| Trading Metrics calculated at close of trading on 28-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2002 |
28-May-2002 |
Change |
Change % |
Previous Week |
| Open |
10,211.90 |
10,106.50 |
-105.40 |
-1.0% |
10,348.90 |
| High |
10,217.70 |
10,118.50 |
-99.20 |
-1.0% |
10,348.90 |
| Low |
10,084.80 |
9,961.86 |
-122.94 |
-1.2% |
10,063.50 |
| Close |
10,104.30 |
9,981.58 |
-122.72 |
-1.2% |
10,104.30 |
| Range |
132.90 |
156.64 |
23.74 |
17.9% |
285.40 |
| ATR |
146.94 |
147.63 |
0.69 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,490.57 |
10,392.71 |
10,067.73 |
|
| R3 |
10,333.93 |
10,236.07 |
10,024.66 |
|
| R2 |
10,177.29 |
10,177.29 |
10,010.30 |
|
| R1 |
10,079.43 |
10,079.43 |
9,995.94 |
10,050.04 |
| PP |
10,020.65 |
10,020.65 |
10,020.65 |
10,005.95 |
| S1 |
9,922.79 |
9,922.79 |
9,967.22 |
9,893.40 |
| S2 |
9,864.01 |
9,864.01 |
9,952.86 |
|
| S3 |
9,707.37 |
9,766.15 |
9,938.50 |
|
| S4 |
9,550.73 |
9,609.51 |
9,895.43 |
|
|
| 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 |
10,293.00 |
9,961.86 |
331.14 |
3.3% |
143.91 |
1.4% |
6% |
False |
True |
|
| 10 |
10,353.40 |
9,961.86 |
391.54 |
3.9% |
135.20 |
1.4% |
5% |
False |
True |
|
| 20 |
10,353.40 |
9,807.69 |
545.71 |
5.5% |
155.26 |
1.6% |
32% |
False |
False |
|
| 40 |
10,394.70 |
9,807.69 |
587.01 |
5.9% |
148.20 |
1.5% |
30% |
False |
False |
|
| 60 |
10,673.10 |
9,807.69 |
865.41 |
8.7% |
144.05 |
1.4% |
20% |
False |
False |
|
| 80 |
10,673.10 |
9,580.32 |
1,092.78 |
10.9% |
148.77 |
1.5% |
37% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
146.76 |
1.5% |
40% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
142.54 |
1.4% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,784.22 |
|
2.618 |
10,528.58 |
|
1.618 |
10,371.94 |
|
1.000 |
10,275.14 |
|
0.618 |
10,215.30 |
|
HIGH |
10,118.50 |
|
0.618 |
10,058.66 |
|
0.500 |
10,040.18 |
|
0.382 |
10,021.70 |
|
LOW |
9,961.86 |
|
0.618 |
9,865.06 |
|
1.000 |
9,805.22 |
|
1.618 |
9,708.42 |
|
2.618 |
9,551.78 |
|
4.250 |
9,296.14 |
|
|
| Fisher Pivots for day following 28-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,040.18 |
10,089.78 |
| PP |
10,020.65 |
10,053.71 |
| S1 |
10,001.11 |
10,017.65 |
|