| Trading Metrics calculated at close of trading on 30-May-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2002 |
30-May-2002 |
Change |
Change % |
Previous Week |
| Open |
9,976.94 |
9,915.01 |
-61.93 |
-0.6% |
10,348.90 |
| High |
9,988.50 |
9,943.52 |
-44.98 |
-0.5% |
10,348.90 |
| Low |
9,922.97 |
9,802.23 |
-120.74 |
-1.2% |
10,063.50 |
| Close |
9,923.04 |
9,911.69 |
-11.35 |
-0.1% |
10,104.30 |
| Range |
65.53 |
141.29 |
75.76 |
115.6% |
285.40 |
| ATR |
141.77 |
141.73 |
-0.03 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,309.68 |
10,251.98 |
9,989.40 |
|
| R3 |
10,168.39 |
10,110.69 |
9,950.54 |
|
| R2 |
10,027.10 |
10,027.10 |
9,937.59 |
|
| R1 |
9,969.40 |
9,969.40 |
9,924.64 |
9,927.61 |
| PP |
9,885.81 |
9,885.81 |
9,885.81 |
9,864.92 |
| S1 |
9,828.11 |
9,828.11 |
9,898.74 |
9,786.32 |
| S2 |
9,744.52 |
9,744.52 |
9,885.79 |
|
| S3 |
9,603.23 |
9,686.82 |
9,872.84 |
|
| S4 |
9,461.94 |
9,545.53 |
9,833.98 |
|
|
| 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 |
10,217.70 |
9,802.23 |
415.47 |
4.2% |
125.09 |
1.3% |
26% |
False |
True |
|
| 10 |
10,353.40 |
9,802.23 |
551.17 |
5.6% |
124.84 |
1.3% |
20% |
False |
True |
|
| 20 |
10,353.40 |
9,802.23 |
551.17 |
5.6% |
143.44 |
1.4% |
20% |
False |
True |
|
| 40 |
10,394.70 |
9,802.23 |
592.47 |
6.0% |
146.17 |
1.5% |
18% |
False |
True |
|
| 60 |
10,673.10 |
9,802.23 |
870.87 |
8.8% |
140.75 |
1.4% |
13% |
False |
True |
|
| 80 |
10,673.10 |
9,580.32 |
1,092.78 |
11.0% |
147.46 |
1.5% |
30% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
146.52 |
1.5% |
33% |
False |
False |
|
| 120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
140.91 |
1.4% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,544.00 |
|
2.618 |
10,313.42 |
|
1.618 |
10,172.13 |
|
1.000 |
10,084.81 |
|
0.618 |
10,030.84 |
|
HIGH |
9,943.52 |
|
0.618 |
9,889.55 |
|
0.500 |
9,872.88 |
|
0.382 |
9,856.20 |
|
LOW |
9,802.23 |
|
0.618 |
9,714.91 |
|
1.000 |
9,660.94 |
|
1.618 |
9,573.62 |
|
2.618 |
9,432.33 |
|
4.250 |
9,201.75 |
|
|
| Fisher Pivots for day following 30-May-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,898.75 |
9,960.37 |
| PP |
9,885.81 |
9,944.14 |
| S1 |
9,872.88 |
9,927.92 |
|