
1.60 |
0.0% |
10,348.90 |
| Low |
10,087.00 |
10,084.80 |
-2.20 |
0.0% |
10,063.50 |
| Close |
10,216.10 |
10,104.30 |
-111.80 |
-1.1% |
10,104.30 |
| Range |
129.10 |
132.90 |
3.80 |
2.9% |
285.40 |
| ATR |
148.02 |
146.94 |
-1.08 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,534.30 |
10,452.20 |
10,177.40 |
|
| R3 |
10,401.40 |
10,319.30 |
10,140.85 |
|
| R2 |
10,268.50 |
10,268.50 |
10,128.67 |
|
| R1 |
10,186.40 |
10,186.40 |
10,116.48 |
10,161.00 |
| PP |
10,135.60 |
10,135.60 |
10,135.60 |
10,122.90 |
| S1 |
10,053.50 |
10,053.50 |
10,092.12 |
10,028.10 |
| S2 |
10,002.70 |
10,002.70 |
10,079.94 |
|
| S3 |
9,869.80 |
9,920.60 |
10,067.75 |
|
| S4 |
9,736.90 |
9,787.70 |
10,031.21 |
|
|
| Weekly Pivots for week ending 24-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,028.43 |
10,851.77 |
10,261.27 |
|
| R3 |
10,743.03 |
10,566.37 |
10,182.79 |
|
| R2 |
10,457.63 |
10,457.63 |
10,156.62 |
|
| R1 |
10,280.97 |
10,280.97 |
10,130.46 |
10,226.60 |
| PP |
10,172.23 |
10,172.23 |
10,172.23 |
10,145.05 |
| S1 |
9,995.57 |
9,995.57 |
10,078.14 |
9,941.20 |
| S2 |
9,886.83 |
9,886.83 |
10,051.98 |
|
| S3 |
9,601.43 |
9,710.17 |
10,025.82 |
|
| S4 |
9,316.03 |
9,424.77 |
9,947.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,348.90 |
10,063.50 |
285.40 |
2.8% |
140.02 |
1.4% |
14% |
False |
False |
|
| 10 |
10,353.40 |
9,920.20 |
433.20 |
4.3% |
138.62 |
1.4% |
42% |
False |
False |
|
| 20 |
10,353.40 |
9,807.69 |
545.71 |
5.4% |
153.71 |
1.5% |
54% |
False |
False |
|
| 40 |
10,402.10 |
9,807.69 |
594.41 |
5.9% |
147.74 |
1.5% |
50% |
False |
False |
|
| 60 |
10,673.10 |
9,807.69 |
865.41 |
8.6% |
145.83 |
1.4% |
34% |
False |
False |
|
| 80 |
10,673.10 |
9,580.32 |
1,092.78 |
10.8% |
148.80 |
1.5% |
48% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
146.58 |
1.5% |
50% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
142.44 |
1.4% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,782.53 |
|
2.618 |
10,565.63 |
|
1.618 |
10,432.73 |
|
1.000 |
10,350.60 |
|
0.618 |
10,299.83 |
|
HIGH |
10,217.70 |
|
0.618 |
10,166.93 |
|
0.500 |
10,151.25 |
|
0.382 |
10,135.57 |
|
LOW |
10,084.80 |
|
0.618 |
10,002.67 |
|
1.000 |
9,951.90 |
|
1.618 |
9,869.77 |
|
2.618 |
9,736.87 |
|
4.250 |
9,519.98 |
|
|
| Fisher Pivots for day following 24-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,151.25 |
10,140.60 |
| PP |
10,135.60 |
10,128.50 |
| S1 |
10,119.95 |
10,116.40 |
|