Trading Metrics calculated at close of trading on 31-May-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2002 |
31-May-2002 |
Change |
Change % |
Previous Week |
Open |
9,915.01 |
9,915.15 |
0.14 |
0.0% |
10,106.50 |
High |
9,943.52 |
10,042.30 |
98.78 |
1.0% |
10,118.50 |
Low |
9,802.23 |
9,915.01 |
112.78 |
1.2% |
9,802.23 |
Close |
9,911.69 |
9,925.25 |
13.56 |
0.1% |
9,925.25 |
Range |
141.29 |
127.29 |
-14.00 |
-9.9% |
316.27 |
ATR |
141.73 |
140.94 |
-0.79 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,342.72 |
10,261.28 |
9,995.26 |
|
R3 |
10,215.43 |
10,133.99 |
9,960.25 |
|
R2 |
10,088.14 |
10,088.14 |
9,948.59 |
|
R1 |
10,006.70 |
10,006.70 |
9,936.92 |
10,047.42 |
PP |
9,960.85 |
9,960.85 |
9,960.85 |
9,981.22 |
S1 |
9,879.41 |
9,879.41 |
9,913.58 |
9,920.13 |
S2 |
9,833.56 |
9,833.56 |
9,901.91 |
|
S3 |
9,706.27 |
9,752.12 |
9,890.25 |
|
S4 |
9,578.98 |
9,624.83 |
9,855.24 |
|
|
Weekly Pivots for week ending 31-May-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,897.47 |
10,727.63 |
10,099.20 |
|
R3 |
10,581.20 |
10,411.36 |
10,012.22 |
|
R2 |
10,264.93 |
10,264.93 |
9,983.23 |
|
R1 |
10,095.09 |
10,095.09 |
9,954.24 |
10,021.88 |
PP |
9,948.66 |
9,948.66 |
9,948.66 |
9,912.05 |
S1 |
9,778.82 |
9,778.82 |
9,896.26 |
9,705.61 |
S2 |
9,632.39 |
9,632.39 |
9,867.27 |
|
S3 |
9,316.12 |
9,462.55 |
9,838.28 |
|
S4 |
8,999.85 |
9,146.28 |
9,751.30 |
|
|
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% |
124.73 |
1.3% |
30% |
False |
False |
|
10 |
10,353.40 |
9,802.23 |
551.17 |
5.6% |
128.76 |
1.3% |
22% |
False |
False |
|
20 |
10,353.40 |
9,802.23 |
551.17 |
5.6% |
145.93 |
1.5% |
22% |
False |
False |
|
40 |
10,394.70 |
9,802.23 |
592.47 |
6.0% |
146.74 |
1.5% |
21% |
False |
False |
|
60 |
10,673.10 |
9,802.23 |
870.87 |
8.8% |
139.95 |
1.4% |
14% |
False |
False |
|
80 |
10,673.10 |
9,580.32 |
1,092.78 |
11.0% |
146.93 |
1.5% |
32% |
False |
False |
|
100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
146.67 |
1.5% |
35% |
False |
False |
|
120 |
10,673.10 |
9,529.46 |
1,143.64 |
11.5% |
141.23 |
1.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,583.28 |
2.618 |
10,375.55 |
1.618 |
10,248.26 |
1.000 |
10,169.59 |
0.618 |
10,120.97 |
HIGH |
10,042.30 |
0.618 |
9,993.68 |
0.500 |
9,978.66 |
0.382 |
9,963.63 |
LOW |
9,915.01 |
0.618 |
9,836.34 |
1.000 |
9,787.72 |
1.618 |
9,709.05 |
2.618 |
9,581.76 |
4.250 |
9,374.03 |
|
|
Fisher Pivots for day following 31-May-2002 |
Pivot |
1 day |
3 day |
R1 |
9,978.66 |
9,924.26 |
PP |
9,960.85 |
9,923.26 |
S1 |
9,943.05 |
9,922.27 |
|