Trading Metrics calculated at close of trading on 12-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2002 |
12-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,739.81 |
9,880.35 |
140.54 |
1.4% |
9,905.46 |
High |
9,892.80 |
9,906.02 |
13.22 |
0.1% |
9,905.46 |
Low |
9,710.68 |
9,811.64 |
100.96 |
1.0% |
9,580.32 |
Close |
9,884.78 |
9,863.74 |
-21.04 |
-0.2% |
9,744.24 |
Range |
182.12 |
94.38 |
-87.74 |
-48.2% |
325.14 |
ATR |
148.74 |
144.86 |
-3.88 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,143.61 |
10,098.05 |
9,915.65 |
|
R3 |
10,049.23 |
10,003.67 |
9,889.69 |
|
R2 |
9,954.85 |
9,954.85 |
9,881.04 |
|
R1 |
9,909.29 |
9,909.29 |
9,872.39 |
9,884.88 |
PP |
9,860.47 |
9,860.47 |
9,860.47 |
9,848.26 |
S1 |
9,814.91 |
9,814.91 |
9,855.09 |
9,790.50 |
S2 |
9,766.09 |
9,766.09 |
9,846.44 |
|
S3 |
9,671.71 |
9,720.53 |
9,837.79 |
|
S4 |
9,577.33 |
9,626.15 |
9,811.83 |
|
|
Weekly Pivots for week ending 08-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,718.76 |
10,556.64 |
9,923.07 |
|
R3 |
10,393.62 |
10,231.50 |
9,833.65 |
|
R2 |
10,068.48 |
10,068.48 |
9,803.85 |
|
R1 |
9,906.36 |
9,906.36 |
9,774.04 |
9,824.85 |
PP |
9,743.34 |
9,743.34 |
9,743.34 |
9,702.59 |
S1 |
9,581.22 |
9,581.22 |
9,714.44 |
9,499.71 |
S2 |
9,418.20 |
9,418.20 |
9,684.63 |
|
S3 |
9,093.06 |
9,256.08 |
9,654.83 |
|
S4 |
8,767.92 |
8,930.94 |
9,565.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,906.02 |
9,580.32 |
325.70 |
3.3% |
137.11 |
1.4% |
87% |
True |
False |
|
10 |
9,943.94 |
9,529.46 |
414.48 |
4.2% |
157.19 |
1.6% |
81% |
False |
False |
|
20 |
9,986.21 |
9,529.46 |
456.75 |
4.6% |
151.41 |
1.5% |
73% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
130.51 |
1.3% |
43% |
False |
False |
|
60 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
129.65 |
1.3% |
43% |
False |
False |
|
80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.0% |
140.82 |
1.4% |
66% |
False |
False |
|
100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.7% |
154.31 |
1.6% |
80% |
False |
False |
|
120 |
10,441.40 |
8,062.34 |
2,379.06 |
24.1% |
165.21 |
1.7% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,307.14 |
2.618 |
10,153.11 |
1.618 |
10,058.73 |
1.000 |
10,000.40 |
0.618 |
9,964.35 |
HIGH |
9,906.02 |
0.618 |
9,869.97 |
0.500 |
9,858.83 |
0.382 |
9,847.69 |
LOW |
9,811.64 |
0.618 |
9,753.31 |
1.000 |
9,717.26 |
1.618 |
9,658.93 |
2.618 |
9,564.55 |
4.250 |
9,410.53 |
|
|
Fisher Pivots for day following 12-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
9,862.10 |
9,823.55 |
PP |
9,860.47 |
9,783.36 |
S1 |
9,858.83 |
9,743.17 |
|